yat  0.21pre
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::Matrix & covariance (void)
 Covariance of fit parameters.
 
void fit2 (const utility::MatrixBase &x, const utility::VectorBase &y)
 fit model More...
 
void fit (const utility::Matrix &X, const utility::VectorBase &y)
 
const utility::Vector & fit_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()

void theplu::yat::regression::Poisson::fit ( const utility::Matrix &  X,
const utility::VectorBase &  y 
)
virtual

Just kept for back compatibility with yat 0.19. Exactly the same behaviour as for fit2.

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

◆ fit2()

void theplu::yat::regression::Poisson::fit2 ( const utility::MatrixBase &  x,
const utility::VectorBase &  y 
)
virtual

fit model

Since
New in yat 0.20

Reimplemented from theplu::yat::regression::Multivariate.

◆ 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 Wed Jan 25 2023 03:34:29 for yat by  doxygen 1.8.14