RiskReg Class Reference

Collaboration diagram for RiskReg:

Public Types
using	cx_dbl = target::cx_dbl
using	cx_func = target::cx_func

Public Member Functions
	RiskReg (const arma::vec &y, const arma::vec &a, const arma::mat &x1, const arma::mat &x2, const arma::mat &x3, const arma::vec &weights, std::string model)
void	setData (const arma::vec &y, const arma::vec &a, const arma::mat &x1, const arma::mat &x2, const arma::mat &x3, const arma::vec &weights)
void	weights (const arma::vec &weights)
void	update (arma::vec &par)
double	logl ()
arma::mat	dlogl (bool indiv=false)
arma::mat	pr ()
arma::cx_mat	score (arma::cx_vec theta)
arma::mat	esteq (arma::vec &alpha, arma::vec &pr)
arma::mat	hessian ()
arma::mat	operator() (Data index) const

Protected Attributes
std::unique_ptr< target::TargetBinary< double > >	model
std::unique_ptr< target::TargetBinary< cx_dbl > >	model_c
arma::vec	theta
std::string	type

Detailed Description

Definition at line 22 of file riskreg.hpp.

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

• riskreg.hpp