public class QuasiGLMNewtonRaphson extends Object implements GLMFitting
| Constructor and Description |
|---|
QuasiGLMNewtonRaphson(double epsilon,
int maxIterations)
Constructs an instance to run the Newton-Raphson method.
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| Modifier and Type | Method and Description |
|---|---|
ImmutableVector |
betaHat()
Gets the estimates of β, β^, as in
E(Y) = μ = g-1(Xβ)
|
ImmutableMatrix |
D()
Computes D.
|
ImmutableMatrix |
DVInv()
Computes D / V(μ).
|
void |
fit(GLMProblem problem,
Vector beta0Initial)
Fits a Generalized Linear Model.
|
double |
logLikelihood() |
ImmutableVector |
mu()
Gets μ as in
E(Y) = μ = g-1(Xβ)
|
ImmutableVector |
weights()
Gets the weights assigned to the observations.
|
public QuasiGLMNewtonRaphson(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic void fit(GLMProblem problem, Vector beta0Initial)
GLMFittingfit in interface GLMFittingproblem - the generalized linear regression problem to be
solvedbeta0Initial - initial guess for β^public ImmutableVector mu()
GLMFittingE(Y) = μ = g-1(Xβ)
mu in interface GLMFittingpublic ImmutableVector betaHat()
GLMFittingE(Y) = μ = g-1(Xβ)
betaHat in interface GLMFittingpublic double logLikelihood()
logLikelihood in interface GLMFittingpublic ImmutableVector weights()
GLMFittingweights in interface GLMFittingpublic ImmutableMatrix D()
D = d(μ)/d(β) = (dμ/dη) * (dη/dβ)
public ImmutableMatrix DVInv()
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