class Fit extends AnyRef
The Fit
class provides methods to determine basic quality of fit measures.
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new
Fit(y: VectoD, n: Int, df_: (Double, Double) = (0.0, 0.0))
- y
the values in the m-dimensional response vector
- n
the number of parameters (b.dim)
- df_
the degrees of freedom (df._1, df._2) for (regression, error)
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def
diagnose(e: VectoD, w: VectoD = null, yp: VectoD = null, y_: VectoD = y): Unit
Given the error/residual vector, compute the quality of fit measures.
Given the error/residual vector, compute the quality of fit measures.
- e
the corresponding m-dimensional error vector (y - yp)
- w
the weights on the instances
- yp
the predicted response vector (x * b)
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def
fit: VectoD
Return the quality of fit including 'rSq', 'sst', 'sse', 'mse0', rmse', 'mae', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'.
Return the quality of fit including 'rSq', 'sst', 'sse', 'mse0', rmse', 'mae', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'. Note, if 'sse > sst', the model introduces errors and the 'rSq' may be negative, otherwise, R^2 ('rSq') ranges from 0 (weak) to 1 (strong). Note that 'rSq' is the number 5 measure. Override to add more quality of fit measures.
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def
fitLabel: Seq[String]
Return the labels for the quality of fit measures.
Return the labels for the quality of fit measures. Override to add more quality of fit measures.
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def
fitMap: Map[String, String]
Build a map of quality of fit measures (use of
LinedHashMap
makes it ordered).Build a map of quality of fit measures (use of
LinedHashMap
makes it ordered). Override to add more quality of fit measures. -
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- val index_rSq: Int
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def
mse_: Double
Return the mean of squares for error (sse / df._2).
Return the mean of squares for error (sse / df._2). Must call diagnose first.
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def
resetDF(df_update: (Double, Double)): Unit
Reset the degrees of freedom to the new updated values.
Reset the degrees of freedom to the new updated values. For some models, the degrees of freedom is not known until after the model is built.
- df_update
the updated degrees of freedom
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def
sumCoeff(b: VectoD, stdErr: VectoD = null): String
Produce the summary report portion for the cofficients.
Produce the summary report portion for the cofficients.
- b
the parameters/coefficients for the model
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def
summary(b: VectoD, stdErr: VectoD = null, show: Boolean = false): String
Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.
Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.
- b
the parameters/coefficients for the model
- show
flag indicating whether to print the summary
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