Modifier and Type | Method and Description |
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LMResiduals |
LinearModel.residuals()
Gets the residual analysis of an OLS regression.
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Modifier and Type | Class and Description |
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class |
GLMResiduals
Residual analysis of the results of a Generalized Linear Model regression.
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Modifier and Type | Class and Description |
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class |
QuasiGLMResiduals
Residual analysis of the results of a quasi Generalized Linear Model
regression.
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Modifier and Type | Method and Description |
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LMResiduals |
UnconstrainedLASSObyQP.residuals() |
LMResiduals |
UnconstrainedLASSObyCoordinateDescent.residuals() |
LMResiduals |
ConstrainedLASSObyQP.residuals() |
LMResiduals |
ConstrainedLASSObyLARS.residuals() |
Modifier and Type | Class and Description |
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class |
LogisticResiduals
Residual analysis of the results of a logistic regression.
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Modifier and Type | Class and Description |
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class |
OLSResiduals
This is the residual analysis of the results of an ordinary linear regression model.
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Constructor and Description |
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LMDiagnostics(LMResiduals residuals)
Constructs an instance of the
Diagnostics from the results of residual analysis. |
LMInformationCriteria(LMResiduals residuals)
Computes the information criteria from residual analysis.
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Modifier and Type | Field and Description |
---|---|
protected LMResiduals |
Heteroskedasticity.residuals |
Modifier and Type | Method and Description |
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protected OLSRegression |
Heteroskedasticity.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals)
Get the auxiliary regression.
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protected OLSRegression |
White.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals) |
Constructor and Description |
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BreuschPagan(LMResiduals residuals,
boolean studentized)
Perform the Breusch-Pagan test to test for heteroskedasticity in a linear regression model.
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Glejser(LMResiduals residuals)
Perform the Glejser test to test for heteroskedasticity in a linear regression model.
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HarveyGodfrey(LMResiduals residuals)
Perform the Harvey-Godfrey test to test for heteroskedasticity in a linear regression model.
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Heteroskedasticity(LMResiduals residuals)
Construct a heteroskedasticity test.
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White(LMResiduals residuals)
Perform the White test to test for heteroskedasticity in a linear regression model.
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