General Linear Model.
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template<class T , size_t rows, size_t columns> |
| | glm (const T(&design)[rows][columns]) |
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| glm (const std::vector< std::vector< double > > &design) |
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size_t | get_design_rank () const |
| | Get the rank of the design matrix.
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size_t | get_residual_df () const |
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size_t | nrows () const |
| | Get the number of rows of the design matrix.
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size_t | ncols () const |
| | Get the number of columns of the design matrix.
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| template<class Iter > |
| void | fit (Iter obs) |
| | Fit the model to the observations at the given input iterator. More...
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template<class Iter > |
| void | get_coefficients (Iter dest) const |
| | Copies the coefficient vector of size ncols() to dest.
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template<class Iter > |
| void | get_residuals (Iter dest) |
| | Compute the vector of residuals of size nrows() [r = y - X c].
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| template<class Twodim > |
| void | get_vcov (Twodim &res) const |
| | Get the variance-covariance matrix of size ncols() x ncols(). More...
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template<class Iter >
| void shore::glm::fit |
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Iter |
obs) | |
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Fit the model to the observations at the given input iterator.
Input: vector of size nrows().
template<class Twodim >
| void shore::glm::get_vcov |
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Twodim & |
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Get the variance-covariance matrix of size ncols() x ncols().
(res must provide a [][] operator)
The documentation for this class was generated from the following file:
1.8.4 
