KrisLibrary  1.0.0
Public Member Functions | Public Attributes | List of all members
Statistics::LogisticModel Class Reference

Models the probability of a boolean outcome using a logit. More...

#include <LogisticModel.h>

Public Member Functions

Real Evaluate (const Vector &x) const
 
Real EvaluateExpectation (const Vector &x, int numSamples=20) const
 
Real EvaluateVariance (const Vector &x, int numSamples=20) const
 
void MaximumLikelihood (const std::vector< Vector > &x, const std::vector< bool > &v, int numIters, Real tol)
 

Public Attributes

Vector coeffs
 
Matrix covariance
 

Detailed Description

Models the probability of a boolean outcome using a logit.

The function gives p(x)=e^v/(1+e^v), where v = coeffs^t*x The data must contain a constant term in position n. This requirement may be relaxed in future versions


The documentation for this class was generated from the following files: