object GZLM extends GLM
A Generalized Linear Model 'GZLM' can be developed using the GZLM object.
It provides factory methods for General Linear Models 'GLM' via inheritance
and for proper Generalized Linear Models:
LogisticRegression - logistic regression, (@see classifier package)
PoissonRegression - Poisson regression,
ExpRegression - Exponential regression,
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def
apply(x: MatriD, y: VectoD, fname: Strings, nonneg: Boolean): ExpRegression
Build an Exponential Regression model.
Build an Exponential Regression model.
- x
the input/design m-by-n matrix
- y
the response vector
- fname
the feature/variable name
- nonneg
whether to check that responses are nonnegative
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def
apply(x: MatriD, y: VectoI, fname: Strings, poisson: Boolean): PoissonRegression
Build a Poisson Regression model.
Build a Poisson Regression model.
- x
the input/design m-by-n matrix
- y
the integer response vector, y_i in {0, 1, ... }
- fname
the feature/variable name
- poisson
whether it is
PoissonRegression
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def
apply(x_: MatriD, y: VectoD, t: VectoI): ANCOVA1
Build an ANalysis of COVAriance (ANCOVA1) model.
Build an ANalysis of COVAriance (ANCOVA1) model.
- x_
the data/design matrix of continuous variables
- y
the response vector
- t
the treatment/categorical variable vector
- Definition Classes
- GLM
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def
apply(t: VectoD, levels: Int, y: VectoD): ANOVA1
Build an ANalysis Of VAriance (ANOVA) model.
Build an ANalysis Of VAriance (ANOVA) model.
- t
the treatment/categorical variable vector
- levels
the number of treatment levels (1, ... levels)
- y
the response vector
- Definition Classes
- GLM
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def
apply(x_: MatriD, y: VectoD, cubic: Boolean): ResponseSurface
Build a Response Surface model.
Build a Response Surface model.
- x_
the input vectors/points
- y
the response vector
- cubic
the order of the surface (false for quadratic, true for cubic)
- Definition Classes
- GLM
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def
apply(ty: MatriD, k: Int, p: Int): TrigRegression
Build a Trigonometric Regression model.
Build a Trigonometric Regression model.
- ty
the combined input vector and response vector
- k
the maximum multiplier in the trig function 'kwt'
- p
extra parameter to make apply methods unique (pass in 0)
- Definition Classes
- GLM
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def
apply(t: VectoD, y: VectoD, k: Int, p: Int): TrigRegression
Build a Trigonometric Regression model.
Build a Trigonometric Regression model.
- t
the input vector: 't_i' expands to 'x_i'
- y
the response vector
- k
the maximum multiplier in the trig function 'kwt'
- p
extra parameter to make apply methods unique (pass in 0)
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- GLM
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def
apply(ty: MatriD, k: Int): PolyRegression
Build a Polynomial Regression model.
Build a Polynomial Regression model.
- ty
the combined input vector and response vector
- k
the order of the polynomial
- Definition Classes
- GLM
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def
apply(t: VectoD, y: VectoD, k: Int): PolyRegression
Build a Polynomial Regression model.
Build a Polynomial Regression model.
- t
the input vector: t_i expands to x_i = [1, t_i, t_i2, ... t_ik]
- y
the response vector
- k
the order of the polynomial
- Definition Classes
- GLM
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def
apply(xy: MatriD, transform: FunctionS2S, tranInv: FunctionS2S): TranRegression
Build a Transformed Multiple Linear Regression model.
Build a Transformed Multiple Linear Regression model.
- xy
the combined input/design m-by-n matrix and response m-vector
- transform
the transformation function (e.g., log)
- Definition Classes
- GLM
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def
apply(x: MatriD, y: VectoD, transform: FunctionS2S, tranInv: FunctionS2S): TranRegression
Build a Transformed Multiple Linear Regression model.
Build a Transformed Multiple Linear Regression model.
- x
the input/design m-by-n matrix
- y
the response m-vector
- transform
the transformation function (e.g., log)
- Definition Classes
- GLM
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def
apply(xy: MatriD, lambda: Double): RidgeRegression
Build a Multiple Linear Robust Regression model.
Build a Multiple Linear Robust Regression model.
- lambda
the shrinkage parameter (0 => OLS) in the penalty term 'lambda * b dot b'
- Definition Classes
- GLM
-
def
apply(x: MatriD, y: VectoD, lambda: Double): RidgeRegression
Build a Multiple Linear Robust Regression model.
Build a Multiple Linear Robust Regression model.
- x
the centered input/design m-by-n matrix NOT augmented with a first column of ones
- y
the centered response vector
- lambda
the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'
- Definition Classes
- GLM
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def
apply(x: MatriD, y: VectoD, w: VectoD): Regression_WLS
Build a Multiple Linear Regression model using Weighted Least Squares 'WLS'.
Build a Multiple Linear Regression model using Weighted Least Squares 'WLS'.
- x
the input/design m-by-n matrix
- y
the response m-vector
- Definition Classes
- GLM
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def
apply(xy: MatriD): Regression
Build a Multiple Linear Regression model using Ordinary Least Squares 'OLS'.
Build a Multiple Linear Regression model using Ordinary Least Squares 'OLS'.
- xy
the combined input/design m-by-n matrix and response m-vector
- Definition Classes
- GLM
-
def
apply(x: MatriD, y: VectoD): Regression
Build a Multiple Linear Regression model using Ordinary Least Squares 'OLS'.
Build a Multiple Linear Regression model using Ordinary Least Squares 'OLS'.
- x
the input/design m-by-n matrix
- y
the response m-vector
- Definition Classes
- GLM
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def
apply(x: VectoD, y: VectoD): SimpleRegression
Build a Simple Linear Regression model, automatically prepending the column of ones (form matrix from two column vectors [ 1 x ]).
Build a Simple Linear Regression model, automatically prepending the column of ones (form matrix from two column vectors [ 1 x ]).
- x
the input/design m-by-1 vector
- y
the response m-vector
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- GLM
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technique: RegTechnique.Value
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