com.numericalmethod.suanshu.stats.regression.linear.glm.quasi

Class QuasiGlmProblem

java.lang.Object

com.numericalmethod.suanshu.stats.regression.linear.LMProblem

com.numericalmethod.suanshu.stats.regression.linear.glm.GLMProblem

com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.QuasiGlmProblem

All Implemented Interfaces:

java.io.Serializable

public class QuasiGlmProblem
extends GLMProblem

This class represents a quasi Generalized Linear regression problem.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
QuasiFamily	quasiFamily the quasi-quasiFamily distribution

Fields inherited from class com.numericalmethod.suanshu.stats.regression.linear.glm.GLMProblem

family

Fields inherited from class com.numericalmethod.suanshu.stats.regression.linear.LMProblem

A, addIntercept, wA, weights, wy, y

Constructor Summary

Constructors

Constructor and Description
QuasiGlmProblem(DenseVector y, Matrix X, boolean addIntercept, QuasiFamily quasiFamily) Construct a quasi GLM problem.
QuasiGlmProblem(LMProblem problem, QuasiFamily quasiFamily) Construct a quasi GLM problem from a linear regression problem.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.regression.linear.LMProblem

checkInputs, invOfwAtwA, nExogenousFactors, nFactors, nObs, X

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

quasiFamily

public final QuasiFamily quasiFamily

the quasi-quasiFamily distribution

Constructor Detail

QuasiGlmProblem

public QuasiGlmProblem(DenseVector y,
                       Matrix X,
                       boolean addIntercept,
                       QuasiFamily quasiFamily)

Construct a quasi GLM problem.

Parameters:

y - the dependent variables

X - the factors

addIntercept - true if to add an intercept term to the linear regression

quasiFamily - the exponential family distribution for the mean with a quasi-likelihood function

QuasiGlmProblem

public QuasiGlmProblem(LMProblem problem,
                       QuasiFamily quasiFamily)

Construct a quasi GLM problem from a linear regression problem.

Parameters:

problem - a linear regression problem

quasiFamily - the exponential family distribution for the mean with a quasi-likelihood function