object Fit
The Fit
companion object provides factory methods for assessing quality of
fit for standard types of modeling techniques.
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- val MIN_FOLDS: Int
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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)
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def
fitLabel: Seq[String]
Return the labels for the Quality of Fit (QoF) measures.
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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
- val index_aic: Int
- val index_bic: Int
- val index_df: Int
- val index_dfm: Int
- val index_fStat: Int
- val index_mae: Int
- val index_mape: Int
- val index_mse0: Int
- val index_rSq: Int
- val index_rSqBar: Int
- val index_rmse: Int
- val index_smape: Int
- val index_sse: Int
- val index_sst: Int
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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.
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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)
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def
showQofStatTable(stats: Array[Statistic]): Unit
Show the table storing the statistics for QoF measures.
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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
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