glm.hpp File Reference

Utility functions for Generalized Linear Models. More...

#include <armadillo>
#include <cmath>
#include <complex>
#include <cfloat>
#include <functional>
#include <vector>

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Classes
class	target::IID

Typedefs
using	cx_dbl = std::complex< double >
using	cx_func = std::function< arma::cx_mat(arma::cx_vec theta)>
using	matlist = std::vector< arma::mat >

Functions
arma::mat	target::expit (arma::mat x)
arma::cx_mat	target::expit (arma::cx_mat x)
arma::vec	target::softmax (arma::vec u)
arma::mat	target::softmax (arma::mat lp, bool ref, bool log)
IID	target::logistic_iid (const arma::vec &y, const arma::vec &p, const arma::mat &x, const arma::vec &w)
IID	target::linear_iid (const arma::vec &y, const arma::vec &p, const arma::mat &x, const arma::vec &w)

Detailed Description

Utility functions for Generalized Linear Models.

Author

Klaus K. Holst

Copyright

2018-2020, Klaus Kähler Holst

Definition in file glm.hpp.