RWGPValueFunctor Class Reference
[Parameter Calculation]

Calculates the G statistic for a logistic model in comparison to the intercept-only model. More...

#include <rw/analytics/gpvalfun.h>

Inherits RWGStatisticFunctor.

List of all members.

Public Member Functions
	RWGPValueFunctor ()
virtual double	operator() (const RWGenMat< double > &predictorData, const RWMathVec< bool > &obsData, const RWMathVec< double > &calc) const

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Detailed Description

Class RWGPValueFunctor calculates the G statistic for a logistic model in comparison to the intercept only model. This value has approximately a chi-squared distribution with p degrees of freedom, where p is the number of predictor variables. The P-value of the G statistic is returned.

This class may be used as the template parameter for the class RWLogRegModelSelector.

Synopsis

 #include <rw/analytics/gpvalfun.h>
 RWGPValueFunctor GstatPValue;

Examples

 #include <rw/analytics/lgmodsel.h>
 #include <rw/analytics/logregress.h>
 #include <rw/analytics/gpvalfun.h>
 #include <rw/rstream.h>
 
 int main()
 {
   RWGenMat<double> predData = "5x2 [1 234 2 431 3
                                    333 4 654 5 788]";
   RWMathVec<bool> obsData(5, rwUninitialized );
   obsData[0] = obsData[3] = obsData[4] = true;
   obsData[1] = obsData[2] = false;
 
   RWLogisticRegression lr(predData, obsData);
   RWLogRegModelSelector<RWGPValueFunctor> selector( lr,
                                           rwForwardSelection );
 
   cout << "Searching using forward selection---------------" <<
           endl;
   cout << "selected parameter indices: " <<
           selector.selectedParamIndices() << endl;
   cout << "model criterion value: " <<
           selector.evalFunctionForSelected() << endl;
 
   return 0;
 }

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Constructor & Destructor Documentation

RWGPValueFunctor::RWGPValueFunctor

(

)

[inline]

Constructs an evaluation function object.

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Member Function Documentation

virtual double RWGPValueFunctor::operator()	(	const RWGenMat< double > &	predictorData,
		const RWMathVec< bool > &	obsData,
		const RWMathVec< double > &	calc
	)			const [virtual]

Given regression data, computes the G statistic by comparing the p predictor variables in the model with the intercept only model. It returns the P-value of this statistic according to a chi-squared distribution with p degrees of freedom.