Package microsim.statistics.regression

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

java.lang.Object

microsim.statistics.regression.OrderedRegression<E1>

Type Parameters:

E1 - event type.

All Implemented Interfaces:

IDiscreteChoiceModel

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

Ordered Discrete Variable Models.

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.

ystar = Xb + e

y_j = 1 if cut_j-1 < ystar <= cut_j and 0 otherwise.

P(y_j=1|X) = P(cut_j-1<ystar).P(ystar<=cut_j) = (1 - P(ystar<=cut_j-1)).P(ystar<=cut_j)

= P(ystar<=cut_j) - P(ystar<=cut_j).P(ystar<=cut_j-1) = P(ystar<=cut_j) - P(ystar<=cut_j-1) = F(cut_j-Xb) - F(cut_j-1-Xb)

NB: P(ystar<=cut_j).P(ystar<=cut_j-1) = P(ystar<=cut_j-1) because cut_j-1 <= cut_j

Author:

Justin van de Ven

Constructor Summary

Constructors

Constructor	Description
OrderedRegression(RegressionType type, Class<E1> enumType, MultiKeyCoefficientMap map)

Method Summary

Modifier and Type	Method	Description
double	getCoefficient(String regressor)
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

OrderedRegression

public OrderedRegression(RegressionType type,
 Class<E1> enumType,
 MultiKeyCoefficientMap map)

Method Details

getCoefficient

public double getCoefficient(String regressor)

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