/usr/include/openturns/swig/LAR_doc.i is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 | %feature("docstring") OT::LAR
"Least Angle Regression.
Available constructors:
LAR()
See also
--------
BasisSequenceFactory
Notes
-----
LAR inherits from :class:`~openturns.BasisSequenceFactory`.
If the size :math:`P` of the PC basis is of similar size to :math:`N`, or even
possibly significantly larger than :math:`N` , then the following ordinary least
squares problem is ill-posed:
.. math::
\\\\vect{a} = \\\\argmin_{\\\\vect{b} \\\\in \\\\Rset^P} E_{\\\\mu} \\\\left[ \\\\left( g \\\\circ T^{-1}
(\\\\vect{U}) - \\\\vect{b}^{\\\\intercal} \\\\vect{\\\\Psi}(\\\\vect{U}) \\\\right)^2 \\\\right]
The sparse least squares approaches may be employed instead. Eventually a sparse
PC representation is obtained, that is an approximation which only contains a
small number of active basis functions.
This class is not usable as is because it has sense only whithin the
:class:`~openturns.FunctionalChaosAlgorithm`."
|