SourcePro C++ 13.0 |
SourcePro® C++ API Reference Guide |
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For a logistic regression model, selects a subset of predictor variables that accounts for the variation in the regression model's observation variable. More...
#include <rw/analytics/lgmodsel.h>
RWLogRegModelSelector<F> is the class for logistic regression model selection. Provided with a logistic regression model containing a set of candidate predictor variables, the RWLogRegModelSelector class selects a subset of predictor variables that still accounts well for the variation in the regression model's observation variable. The criteria for selecting one predictor subset over another are determined by the template parameter F
. Class F
is a function object that returns a numerical value whenever it is given a regression matrix, an observation vector, and parameter estimates.
To be used as a template parameter for RWLogRegModelSelector, a class F
must implement the following interface:
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Default constructor. Behavior undefined.
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Copy constructor.
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Constructs a model selector using the search method s.
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Assignment operator.
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