Package dev.nm.stat.regression.linear.glm

Class GLMProblem

java.lang.Object

dev.nm.stat.regression.linear.LMProblem

dev.nm.stat.regression.linear.glm.GLMProblem

Direct Known Subclasses:

QuasiGLMProblem

public class GLMProblem
extends LMProblem

This is a Generalized Linear regression problem.

Constructor Summary

Constructors

Constructor	Description
GLMProblem(Vector y, Matrix X, boolean intercept, GLMFamily family)	Construct a GLM problem.
GLMProblem(LMProblem problem, GLMFamily family)	Construct a GLM problem from a linear regression problem.

Method Summary

Modifier and Type	Method	Description
GLMFamily	getFamily()	Get the exponential family distribution of the mean.

Methods inherited from class dev.nm.stat.regression.linear.LMProblem

A, checkInputs, intercept, invOfwAtwA, nExogenousFactors, nFactors, nObs, wA, weights, wy, X, y

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GLMProblem

public GLMProblem(Vector y,
                  Matrix X,
                  boolean intercept,
                  GLMFamily family)

Construct a GLM problem.

Parameters:

y - the dependent variables

X - the factors

intercept - true if to add an additional intercept term to the linear regression

family - the exponential family distribution of the mean

GLMProblem

public GLMProblem(LMProblem problem,
                  GLMFamily family)

Construct a GLM problem from a linear regression problem.

Parameters:

problem - a linear regression problem

family - the exponential family distribution of the mean

Method Detail

getFamily

public GLMFamily getFamily()

Get the exponential family distribution of the mean.

Returns:

the exponential family distribution of the mean