Packages

object Fit

The Fit companion object provides factory methods for assessing quality of fit for standard types of modeling techniques.

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  1. val MIN_FOLDS: Int
  2. def apply(y: VectoD, e: VectoD, n: Int): Fit

    Create a Fit object that provides methods to determine basic quality of fit measures.

    Create a Fit object that provides methods to determine basic quality of fit measures. This factory method assume a standard regression model with an intercept.

    y

    the values in the m-dimensional output/response vector

    n

    the number of parameters (b.dim)

  3. def fitLabel: Seq[String]

    Return the labels for the Quality of Fit (QoF) measures.

  4. def help: String

    Return the help string that describes the Quality of Fit (QoF) measures provided by the Fit class.

    Return the help string that describes the Quality of Fit (QoF) measures provided by the Fit class. The QoF measures are divided into two groups: general and statistical (that often require degrees of freedom and/or log-likelihoods).

    See also

    www.ncbi.nlm.nih.gov/pmc/articles/PMC5570302/

    https://en.wikipedia.org/wiki/Coefficient_of_determination

  5. val index_aic: Int
  6. val index_bic: Int
  7. val index_df: Int
  8. val index_dfm: Int
  9. val index_fStat: Int
  10. val index_mae: Int
  11. val index_mape: Int
  12. val index_mse0: Int
  13. val index_rSq: Int
  14. val index_rSqBar: Int
  15. val index_rmse: Int
  16. val index_smape: Int
  17. val index_sse: Int
  18. val index_sst: Int
  19. def qofStatTable: Array[Statistic]

    Create a table to store statistics for QoF measures, where each row corresponds to the statistics on a particular QoF measure, e.g., rSq.

  20. def qofVector(fit: VectoD, cv_fit: Array[Statistic]): VectorD

    Collect qof results for a model having say 'l' parameters and return them in a vector.

    Collect qof results for a model having say 'l' parameters and return them in a vector. Adjust 'index_?' to customize Quality of Fit (QoF) measures.

    fit

    the fit vector with regard to the training set

    cv_fit

    the fit array of statistics for cross-validation (upon test sets)

  21. def showQofStatTable(stats: Array[Statistic]): Unit

    Show the table storing the statistics for QoF measures.

  22. def tallyQof(stats: Array[Statistic], qof: VectoD): Unit

    Tally the current QoF measures into the statistical accumulators.

    Tally the current QoF measures into the statistical accumulators.

    stats

    the statistics table being updated

    qof

    the current QoF measure vector