RWRegressionModelSelector< T, S, F > Class Template Reference

The base class for the model selection classes for linear or logistic regression. More...

#include <rw/analytics/regsel.h>

Public Member Functions
	RWRegressionModelSelector ()
	RWRegressionModelSelector (const RWRegression< T, S > &reg, RWSearchMethod s)
	RWRegressionModelSelector (const RWRegressionModelSelector< T, S, F > &rhs)
virtual	~RWRegressionModelSelector ()
const RWRegressionCalc< T, S > &	calcMethod () const
T	evalFunctionForSelected () const
bool	fail () const
RWCString	failMessage () const
RWRegressionModelSelector< T, S, F > &	operator= (const RWRegressionModelSelector< T, S, F > &rhs)
RWSearchMethod	searchMethod () const
const RWBitVec &	selectedParamIndices () const
const RWBitVec &	selectedParamIndices (RWSearchMethod s)
const RWMathVec< T > &	selectedParamValues () const
void	setCalcMethod (const RWRegressionCalc< T, S > &c)
void	setRegression (const RWRegression< T, S > &r)
void	setSearchMethod (RWSearchMethod s)

Detailed Description

template<class T, class S, class F>
class RWRegressionModelSelector< T, S, F >

This is the base class for the model selection classes for linear or logistic regression. The template parameters are:

• T, the predictor variable type
• S, the observation variable type
• F, the Functor for evaluating the particular set of predictors under consideration

Constructor & Destructor Documentation

RWRegressionModelSelector() [1/3]

template<class T , class S , class F >

RWRegressionModelSelector< T, S, F >::RWRegressionModelSelector ( )

inline

Default constructor. Behavior undefined.

RWRegressionModelSelector() [2/3]

template<class T , class S , class F >

RWRegressionModelSelector< T, S, F >::RWRegressionModelSelector

(

const RWRegressionModelSelector< T, S, F > &

rhs

)

Copy constructor.

RWRegressionModelSelector() [3/3]

template<class T , class S , class F >

RWRegressionModelSelector< T, S, F >::RWRegressionModelSelector ( const RWRegression< T, S > & reg, RWSearchMethod s )

inline

Construct a selector for the given regression and search method. Once the object is constructed the search is done and it may be queried for parameter indices and so on.

~RWRegressionModelSelector()

template<class T , class S , class F >

virtual RWRegressionModelSelector< T, S, F >::~RWRegressionModelSelector ( )

inlinevirtual

Destructor.

Member Function Documentation

calcMethod()

template<class T , class S , class F >

const RWRegressionCalc< T, S > & RWRegressionModelSelector< T, S, F >::calcMethod ( ) const

inline

Returns the parameter estimate calculation method currently in use by the model selector.

evalFunctionForSelected()

template<class T , class S , class F >

T RWRegressionModelSelector< T, S, F >::evalFunctionForSelected ( ) const

inline

Returns the value of the evaluation function F for the selected parameters.

fail()

template<class T , class S , class F >

bool RWRegressionModelSelector< T, S, F >::fail ( ) const

inline

Returns true if the search failed.

failMessage()

template<class T , class S , class F >

RWCString RWRegressionModelSelector< T, S, F >::failMessage ( ) const

inline

Returns an error message if the search fails, that is, if fail() returns true.

operator=()

template<class T , class S , class F >

RWRegressionModelSelector< T, S, F > & RWRegressionModelSelector< T, S, F >::operator=

(

const RWRegressionModelSelector< T, S, F > &

rhs

)

Assignment operator.

searchMethod()

template<class T , class S , class F >

RWSearchMethod RWRegressionModelSelector< T, S, F >::searchMethod ( ) const

inline

Returns the search method currently in use by the model selector.

selectedParamIndices() [1/2]

template<class T , class S , class F >

const RWBitVec & RWRegressionModelSelector< T, S, F >::selectedParamIndices ( ) const

inline

Returns the indices of the parameters selected by the currently set search calculation methods.

selectedParamIndices() [2/2]

template<class T , class S , class F >

const RWBitVec & RWRegressionModelSelector< T, S, F >::selectedParamIndices ( RWSearchMethod s )

inline

Returns the parameters selected by the model's selector using the search method s.

selectedParamValues()

template<class T , class S , class F >

const RWMathVec< T > & RWRegressionModelSelector< T, S, F >::selectedParamValues ( ) const

inline

Returns the currently selected parameters.

setCalcMethod()

template<class T , class S , class F >

void RWRegressionModelSelector< T, S, F >::setCalcMethod

(

const RWRegressionCalc< T, S > &

c

)

Sets the calculation method used to calculate parameter estimates for the models searched.

setRegression()

template<class T , class S , class F >

void RWRegressionModelSelector< T, S, F >::setRegression

(

const RWRegression< T, S > &

r

)

Sets the full regression model from which the subset of predictors is selected.

setSearchMethod()

template<class T , class S , class F >

void RWRegressionModelSelector< T, S, F >::setSearchMethod ( RWSearchMethod s )

inline

Sets the search method used.