public double[] marginalEffectSSdf(int index) { int error = sweep.A.rows() - 1; double errorss = sweep.A.getQuick(error, error); int first = 0; for (int i = 0; i < index; i++) { first += xtxmatrices[i][i].rows(); } int last = first + xtxmatrices[index][index].rows(); int df = 0; for (int i = first; i < last; i++) { if (sweep.revg2sweep(i)) { df++; } } int nonsingular = sweep.sweepSingularColumns(); df -= nonsingular; double reducedError = sweep.A.getQuick(error, error); double[] result = new double[] {(reducedError - errorss), df}; for (int i = first; i < last; i++) { sweep.revg2sweep(i); } return result; }
private void initialSweep() { sweep.XTX = DoubleFactory2D.dense.compose(xtxmatrices); sweep.XTy = DoubleFactory2D.dense.compose(xtymatrices); totalSS = 0; for (int i = 0; i < data.length; i++) { totalSS += data[i] * data[i]; } sweep.yTy = DoubleFactory2D.dense.make(1, 1, totalSS); sweep.makeA(); int lastrow = sweep.A.rows() - 1; int col = 0; double prevSS = totalSS; for (int i = 0; i < xtxmatrices.length; i++) { double df = 0; for (int j = 0; j < xtxmatrices[i][i].rows(); j++) { if (sweep.revg2sweep(col++)) { df++; } } effectdf.add(new Double(df)); double newSS = sweep.A.getQuick(lastrow, lastrow); double difSS = prevSS - newSS; effectSS.add(new Double(difSS)); prevSS = newSS; } }
public DoubleMatrix2D getInverse() { int last = sweep.A.rows() - 1; return sweep.A.viewPart(0, 0, last, last).copy(); }
public DoubleMatrix1D getBeta() { return sweep.A.viewColumn(sweep.A.columns() - 1).viewPart(0, sweep.A.rows() - 1).copy(); }
public double getErrorSS() { int last = sweep.A.rows() - 1; return sweep.A.getQuick(last, last); }