IMSL C# Numerical Library

CategoricalGenLinModel Members

CategoricalGenLinModel overview

Public Instance Constructors

CategoricalGenLinModel Constructor Constructs a new CategoricalGenLinModel.

Public Instance Properties

CaseAnalysis The case analysis.
CensorColumn The column number in x which contains the interval type for each observation.
ClassificationVariableColumn An index vector to contain the column numbers in x that are classification variables.
ClassificationVariableCounts The number of values taken by each classification variable.
ClassificationVariableValues The distinct values of the classification variables in ascending order.
ConvergenceTolerance The convergence criterion.
CovarianceMatrix The estimated asymptotic covariance matrix of the coefficients.
DesignVariableMeans The means of the design variables.
ExtendedLikelihoodObservations A vector indicating which observations are included in the extended likelihood.
FixedParameterColumn The column number in x that contains a fixed parameter for each observation that is added to the linear response prior to computing the model parameter.
FrequencyColumn The column number in x that contains the frequency of response for each observation.
Hessian The Hessian computed at the initial parameter estimates.
InfiniteEstimateMethod Specifies the method used for handling infinite estimates.
LastParameterUpdates The last parameter updates (excluding step halvings).
LowerEndpointColumn The column number in x that contains the lower endpoint of the observation interval for full interval and right interval observations.
MaxIterations The maximum number of iterations allowed.
ModelIntercept The intercept option.
NRowsMissing The number of rows of data in x that contain missing values in one or more specific columns of x.
ObservationMax The maximum number of observations that can be handled in the linear programming.
OptimizedCriterion The optimized criterion.
OptionalDistributionParameterColumn The column number in x that contains an optional distribution parameter for each observation.
Parameters Parameter estimates and associated statistics.
Product The inverse of the Hessian times the gradient vector computed at the input parameter estimates.
UpperBound Defines the upper bound on the sum of the number of distinct values taken on by each classification variable.
UpperEndpointColumn The column number in x that contains the upper endpoint of the observation interval for full interval and left interval observations.

Public Instance Methods

Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object) Gets the Type of the current instance.
SetEffects Initializes an index vector to contain the column numbers in x associated with each effect.
SetInitialEstimates Sets the initial parameter estimates option.
Solve Returns the parameter estimates and associated statistics for a CategoricalGenLinModel object.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace | Example 1 | Example 2