#include <genesis/utils/math/regression/glm.hpp>
Definition at line 78 of file glm.hpp.

double  epsilon = 1.e5 
 Proportional change in weighted sum of squares residuals to declare convergence between two iterations of the IRLS algorithm. More...


size_t  max_iterations = 25 
 Maximum number of iterations to run the IRLS algorithm for (if needed). More...


double  max_r2 = 0.99 
 Threshold for singluarities. Internally used as eta = 1.0  max_r2 . More...


◆ epsilon
Proportional change in weighted sum of squares residuals to declare convergence between two iterations of the IRLS algorithm.
Definition at line 89 of file glm.hpp.
◆ max_iterations
size_t max_iterations = 25 
Maximum number of iterations to run the IRLS algorithm for (if needed).
Definition at line 83 of file glm.hpp.
◆ max_r2
Threshold for singluarities. Internally used as eta = 1.0  max_r2
.
Maximum value of R^2
between an X variable and previous variables it is dropped as aliased.
Definition at line 96 of file glm.hpp.
The documentation for this struct was generated from the following file: