Parameter Calculation Classes
The parameter calculation method used for models is determined by classes that derive from the abstract base class
RWRegressionCalc. The parameter calculation method used by a particular regression object may be specified by providing an instance of a class derived from
RWRegressionCalc to the regression object at construction time, or through the regression class member function
setCalcMethod(). If you do not specify a calculation method at construction time, a default method is provided.
Encapsulating parameter calculations in a class yields two benefits:
• Calculation methods can be changed at runtime. For example, if you choose a calculation method that is fast but fails on a particular set of data, you can switch to a slower, more robust method.
• You can use your own calculation method by deriving a class from
RWRegressionCalc and providing the calculation method.
Here is an example of how to switch calculation methods at runtime:
RWMathVec<double> observations;
RWGenMat<double> predictorMatrix;
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// Construct a linear regression object using the default
// calculation method class RWLeastSqQRCalc. This
// method is fast, but will fail if the regression matrix does
// not have full rank.
RWLinearRegression lr( predictorMatrix, observations);
if ( lr.fail() )
{
// Try the more robust, but slower QR with pivoting method:
lr.setCalcMethod(RWLeastSqQRPvtCalc());
if ( lr.fail() )
{
// Matrix must have a column of 0s or something.
// Deal with the error.
cerr << “Parameter calculation failed for input data.” << endl;
}
else
{
cout << “Parameters calculated using the QR with pivoting
method: “ << lr.parameters() << endl;
}
}
else
{
cout << “Parameters calculated using the QR method: “ << lr.parameters() << endl;
}
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All parameter calculation classes have a member function, called name(), which returns a string identifying the calculation method. In the convention used by the Business Analysis Module, name() returns the class static variable methodName. For example, if you want to know whether a particular logistic regression object uses the Levenberg-Marquardt calculation method, you would proceed as follows:
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RWMathVec<double> observations;
RWGenMat<double> predictorMatrix;
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RWLogisticRegression lr(predictorMatrix, observations);
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// Check which calculation method is being used by the regression.
if ( lr.calcMethod().name() == RWLogisticLevenbergMarquardt::methodName )
{
cout << “using Levenberg-Marquardt calculation method” << endl;
}
else
{
cout << “using something else” << endl;
}
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