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