public class GLMProblem extends LMProblem
Constructor and Description |
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GLMProblem(LMProblem problem,
GLMFamily family)
Construct a GLM problem from a linear regression problem.
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GLMProblem(Vector y,
Matrix X,
boolean intercept,
GLMFamily family)
Construct a GLM problem.
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Modifier and Type | Method and Description |
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GLMFamily |
getFamily()
Get the exponential family distribution of the mean.
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A, checkInputs, intercept, invOfwAtwA, nExogenousFactors, nFactors, nObs, wA, weights, wy, X, y
public GLMProblem(Vector y, Matrix X, boolean intercept, GLMFamily family)
y
- the dependent variablesX
- the factorsintercept
- true
if to add an additional intercept term to
the linear regressionfamily
- the exponential family distribution of the meanpublic GLMFamily getFamily()
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