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

Interface QuasiFamily

All Superinterfaces:

ExponentialDistribution, java.io.Serializable

All Known Implementing Classes:

Binomial, Gamma, Gaussian, InverseGaussian, Poisson

public interface QuasiFamily
extends ExponentialDistribution

This interface represents the quasi family of GLM.

Method Summary

Modifier and Type	Method and Description
LinkFunction	link()
double	quasiDeviance(double y, double mu) the quasi-deviance function corresponding to a single observation
double	quasiLikelihood(double mu, double y) the quasi-likelihood function corresponding to a single observation Q(μ; y)
Family	toFamily()

Methods inherited from interface com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.ExponentialDistribution

AIC, cumulant, deviance, dispersion, overdispersion, theta, variance

Method Detail

toFamily

Family toFamily()

link

LinkFunction link()

Returns:

the link function of this distribution

quasiLikelihood

double quasiLikelihood(double mu,
                       double y)

the quasi-likelihood function corresponding to a single observation Q(μ; y)

Parameters:

mu - μ

y - y

Returns:

Q(μ; y)

See Also:

"P. J. MacCullagh and J. A. Nelder, Generalized Linear Models, 2nd ed. Chapter 9. Table 9.1. p.326."

quasiDeviance

double quasiDeviance(double y,
                     double mu)

the quasi-deviance function corresponding to a single observation

Parameters:

y - y

mu - μ

Returns:

D(y; μ;)

See Also:

"P. J. MacCullagh and J. A. Nelder, Generalized Linear Models, 2nd ed. Chapter 9. Eq. 9.4., the integral form, p.327."