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

java.lang.Object
  com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Family
      com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.InverseGaussian
          com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.InverseGaussian

All Implemented Interfaces:

ExponentialDistribution, QuasiFamily

public class InverseGaussian
extends InverseGaussian
implements QuasiFamily

The quasi InverseGaussian family of GLM.

Constructor Summary

InverseGaussian()
Create an instance of InverseGaussian.

InverseGaussian(LinkFunction link)
Create an instance of InverseGaussian with an overriding link function.

Method Summary

Family	asFamily()
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)

Methods inherited from class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.InverseGaussian

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

Methods inherited from class com.numericalmethod.suanshu.stats.regression.linear.glm.distribution.Family

link

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.numericalmethod.suanshu.stats.regression.linear.glm.quasi.family.QuasiFamily

link

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

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

Constructor Detail

InverseGaussian

public InverseGaussian()

Create an instance of InverseGaussian. The canonical link is InverseSquared.

See Also:

"pp.32. Section 2.2.4. Measuring the goodness-of-fit. Generalized Linear Models. 2nd ed. P. J. MacCullagh and J. A. Nelder."

InverseGaussian

public InverseGaussian(LinkFunction link)

Create an instance of InverseGaussian with an overriding link function.

Parameters:

link - the overriding link function

Method Detail

quasiLikelihood

public double quasiLikelihood(double mu,
                              double y)

Description copied from interface: QuasiFamily

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

Specified by:

quasiLikelihood in interface QuasiFamily

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

public double quasiDeviance(double y,
                            double mu)

Description copied from interface: QuasiFamily

the quasi-deviance function corresponding to a single observation

Specified by:

quasiDeviance in interface QuasiFamily

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."

asFamily

public Family asFamily()

Specified by:

asFamily in interface QuasiFamily