hex.hglm

Class MetricBuilderHGLM

java.lang.Object

water.Iced<T>

hex.ModelMetrics.MetricBuilder<T>

hex.ModelMetricsSupervised.MetricBuilderSupervised<MetricBuilderHGLM>

hex.hglm.MetricBuilderHGLM

All Implemented Interfaces:

java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, water.Freezable<MetricBuilderHGLM>

public class MetricBuilderHGLM
extends hex.ModelMetricsSupervised.MetricBuilderSupervised<MetricBuilderHGLM>

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
double[]	_beta
int	_nobs
double	_sse
double[][]	_tmat
double[][]	_ubeta
double	_yMinusFixPredSquare
static double	LOG_2PI

Fields inherited from class hex.ModelMetricsSupervised.MetricBuilderSupervised

_domain, _nclasses

Fields inherited from class hex.ModelMetrics.MetricBuilder

_CMetricScoringTask, _count, _customMetric, _sumsqe, _wcount, _work, _wY, _wYY

Constructor Summary

Constructors

Constructor and Description
MetricBuilderHGLM(java.lang.String[] domain, boolean computeMetrics, boolean intercept, boolean random_intercept, HGLMModel.HGLMModelOutput output)

Method Summary

Modifier and Type	Method and Description
static double	calHGLMLlg(long nobs, double[][] tmat, double varResidual, double[][][] zjTTimesZj, double yMinsXFixSquared, double[][] yMinusXFixTimesZ) This method calculates the log-likelihood as described in section II.V of the doc.
static double[][]	calInvTPZjTZ(double[][] tmatInv, double[][] zjTTimesZj, double oneOVar)
hex.ModelMetrics	makeModelMetrics(hex.Model m, water.fvec.Frame f, water.fvec.Frame adaptedFrame, water.fvec.Frame preds)
double[]	perRow(double[] ds, float[] yact, double weight, double offset, double[] xji, double[] zji, double[][] yMinusXTimesZ, int level2Index, hex.Model m)
double[]	perRow(double[] ds, float[] yact, hex.Model m)
void	reduce(MetricBuilderHGLM other)

Methods inherited from class hex.ModelMetrics.MetricBuilder

cachePrediction, makePredictionCache, perRow, postGlobal, postGlobal, reduce, reduceForCV, setCustomMetric, weightedSigma

Methods inherited from class water.Iced

asBytes, clone, copyOver, frozenType, read, readExternal, readJSON, reloadFromBytes, toJsonBytes, toJsonString, write, writeExternal, writeJSON

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

LOG_2PI

public static final double LOG_2PI

_beta

public double[] _beta

_ubeta

public double[][] _ubeta

_tmat

public double[][] _tmat

_yMinusFixPredSquare

public double _yMinusFixPredSquare

_sse

public double _sse

_nobs

public int _nobs

Constructor Detail

MetricBuilderHGLM

public MetricBuilderHGLM(java.lang.String[] domain,
                         boolean computeMetrics,
                         boolean intercept,
                         boolean random_intercept,
                         HGLMModel.HGLMModelOutput output)

Method Detail

perRow

public double[] perRow(double[] ds,
                       float[] yact,
                       double weight,
                       double offset,
                       double[] xji,
                       double[] zji,
                       double[][] yMinusXTimesZ,
                       int level2Index,
                       hex.Model m)

reduce

public void reduce(MetricBuilderHGLM other)

Overrides:

reduce in class hex.ModelMetrics.MetricBuilder<MetricBuilderHGLM>

perRow

public double[] perRow(double[] ds,
                       float[] yact,
                       hex.Model m)

Specified by:

perRow in class hex.ModelMetrics.MetricBuilder<MetricBuilderHGLM>

makeModelMetrics

public hex.ModelMetrics makeModelMetrics(hex.Model m,
                                         water.fvec.Frame f,
                                         water.fvec.Frame adaptedFrame,
                                         water.fvec.Frame preds)

Specified by:

makeModelMetrics in class hex.ModelMetrics.MetricBuilder<MetricBuilderHGLM>

calHGLMLlg

public static double calHGLMLlg(long nobs,
                                double[][] tmat,
                                double varResidual,
                                double[][][] zjTTimesZj,
                                double yMinsXFixSquared,
                                double[][] yMinusXFixTimesZ)

This method calculates the log-likelihood as described in section II.V of the doc.

calInvTPZjTZ

public static double[][] calInvTPZjTZ(double[][] tmatInv,
                                      double[][] zjTTimesZj,
                                      double oneOVar)