| Package | Description |
|---|---|
| dev.nm.stat.regression.linear |
Linear regression problems, fitted coefficients, and diagnostics.
|
| dev.nm.stat.regression.linear.glm | |
| dev.nm.stat.regression.linear.glm.quasi | |
| dev.nm.stat.regression.linear.lasso | |
| dev.nm.stat.regression.linear.logistic | |
| dev.nm.stat.regression.linear.ols | |
| dev.nm.stat.regression.linear.residualanalysis | |
| dev.nm.stat.test.regression.linear.heteroskedasticity |
| Modifier and Type | Method and Description |
|---|---|
LMResiduals |
LinearModel.residuals()
Gets the residual analysis of an OLS regression.
|
| Modifier and Type | Class and Description |
|---|---|
class |
GLMResiduals
Residual analysis of the results of a Generalized Linear Model regression.
|
| Modifier and Type | Class and Description |
|---|---|
class |
QuasiGLMResiduals
Residual analysis of the results of a quasi Generalized Linear Model
regression.
|
| Modifier and Type | Method and Description |
|---|---|
LMResiduals |
ConstrainedLASSObyQP.residuals() |
LMResiduals |
UnconstrainedLASSObyCoordinateDescent.residuals() |
LMResiduals |
ConstrainedLASSObyLARS.residuals() |
LMResiduals |
UnconstrainedLASSObyQP.residuals() |
| Modifier and Type | Class and Description |
|---|---|
class |
LogisticResiduals
Residual analysis of the results of a logistic regression.
|
| Modifier and Type | Class and Description |
|---|---|
class |
OLSResiduals
This is the residual analysis of the results of an ordinary linear regression model.
|
| Constructor and Description |
|---|
LMDiagnostics(LMResiduals residuals)
Constructs an instance of the
Diagnostics from the results of residual analysis. |
LMInformationCriteria(LMResiduals residuals)
Computes the information criteria from residual analysis.
|
| Modifier and Type | Field and Description |
|---|---|
protected LMResiduals |
Heteroskedasticity.residuals |
| Modifier and Type | Method and Description |
|---|---|
protected OLSRegression |
Heteroskedasticity.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals)
Get the auxiliary regression.
|
protected OLSRegression |
White.getAuxiliaryOLSRegression(Vector y,
LMResiduals residuals) |
| Constructor and Description |
|---|
BreuschPagan(LMResiduals residuals,
boolean studentized)
Perform the Breusch-Pagan test to test for heteroskedasticity in a linear regression model.
|
Glejser(LMResiduals residuals)
Perform the Glejser test to test for heteroskedasticity in a linear regression model.
|
HarveyGodfrey(LMResiduals residuals)
Perform the Harvey-Godfrey test to test for heteroskedasticity in a linear regression model.
|
Heteroskedasticity(LMResiduals residuals)
Construct a heteroskedasticity test.
|
White(LMResiduals residuals)
Perform the White test to test for heteroskedasticity in a linear regression model.
|
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