@Override
public void balanceAndJacobian(
final Iterable<Obs> obs,
final double[] beta,
final double[] balance,
final ColtMatrix jacobian) {
final int dim = beta.length;
Arrays.fill(balance, 0.0);
for (int i = 0; i < dim; ++i) {
for (int j = 0; j < dim; ++j) {
jacobian.set(i, j, 0.0);
}
}
for (final Obs obsi : obs) {
final BalanceJacobianCoef ghc = balanceJacobianCalc.calc(obsi, beta);
for (int i = 0; i < dim; ++i) {
final double xi = obsi.x[i];
balance[i] += ghc.balanceCoef * xi;
for (int j = 0; j < dim; ++j) {
final double xj = obsi.x[j];
final double hij = jacobian.get(i, j);
jacobian.set(i, j, hij + xi * xj * ghc.jacobianCoef);
}
}
}
}
@Override
public double heuristicLink(final double y) {
return balanceJacobianCalc.heuristicLink(y);
}
@Override
public double evalEst(double[] beta, double[] x) {
return balanceJacobianCalc.evalEst(beta, x);
}
@Override
public String toString() {
return "GLM(" + balanceJacobianCalc.toString() + ")";
}
