com.numericalmethod.suanshu.stats.regression.linear.modelselection

Class Forward

java.lang.Object

com.numericalmethod.suanshu.stats.regression.linear.modelselection.Forward

All Implemented Interfaces:

java.io.Serializable

public class Forward
extends java.lang.Object

To construct a GLM getModel for a set of observations using the forward selection method, we iteratively add a significant factor to the getModel, one at a time. This repeats until all remaining getFactors are insignificant.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	com.numericalmethod.suanshu.stats.regression.linear.modelselection.SingleFactorSelection.ModelNotFound We throw a ModelNotFound exception when we fail to construct a getModel to explain the data.

Field Summary

Fields

Modifier and Type	Field and Description
double	criticalValue a critical value
GLMProblem	problem the GLM problem to be solved

Constructor Summary

Constructors

Constructor and Description
Forward(GLMProblem problem, double significance) Construct automatically a GLM getModel using the forward selection method.

Method Summary

Modifier and Type	Method and Description
GeneralizedLinearModel	getModel() Get the constructed getModel.

Methods inherited from class java.lang.Object

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

Field Detail

problem

public final GLMProblem problem

the GLM problem to be solved

criticalValue

public final double criticalValue

a critical value

A factor is considered significant if its z-value is bigger than some critical value. We add the significant getFactors to the getModel.

Constructor Detail

Forward

public Forward(GLMProblem problem,
               double significance)

Construct automatically a GLM getModel using the forward selection method.

Parameters:

problem - a GLM problem

significance - a critical value to determine whether a factor is significant (to be included in the getModel)

Method Detail

getModel

public GeneralizedLinearModel getModel()

Get the constructed getModel.

Returns:

a GLM getModel