Class GLMResiduals

  • Direct Known Subclasses:
    QuasiGLMResiduals

    public class GLMResiduals
    extends LMResiduals
    Residual analysis of the results of a Generalized Linear Model regression.

    Over-dispersion occurs when the observed variance of the data is larger than the predicted variance.

    Deviance measures the goodness-of-fit of a model

    • Constructor Detail

      • GLMResiduals

        public GLMResiduals​(GLMProblem problem,
                            Vector fitted)
        Performs residual analysis for a GLM regression.
        Parameters:
        problem - the GLM problem to be solved
        fitted - the fitted values
    • Method Detail

      • overdispersion

        public double overdispersion()
        Gets the over-dispersion.
        Returns:
        the over-dispersion
      • deviances

        public double[] deviances()
        Gets the deviances of the observations.
        Returns:
        the deviances
      • deviance

        public double deviance()
        Gets the (total) deviance.
        Returns:
        the (total) deviance
      • devianceResiduals

        public ImmutableVector devianceResiduals()
        Gets the deviances residuals.
        Returns:
        the deviances residuals