Example #1
0
        private void computeInformation()
        {
            // Store model information
            this.results = regression.Compute(inputData);

            this.deviance      = regression.GetDeviance(inputData, outputData);
            this.logLikelihood = regression.GetLogLikelihood(inputData, outputData);
            this.chiSquare     = regression.ChiSquare(inputData, outputData);

            this.coefficients   = regression.Coefficients;
            this.standardErrors = regression.StandardErrors;

            // Store coefficient information
            for (int i = 0; i < waldTests.Length; i++)
            {
                this.waldTests[i]   = regression.GetWaldTest(i);
                this.confidences[i] = regression.GetConfidenceInterval(i);
                this.oddsRatios[i]  = regression.GetOddsRatio(i);
            }
        }
Example #2
0
        private MultinomialLogisticRegression buildModel()
        {
            if (independent == null)
            {
                formatData();
            }
            mlr = new MultinomialLogisticRegression(nvars, ncat);
            LowerBoundNewtonRaphson lbn = new LowerBoundNewtonRaphson(mlr);

            do
            {
                delta = lbn.Run(independent, dependent);
                iteration++;
            } while (iteration < totit && delta > converg);
            coefficients  = mlr.Coefficients;
            standarderror = new double[ncat - 1][];
            waldstat      = new double[ncat - 1][];
            waldpvalue    = new double[ncat - 1][];
            for (int i = 0; i < coefficients.Length; i++)
            {
                double[] steArr        = new double[nvars + 1];
                double[] waldStatArr   = new double[nvars + 1];
                double[] waldPvalueArr = new double[nvars + 1];
                for (int j = 0; j < nvars + 1; j++)
                {
                    Accord.Statistics.Testing.WaldTest wt = mlr.GetWaldTest(i, j);
                    steArr[j]        = wt.StandardError;
                    waldStatArr[j]   = wt.Statistic;
                    waldPvalueArr[j] = wt.PValue;
                }
                waldstat[i]      = waldStatArr;
                waldpvalue[i]    = waldPvalueArr;
                standarderror[i] = steArr;
            }
            loglikelihood = mlr.GetLogLikelihood(independent, dependent);
            deviance      = mlr.GetDeviance(independent, dependent);
            x2            = mlr.ChiSquare(independent, dependent).Statistic;
            pv            = mlr.ChiSquare(independent, dependent).PValue;
            return(mlr);
        }