SecreC 2 language  2.8.0 (2023.09)
Language and standard library reference
Functions
generalizedLinearModel(with method parameter)

Functions

template<domain D :shared3p >
GLMResult< D, float32 > generalizedLinearModel (D int32[[1]] dependent, D int32[[2]] variables, int64 family, uint iterations, int64 SOLEmethod, uint SOLEiterations)
 
template<domain D :shared3p >
GLMResult< D, float64 > generalizedLinearModel (D int64[[1]] dependent, D int64[[2]] variables, int64 family, uint iterations, int64 SOLEmethod, uint SOLEiterations)
 
template<domain D :shared3p >
GLMResult< D, float32 > generalizedLinearModel (D float32[[1]] dependent, D float32[[2]] variables, int64 family, uint iterations, int64 SOLEmethod, uint SOLEiterations)
 
template<domain D :shared3p >
GLMResult< D, float64 > generalizedLinearModel (D float64[[1]] dependent, D float64[[2]] variables, int64 family, uint iterations, int64 SOLEmethod, uint SOLEiterations)
 

Detailed Description

Fitting of generalized linear models.

Note
D - shared3p protection domain
Supported types - int32 / int64 / float32 / float64
You can pass an empty matrix as the variables argument to specify a null model with just intercept.
Parameters
dependent- sample vector of the dependent variable
variables- a matrix where each column is a sample of an explanatory variable
family- indicates the distribution of the dependent variable
iterations- number of iterations of the GLM algorithm
SOLEmethod- method to use for solving systems of linear equations
SOLEiterations- if the conjugate gradient method is used for solving systems of linear equations, this parameter is the number of iterations to use
Returns
returns GLMResult structure
Leakage
None

Function Documentation

◆ generalizedLinearModel() [1/4]

GLMResult<D, float32> generalizedLinearModel ( D float32[[1]]  dependent,
D float32[[2]]  variables,
int64  family,
uint  iterations,
int64  SOLEmethod,
uint  SOLEiterations 
)

◆ generalizedLinearModel() [2/4]

GLMResult<D, float64> generalizedLinearModel ( D float64[[1]]  dependent,
D float64[[2]]  variables,
int64  family,
uint  iterations,
int64  SOLEmethod,
uint  SOLEiterations 
)

◆ generalizedLinearModel() [3/4]

GLMResult<D, float32> generalizedLinearModel ( D int32[[1]]  dependent,
D int32[[2]]  variables,
int64  family,
uint  iterations,
int64  SOLEmethod,
uint  SOLEiterations 
)

◆ generalizedLinearModel() [4/4]

GLMResult<D, float64> generalizedLinearModel ( D int64[[1]]  dependent,
D int64[[2]]  variables,
int64  family,
uint  iterations,
int64  SOLEmethod,
uint  SOLEiterations 
)