Class RecursiveLeastSquares

constructor

• new RecursiveLeastSquares(): RecursiveLeastSquares

• Returns RecursiveLeastSquares

_s

_w

fit

• fit(x: number[][], y: number[]): void

• Fit model.

  Parameters

  • x: number[][]

    Training data
  • y: number[]

    Target values

  Returns void

predict

• predict(data: number[][]): number[]

• Returns predicted datas.

  Parameters

  • data: number[][]

    Sample data

  Returns number[]

  Predicted values

update

• update(x: Matrix, y: number): void

• Update model parameters with one data.

  Parameters

  • x: Matrix

    Training data
  • y: number

    Target value

  Returns void