Package microsim.statistics.regression

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

java.lang.Object

microsim.statistics.regression.MultinomialRegression<E1>

Type Parameters:

E1 - event type.

All Implemented Interfaces:

IDiscreteChoiceModel

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

Multinomial Discrete Variable Models

Author:

Justin van de Ven NOTE: Probit variant not currently supported 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 the index i signifies nothing Define P(y_i=1|X) = exp(Xb_i) / sum(exp(Xb_1),...exp(Xb_n)) for all i Identification is permitted by normalising one category, k, such that exp(Xb_k) = 1.0

Constructor Summary

Constructors

Constructor	Description
MultinomialRegression(RegressionType type, Class<E1> enumType, Map<E1,MultiKeyCoefficientMap> maps, boolean preProcessedFlag)
MultinomialRegression(RegressionType type, Class<E1> enumType, MultiKeyCoefficientMap multinomialCoefficients)

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Details

MultinomialRegression

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

MultinomialRegression

public MultinomialRegression(RegressionType type,
 Class<E1> enumType,
 Map<E1,MultiKeyCoefficientMap> maps,
 boolean preProcessedFlag)

Method Details

getEventList

public List<E1> getEventList()

Specified by:

getEventList in interface IDiscreteChoiceModel

getProbability

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

Specified by:

getProbability in interface IDiscreteChoiceModel

getProbabilities

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

Specified by:

getProbabilities in interface IDiscreteChoiceModel