private void buildModel()
{
if (independentVls == null)
{
getMatrix();
}
Accord.Statistics.Links.ILinkFunction lFunc = new Accord.Statistics.Links.IdentityLinkFunction();
switch (Link)
{
case LinkFunction.Absolute:
lFunc = new Accord.Statistics.Links.AbsoluteLinkFunction();
break;
case LinkFunction.Cauchit:
lFunc = new Accord.Statistics.Links.CauchitLinkFunction();
break;
case LinkFunction.Inverse:
lFunc = new Accord.Statistics.Links.InverseLinkFunction();
break;
case LinkFunction.InverseSquared:
lFunc = new Accord.Statistics.Links.InverseSquaredLinkFunction();
break;
case LinkFunction.Logit:
lFunc = new Accord.Statistics.Links.LogitLinkFunction();
break;
case LinkFunction.Log:
lFunc = new Accord.Statistics.Links.LogLinkFunction();
break;
case LinkFunction.LogLog:
lFunc = new Accord.Statistics.Links.LogLogLinkFunction();
break;
case LinkFunction.Probit:
lFunc = new Accord.Statistics.Links.ProbitLinkFunction();
break;
case LinkFunction.Sin:
lFunc = new Accord.Statistics.Links.SinLinkFunction();
break;
case LinkFunction.Threshold:
lFunc = new Accord.Statistics.Links.ThresholdLinkFunction();
break;
default:
break;
}
glm = new Accord.Statistics.Models.Regression.GeneralizedLinearRegression(lFunc, NumberOfVariables);
Accord.Statistics.Models.Regression.Fitting.IterativeReweightedLeastSquares isl = new Accord.Statistics.Models.Regression.Fitting.IterativeReweightedLeastSquares(glm);
delta = 0;
do
{
delta = isl.Run(independentVls, dependentVls);
iterations += 1;
}while (delta > converge && iterations < totiterations);
coefficients = glm.Coefficients;
stdError = glm.StandardErrors;
loglikelihood = glm.GetLogLikelihood(independentVls, dependentVls);
if (Double.IsNaN(loglikelihood))
{
loglikelihood = 0;
}
loglikelihoodratio = glm.GetLogLikelihoodRatio(independentVls, dependentVls, glm);
if (Double.IsNaN(loglikelihoodratio))
{
loglikelihoodratio = 0;
}
deviance = glm.GetDeviance(independentVls, dependentVls);
if (Double.IsNaN(deviance))
{
deviance = 0;
}
Accord.Statistics.Testing.ChiSquareTest chiTest = glm.ChiSquare(independentVls, dependentVls);
pv = chiTest.PValue;
if (Double.IsNaN(pv))
{
pv = 0;
}
chisqr = chiTest.Statistic;
if (double.IsNaN(chisqr))
{
chisqr = 0;
}
waldTestValues = new double[IndependentFieldNames.Length];
waldTestPValues = new double[waldTestValues.Length];
for (int i = 0; i < waldTestValues.Length; i++)
{
Accord.Statistics.Testing.WaldTest wTest = glm.GetWaldTest(i);
double wS = wTest.Statistic;
double wP = wTest.PValue;
//if (Double.IsNaN(wS)) wS = 0;
//if (Double.IsNaN(wP)) wP = 0;
waldTestValues[i] = wS;
waldTestPValues[i] = wP;
}
//if (stdError.Length != coefficients.Length) stdError = new double[coefficients.Length];
//for (int i = 0; i < stdError.Length; i++)
//{
// double vl = stdError[i];
// if (Double.IsNaN(vl)) stdError[i] = 0;
//}
}
private void buildModel()
{
if (independentVls == null) getMatrix();
Accord.Statistics.Links.ILinkFunction lFunc = new Accord.Statistics.Links.IdentityLinkFunction();
switch (Link)
{
case LinkFunction.Absolute:
lFunc = new Accord.Statistics.Links.AbsoluteLinkFunction();
break;
case LinkFunction.Cauchit:
lFunc = new Accord.Statistics.Links.CauchitLinkFunction();
break;
case LinkFunction.Inverse:
lFunc = new Accord.Statistics.Links.InverseLinkFunction();
break;
case LinkFunction.InverseSquared:
lFunc = new Accord.Statistics.Links.InverseSquaredLinkFunction();
break;
case LinkFunction.Logit:
lFunc = new Accord.Statistics.Links.LogitLinkFunction();
break;
case LinkFunction.Log:
lFunc = new Accord.Statistics.Links.LogLinkFunction();
break;
case LinkFunction.LogLog:
lFunc = new Accord.Statistics.Links.LogLogLinkFunction();
break;
case LinkFunction.Probit:
lFunc = new Accord.Statistics.Links.ProbitLinkFunction();
break;
case LinkFunction.Sin:
lFunc = new Accord.Statistics.Links.SinLinkFunction();
break;
case LinkFunction.Threshold:
lFunc = new Accord.Statistics.Links.ThresholdLinkFunction();
break;
default:
break;
}
glm = new Accord.Statistics.Models.Regression.GeneralizedLinearRegression(lFunc,NumberOfVariables);
Accord.Statistics.Models.Regression.Fitting.IterativeReweightedLeastSquares isl = new Accord.Statistics.Models.Regression.Fitting.IterativeReweightedLeastSquares(glm);
delta = 0;
do
{
delta = isl.Run(independentVls,dependentVls);
iterations += 1;
}while (delta>converge&&iterations<totiterations);
coefficients = glm.Coefficients;
stdError = glm.StandardErrors;
loglikelihood = glm.GetLogLikelihood(independentVls,dependentVls);
if (Double.IsNaN(loglikelihood)) loglikelihood = 0;
loglikelihoodratio = glm.GetLogLikelihoodRatio(independentVls, dependentVls, glm);
if (Double.IsNaN(loglikelihoodratio)) loglikelihoodratio = 0;
deviance = glm.GetDeviance(independentVls,dependentVls);
if (Double.IsNaN(deviance)) deviance = 0;
Accord.Statistics.Testing.ChiSquareTest chiTest = glm.ChiSquare(independentVls, dependentVls);
pv = chiTest.PValue;
if (Double.IsNaN(pv)) pv = 0;
chisqr = chiTest.Statistic;
if (double.IsNaN(chisqr)) chisqr = 0;
waldTestValues = new double[IndependentFieldNames.Length];
waldTestPValues = new double[waldTestValues.Length];
for (int i = 0; i < waldTestValues.Length; i++)
{
Accord.Statistics.Testing.WaldTest wTest = glm.GetWaldTest(i);
double wS = wTest.Statistic;
double wP = wTest.PValue;
//if (Double.IsNaN(wS)) wS = 0;
//if (Double.IsNaN(wP)) wP = 0;
waldTestValues[i] = wS;
waldTestPValues[i] = wP;
}
//if (stdError.Length != coefficients.Length) stdError = new double[coefficients.Length];
//for (int i = 0; i < stdError.Length; i++)
//{
// double vl = stdError[i];
// if (Double.IsNaN(vl)) stdError[i] = 0;
//}
}
