hex

Class ModelMetricsRegressionHGLM

java.lang.Object

water.Iced<T>

water.Keyed<ModelMetrics>

hex.ModelMetrics

hex.ModelMetricsSupervised

hex.ModelMetricsRegression

hex.ModelMetricsRegressionHGLM

All Implemented Interfaces:

java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, Freezable<ModelMetrics>

Direct Known Subclasses:

ModelMetricsRegressionHGLMGeneric

public class ModelMetricsRegressionHGLM
extends ModelMetricsRegression

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class hex.ModelMetricsRegression

ModelMetricsRegression.MetricBuilderRegression<T extends ModelMetricsRegression.MetricBuilderRegression<T>>

Nested classes/interfaces inherited from class hex.ModelMetricsSupervised

ModelMetricsSupervised.MetricBuilderSupervised<T extends ModelMetricsSupervised.MetricBuilderSupervised<T>>

Nested classes/interfaces inherited from class hex.ModelMetrics

ModelMetrics.MetricBuilder<T extends ModelMetrics.MetricBuilder<T>>

Field Summary

Fields

Modifier and Type	Field and Description
double[]	_beta
double[]	_icc
int	_iterations
double	_log_likelihood
double	_mse_fixed
double[][]	_tmat
double[][]	_ubeta
double	_var_residual
static double	LOG_2PI

Fields inherited from class hex.ModelMetricsRegression

_AIC, _loglikelihood, _mean_absolute_error, _mean_residual_deviance, _root_mean_squared_log_error

Fields inherited from class hex.ModelMetricsSupervised

_domain, _sigma

Fields inherited from class hex.ModelMetrics

_custom_metric, _description, _MSE, _nobs, _scoring_time

Fields inherited from class water.Keyed

_key

Constructor Summary

Constructors

Constructor and Description
ModelMetricsRegressionHGLM(Model model, Frame frame, long nobs, double sigma, double loglikelihood, CustomMetric customMetric, int iter, double[] beta, double[][] ubeta, double[][] tmat, double varResidual, double mse, double mse_fixed, double mae, double rmlse, double meanResidualDeviance, double aic)

Method Summary

Modifier and Type	Method and Description
static double	calHGLMllg2(long nobs, double[][] tmat, double varResidual, double[][] zTTimesZ, double yMinsXFixSqure, double[][] yMinusXFixTimesZ) This method calculates the log-likelihood as described in section II.VI of the doc.
static double[]	calICC(double[][] tmat, double varResidual)
static double[][]	calInnverV(double[][] gmat, double[][] zTTimesZ, double oneOVar) See the doc section II.V, calculates G inverse + transpose(Z)*Z/var_e.
static ModelMetricsRegressionHGLM	getFromDKV(Model model, Frame frame)
double	llg()
java.lang.String	toString()

Methods inherited from class hex.ModelMetricsRegression

aic, computeHuberDelta, loglikelihood, mae, make, make, mean_residual_deviance, residual_deviance, rmsle

Methods inherited from class hex.ModelMetricsSupervised

r2

Methods inherited from class hex.ModelMetrics

appendToStringMetrics, auc_obj, buildKey, buildKey, calcVarImp, calcVarImp, calcVarImp, calcVarImp, checksum_impl, cm, custom_increasing, custom, deepCloneWithDifferentModelAndFrame, defaultModelMetrics, frame, getAllowedMetrics, getMetricFromModel, getMetricFromModelMetric, hr, isForFrame, isForModel, model, mse, residual_degrees_of_freedom, rmse, setModelKey, sortModelsByMetric, sortModelsByMetric, withDescription, withModelAndFrame

Methods inherited from class water.Keyed

checksum_impl, checksum, checksum, getKey, makeSchema, readAll_impl, readAll, remove_impl, remove_impl, remove_self_key_impl, remove, remove, remove, remove, remove, remove, removeQuietly, writeAll_impl, writeAll

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, wait, wait, wait

Field Detail

LOG_2PI

public static final double LOG_2PI

_beta

public final double[] _beta

_ubeta

public final double[][] _ubeta

_icc

public final double[] _icc

_iterations

public final int _iterations

_tmat

public final double[][] _tmat

_var_residual

public final double _var_residual

_log_likelihood

public final double _log_likelihood

_mse_fixed

public final double _mse_fixed

Constructor Detail

ModelMetricsRegressionHGLM

public ModelMetricsRegressionHGLM(Model model,
                                  Frame frame,
                                  long nobs,
                                  double sigma,
                                  double loglikelihood,
                                  CustomMetric customMetric,
                                  int iter,
                                  double[] beta,
                                  double[][] ubeta,
                                  double[][] tmat,
                                  double varResidual,
                                  double mse,
                                  double mse_fixed,
                                  double mae,
                                  double rmlse,
                                  double meanResidualDeviance,
                                  double aic)

Method Detail

calHGLMllg2

public static double calHGLMllg2(long nobs,
                                 double[][] tmat,
                                 double varResidual,
                                 double[][] zTTimesZ,
                                 double yMinsXFixSqure,
                                 double[][] yMinusXFixTimesZ)

This method calculates the log-likelihood as described in section II.VI of the doc. Please keep this method even though nobody is calling it.

calInnverV

public static double[][] calInnverV(double[][] gmat,
                                    double[][] zTTimesZ,
                                    double oneOVar)

See the doc section II.V, calculates G inverse + transpose(Z)*Z/var_e.

getFromDKV

public static ModelMetricsRegressionHGLM getFromDKV(Model model,
                                                    Frame frame)

calICC

public static double[] calICC(double[][] tmat,
                              double varResidual)

llg

public double llg()

toString

public java.lang.String toString()

Overrides:

toString in class ModelMetricsRegression