Class GeneralisedOrderedRegression<E1 extends Enum<E1> & IntegerValuedEnum>

java.lang.Object

microsim.statistics.regression.GeneralisedOrderedRegression<E1>

Type Parameters:

E1 - event type.

All Implemented Interfaces:

IDiscreteChoiceModel<E1>

public class GeneralisedOrderedRegression<E1 extends Enum<E1> & IntegerValuedEnum>
extends Object
implements IDiscreteChoiceModel<E1>

Generalised Ordered Discrete Variable Models

Author:

Justin van de Ven Let y define a discrete valued set {y_0,y_1,..., y_n} Each y_i is an indicator variable for discrete value i, where higher values of i reflect some natural ordering of the set Define yhat_j = sum(y_j+1,...,y_n) yhatstar_j = Xb_j - e_j yhat_j = 1 if yhatstar_j>=0 and 0 otherwise P(yhat_j=1|X) = P(yhatstar_j>=0|X) = P(Xb_j-e_j>=0) = F(Xb_j)

Constructor Summary

Constructors

Constructor	Description
GeneralisedOrderedRegression(RegressionType type, Class<E1> enumType, MultiKeyCoefficientMap multinomialCoefficients)

Method Summary

Modifier and Type	Method	Description
List<E1>	getEventList()
<E2 extends Enum<E2>> Map<E1,Double>	getProbabilities(IDoubleSource iDblSrc, Class<E2> Regressors)
<E2 extends Enum<E2>> double	getProbability(E1 event, IDoubleSource iDblSrc, Class<E2> Regressors)

Methods inherited from class Object

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

Constructor Details

GeneralisedOrderedRegression

public GeneralisedOrderedRegression(RegressionType type,
 Class<E1> enumType,
 MultiKeyCoefficientMap multinomialCoefficients)

Method Details

getEventList

public List<E1> getEventList()

Specified by:

getEventList in interface IDiscreteChoiceModel<E1 extends Enum<E1> & IntegerValuedEnum>

getProbability

public <E2 extends Enum<E2>> double getProbability(E1 event,
 IDoubleSource iDblSrc,
 Class<E2> Regressors)

Specified by:

getProbability in interface IDiscreteChoiceModel<E1 extends Enum<E1> & IntegerValuedEnum>

getProbabilities

public <E2 extends Enum<E2>> Map<E1,Double> getProbabilities(IDoubleSource iDblSrc,
 Class<E2> Regressors)

Specified by:

getProbabilities in interface IDiscreteChoiceModel<E1 extends Enum<E1> & IntegerValuedEnum>