public interface GLMFitting
IWLS
Modifier and Type | Method and Description |
---|---|
ImmutableVector |
betaHat()
Gets the estimates of β, β^, as in
E(Y) = μ = g-1(Xβ)
|
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.
|
void fit(GLMProblem problem, Vector beta0Initial)
problem
- the generalized linear regression problem to be
solvedbeta0Initial
- initial guess for β^ImmutableVector mu()
E(Y) = μ = g-1(Xβ)
ImmutableVector betaHat()
E(Y) = μ = g-1(Xβ)
ImmutableVector weights()
double logLikelihood()
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