1 #ifndef GENESIS_UTILS_MATH_REGRESSION_HELPER_H_ 2 #define GENESIS_UTILS_MATH_REGRESSION_HELPER_H_ 72 auto const ri =
static_cast<long>( rank );
74 return vi - mi + ei - ri;
89 std::vector<double>
const& y_input,
90 std::vector<double>
const& weights,
91 std::vector<size_t>
const& strata,
94 std::vector<double>& y_output
106 std::vector<double>
const& x_input,
107 std::vector<double>
const& y_input,
108 std::vector<double>
const& weights,
109 std::vector<double>& y_output
118 std::vector<double>
const& x_input,
119 std::vector<double>
const& weights = std::vector<double>{}
129 std::vector<double>
const& x_input,
130 std::vector<double>
const& y_input,
131 std::vector<double>
const& weights = std::vector<double>{}
140 std::vector<double>
const& x_input,
141 std::vector<double>
const& weights = std::vector<double>{}
147 #endif // include guard double weighted_sum_of_squares(std::vector< double > const &x_input, std::vector< double > const &weights)
(Weighted) sum of squares.
size_t max_stratum
Maximum stratum found (S).
double weighted_residuals(std::vector< double > const &x_input, std::vector< double > const &y_input, std::vector< double > const &weights, std::vector< double > &y_output)
Calculate the residuals from (weighted) regression through the origin.
Internal helper structure for GLMs to calcualte the residual degrees of freedom.
size_t valid_entries
Number of valid priors (Nu).
Container namespace for all symbols of genesis in order to keep them separate when used as a library...
size_t empty_strata
Number of empty strata.
GlmFreedom weighted_mean_centering(std::vector< double > const &y_input, std::vector< double > const &weights, std::vector< size_t > const &strata, bool with_intercept, bool centering, std::vector< double > &y_output)
(Weighted) mean and centering.
double weighted_sum(std::vector< double > const &x_input, std::vector< double > const &weights)
(Weighted) sum of a vector of values.
double weighted_inner_product(std::vector< double > const &x_input, std::vector< double > const &y_input, std::vector< double > const &weights)
(Weighted) inner product of two vectors.
long degrees_of_freedom(size_t rank) const
Calculate the degrees of freedom (dfr).