Class/Object

scalaglm

Lm

Related Docs: object Lm | package scalaglm

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case class Lm(y: DenseVector[Double], Xmat: DenseMatrix[Double], colNames: Seq[String], addIntercept: Boolean = true) extends Model with Product with Serializable

Linear regression modelling

y

Vector of responses

Xmat

Covariate matrix

colNames

List of covariate names

addIntercept

Add an intercept term to the covariate matrix?

returns

An object of type Lm with many useful attributes providing information about the regression fit

Linear Supertypes
Serializable, Serializable, Product, Equals, Model, AnyRef, Any
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  1. Lm
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Instance Constructors

  1. new Lm(y: DenseVector[Double], Xmat: DenseMatrix[Double], colNames: Seq[String], addIntercept: Boolean = true)

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    y

    Vector of responses

    Xmat

    Covariate matrix

    colNames

    List of covariate names

    addIntercept

    Add an intercept term to the covariate matrix?

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  4. val QR: DenseQR

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    Breeze QR object for the design matrix

  5. val X: DenseMatrix[Double]

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    Design matrix (including intercept, if required)

    Design matrix (including intercept, if required)

    Definition Classes
    LmModel
  6. val Xmat: DenseMatrix[Double]

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    Covariate matrix

  7. val addIntercept: Boolean

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    Add an intercept term to the covariate matrix?

  8. lazy val adjRs: Double

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    The adjusted R^2 value for the regression

  9. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  10. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. val coefficients: DenseVector[Double]

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    Fitted regression coefficients

    Fitted regression coefficients

    Definition Classes
    LmModel
  12. val colNames: Seq[String]

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    List of covariate names

  13. lazy val df: Int

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    Degrees of freedom

  14. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  15. lazy val f: Double

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    The f-statistic for the regression analysis

  16. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  17. lazy val fitted: DenseVector[Double]

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    Fitted values

  18. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  19. lazy val h: DenseVector[Double]

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    Vector containing the leverages (diagonal of the hat matrix)

  20. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  21. lazy val k: Int

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    Degrees of freedom for the F-statistic

  22. lazy val n: Int

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    Number of observations

  23. val names: List[String]

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    Column names (including intercept)

    Column names (including intercept)

    Definition Classes
    LmModel
  24. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  25. final def notify(): Unit

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    Definition Classes
    AnyRef
  26. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  27. lazy val p: DenseVector[Double]

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    p-values for the regression coefficients

  28. lazy val pf: Double

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    The p-value associated with the f-statistic

  29. def plots: Figure

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  30. lazy val pp: Int

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    Number of variables (including any intercept)

  31. def predict(newX: DenseMatrix[Double] = Xmat): PredictLm

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    Predictions for a new matrix of covariates

    Predictions for a new matrix of covariates

    newX

    New matrix of covariates

    returns

    Prediction object

  32. val q: DenseMatrix[Double]

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    n x p Q-matrix

  33. val qty: DenseVector[Double]

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    Q'y

  34. val r: DenseMatrix[Double]

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    p x p upper-triangular R-matrix

  35. lazy val rSquared: Double

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    The R^2 value for the regression analysis

  36. lazy val residuals: DenseVector[Double]

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    Residuals

  37. lazy val ri: DenseMatrix[Double]

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    The inverse of the R-matrix

  38. lazy val rse: Double

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    Residual squared error

  39. lazy val rss: Double

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    Residual sum of squares

  40. lazy val se: DenseVector[Double]

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    Standard errors for the regression coefficients

  41. lazy val sh: DenseVector[Double]

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    Square root of the leverage vector

  42. lazy val ssy: Double

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    The sum-of-squares of the centred observations

  43. lazy val studentised: DenseVector[Double]

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  44. def summary: Unit

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    Prints a human-readable regression summary to the console

  45. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  46. lazy val t: DenseVector[Double]

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    t-statistics for the regression coefficients

  47. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  48. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  49. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  50. val y: DenseVector[Double]

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    Vector of responses

  51. lazy val ybar: Double

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    The mean of the observations

  52. lazy val ymyb: DenseVector[Double]

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    The centred observations

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from Model

Inherited from AnyRef

Inherited from Any

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