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JMSLTM Numerical Library 4.0 | ||||||||
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java.lang.Object com.imsl.stat.LinearRegression.CaseStatistics
Inner Class CaseStatistics
allows for the computation of
predicted values, confidence intervals, and diagnostics for detecting
outliers and cases that greatly influence the fitted regression.
Method Summary | |
double[] |
getConfidenceInterval()
Returns the Confidence Interval on the mean for an observation. |
double |
getCooksDistance()
Returns Cook's Distance for an observation. |
double |
getDFFITS()
Returns DFFITS for an observation. |
double |
getJackknifeResidual()
Returns the Jackknife Residual for an observation. |
double |
getLeverage()
Returns the Leverage for an observation. |
double |
getObservedResponse()
Returns the observed response for an observation. |
double |
getPredictedResponse()
Returns the predicted response for an observation. |
double[] |
getPredictionInterval()
Returns the Prediction Interval for an observation. |
double |
getResidual()
Returns the Residual for an observation. |
double |
getStandardizedResidual()
Returns the Standardized Residual for an observation. |
void |
setConLevelMean(double conpcm)
Sets the confidence level for two-sided interval estimates on the mean, in percent. |
void |
setConLevelPred(double conpcp)
Sets the confidence level for two-sided prediction intervals, in percent. |
void |
setEffects(int effects)
Sets the effect option. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Method Detail |
public double[] getConfidenceInterval()
double
[2] array containing the Confidence
Interval for the observationpublic double getCooksDistance()
double
containing Cook's Distance for an
observationpublic double getDFFITS()
double
containing the DFFITS value for an
observationpublic double getJackknifeResidual()
double
containing the Jackknife Residual for an
observationpublic double getLeverage()
double
containing the Leverage for an observationpublic double getObservedResponse()
double
containing the observed response for an
observationpublic double getPredictedResponse()
double
containing the predicted response for an
observationpublic double[] getPredictionInterval()
double
[2] array containing the Prediction
Interval for the observationpublic double getResidual()
double
containing the residual for an observationpublic double getStandardizedResidual()
double
containing the Standardized Residual for
an observationpublic void setConLevelMean(double conpcm)
conpcm
- a double
used as the confidence level for
two-sided interval estimates on the mean, in percent.
If this member function is not called, conpcm
is set to .95.public void setConLevelPred(double conpcp)
conpcp
- a double
used as the confidence level for
two-sided prediction intervals, in percent. If this
member function is not called, conpcp
is
set to .95.public void setEffects(int effects)
effects
- an int
, the absolute value of which is
used to specify the number of effects (sources of
variation) due to the model. The sign of effect
specifies the following:
effects | Meaning |
---|---|
Each effect corresponds to a single regressor (coefficient) in the model. | |
Currently not used. This will result in an IllegalArgumentException being thrown. | |
0 | There are no effects in the model.
hasIntercept must be set to true . |
effects
is set to
-1.
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JMSLTM Numerical Library 4.0 | ||||||||
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