GlmControl Struct Reference

#include <genesis/utils/math/regression/glm.hpp>

Detailed Description

Definition at line 79 of file glm.hpp.

Public Attributes
double	epsilon = 1.e-5
	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...

Member Data Documentation

epsilon

double epsilon = 1.e-5

Proportional change in weighted sum of squares residuals to declare convergence between two iterations of the IRLS algorithm.

Definition at line 90 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 84 of file glm.hpp.

max_r2

double max_r2 = 0.99

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 97 of file glm.hpp.

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The documentation for this struct was generated from the following file:

• glm.hpp