kumulant
com.eignex.kumulant/schema/UnivariateRegression

UnivariateRegression

@Serializable
@SerialName(value = "UnivariateRegression")
data class UnivariateRegression(val penalty: Penalty = Penalty.None) : PairedStatSpec<UnivariateRegressionResult> (source)

Spec for UnivariateRegressionStat: scalar OLS / Lasso / Ridge depending on penalty.

Constructors

UnivariateRegression

constructor(penalty: Penalty = Penalty.None)(source)

Properties

penalty

val penalty: Penalty(source)

Regularisation applied at read() time; defaults to plain OLS.