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

public class QuasiGlmProblem
extends GlmProblem

This class represents a quasi Generalized Linear regression problem.

Field Summary

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

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 iff 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