Constructs a new CategoricalGenLinModel
.
double
input matrix containing the data where the number of rows in the matrix is equal to the number of observations. int
scalar which specifies the distribution of the response variable and the function used to model the distribution parameter. Use one of the class members from the following table. The lower bound given in the table is the minimum possible value of the response variable:
Model | Distribution | Function | Lower-bound |
---|---|---|---|
0 | Poisson | Exponential | 0 |
1 | Negative Binomial | Logistic | 0 |
2 | Logarithmic | Logistic | 1 |
3 | Binomial | Logistic | 0 |
4 | Binomial | Probit | 0 |
5 | Binomial | Log-log | 0 |
Let be the dot product of a row in the design matrix with the parameters (plus the fixed parameter, if used). Then, the functions used to model the distribution parameter are given by:
Name | Function |
---|---|
Exponential | |
Logistic | |
Probit | (where is the normal cdf) |
Log-log |
CategoricalGenLinModel Class | Imsl.Stat Namespace