/usr/include/openturns/LARS.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief Least Angle Regression Algorithm
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_LARS_HXX
#define OPENTURNS_LARS_HXX
#include <limits>
#include "openturns/Matrix.hxx"
#include "openturns/BasisSequenceFactoryImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class LARS
*
* A sequence of numerical math function collection.
*/
class OT_API LARS
: public BasisSequenceFactoryImplementation
{
CLASSNAME;
public:
/** Default constructor */
explicit LARS(const Bool verbose = false);
/** Virtual constructor */
virtual LARS * clone() const;
/** Method to create new BasisSequence objects */
virtual BasisSequence build(const Sample & x,
const Sample & y,
const Basis & psi,
const Indices & indices);
#ifndef SWIG
// virtual BasisSequence build(const Sample & y,
// const Indices & indices,
// const DesignProxy & proxy);
virtual void initialize();
virtual void updateBasis(LeastSquaresMethod & method,
const Sample & y);
#endif
/** String converter */
virtual String __repr__() const;
virtual String __str__(const String & offset = "") const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
private:
Scalar relativeConvergence_;
Point coefficients_;
Point mu_;
Scalar oldCoefficientsL1Norm_;
Scalar coefficientsL1Norm_;
Indices predictors_;
Indices inPredictors_;
mutable Matrix mPsiX_;
}; /* class LARS */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_LARS_HXX */
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