yat  0.18.2pre
Public Member Functions | List of all members
theplu::yat::regression::Poisson Class Reference

#include <yat/regression/Poisson.h>

Inheritance diagram for theplu::yat::regression::Poisson:
theplu::yat::regression::Multivariate

Public Member Functions

const utility::Matrixcovariance (void)
 Covariance of fit parameters.
 
void fit (const utility::Matrix &x, const utility::VectorBase &y)
 fit model
 
const utility::Vectorfit_parameters (void) const
 
double predict (const utility::VectorBase &x) const
 

Detailed Description

Poisson regression models count data from a poisson distribution $ y \in Po(m(x)) $ in which the the expectation value, $ m $ is modeled as $ log(m) = \beta_0 + \beta_1 x_1 + ... + \beta_p x_p $, or for a given model, $ \beta $, and input vector $ x $, the expectation value $ E(Y | x, \beta) = \exp(\beta'x) $

Since
new in yat 0.15

Member Function Documentation

◆ fit_parameters()

const utility::Vector& theplu::yat::regression::Poisson::fit_parameters ( void  ) const
virtual

Number of parameters equals 1 + number of columns in A.

Returns
parameters $ \beta $

Implements theplu::yat::regression::Multivariate.

◆ predict()

double theplu::yat::regression::Poisson::predict ( const utility::VectorBase x) const
virtual

Predicted value given x. The prediction is calculated as $ \exp{\beta_0 + \beta_1 x_1 +...+\beta_p x_p} $

Implements theplu::yat::regression::Multivariate.


The documentation for this class was generated from the following file:

Generated on Tue Sep 7 2021 17:32:34 for yat by  doxygen 1.8.14