biz.sc.mm.dm.supervised.statistical

Interface GLMLikelihoodFunction

All Superinterfaces:

InputDataInfo, LikelihoodFunction

public interface GLMLikelihoodFunction
extends LikelihoodFunction

Interface for likelihood functions representing generalized linear models (GLM).

Method Summary

Methods

Modifier and Type	Method and Description
double	getDevianceResidual(double y, double mu, double n) Gets the deviance residual for a given observation.
double	getLink(double mu) Gets the value of the link function.
double	getLinkInverse(double eta) Gets the value of the inverse of the link function.
double	getMuWrtEtaDerivative(double eta, double n) Gets the partial derivative of the fitted value (mu) with respect to link function (eta).
double	getVariance(double mu, double n) Gets the variance for a given observation (equal to 2nd derivative of B wrt theta).

Methods inherited from interface biz.sc.mm.dm.supervised.statistical.LikelihoodFunction

getCorrelationMatrix, getCovarianceMatrix, getGradientVector, getLog, getLog1stDeriv, getLog2ndDeriv, getSignatureBeta, getSigVarIndex, getSigVarIndexDictionary, getSigVarName, getSigVarNameDictionary, getStandardDeviationVector, getVarianceVector

Methods inherited from interface biz.sc.mm.dm.supervised.statistical.InputDataInfo

getGroupUsage, getInternalFunctionSettings, getUniqueName, getUsage, getVarGroupName, getVarName, intcp, n, ptotal

Method Detail

getLinkInverse

double getLinkInverse(double eta)

Gets the value of the inverse of the link function.

Parameters:

eta - the value of the link function.

Returns:

the value of the inverse of the link function.

getLink

double getLink(double mu)

Gets the value of the link function.

Parameters:

mu - the fitted value (i.e. link inverse value).

Returns:

the value of the link function.

getVariance

double getVariance(double mu,
                 double n)

Gets the variance for a given observation (equal to 2nd derivative of B wrt theta).

Parameters:

mu - the fitted value (i.e. link inverse value).

n - frequency/weight of the observation.

Returns:

the variance for a given observation.

getDevianceResidual

double getDevianceResidual(double y,
                         double mu,
                         double n)

Gets the deviance residual for a given observation.

Parameters:

y - the observed target value.

mu - the fitted value (i.e. link inverse value).

n - frequency/weight of the observation.

Returns:

the deviance residual for a given observation.

getMuWrtEtaDerivative

double getMuWrtEtaDerivative(double eta,
                           double n)

Gets the partial derivative of the fitted value (mu) with respect to link function (eta).

Parameters:

eta - the value of the link function.

n - frequency/weight of the observation.

Returns:

the partial derivative of mu wrt. eta.