IGLib  1.7.2
The IGLib base library EXTENDED - with other lilbraries and applications.
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Classes | Static Public Member Functions | Public Attributes | Static Private Member Functions | List of all members
alglib.logit Class Reference

Classes

class  logitmcstate
 
class  logitmodel
 
class  mnlreport
 

Static Public Member Functions

static void mnltrainh (double[,] xy, int npoints, int nvars, int nclasses, ref int info, logitmodel lm, mnlreport rep)
 
static void mnlprocess (logitmodel lm, double[] x, ref double[] y)
 
static void mnlprocessi (logitmodel lm, double[] x, ref double[] y)
 
static void mnlunpack (logitmodel lm, ref double[,] a, ref int nvars, ref int nclasses)
 
static void mnlpack (double[,] a, int nvars, int nclasses, logitmodel lm)
 
static void mnlcopy (logitmodel lm1, logitmodel lm2)
 
static double mnlavgce (logitmodel lm, double[,] xy, int npoints)
 
static double mnlrelclserror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlrmserror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlavgerror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlavgrelerror (logitmodel lm, double[,] xy, int ssize)
 
static int mnlclserror (logitmodel lm, double[,] xy, int npoints)
 
static void mnltrainh (double[,] xy, int npoints, int nvars, int nclasses, ref int info, logitmodel lm, mnlreport rep)
 
static void mnlprocess (logitmodel lm, double[] x, ref double[] y)
 
static void mnlprocessi (logitmodel lm, double[] x, ref double[] y)
 
static void mnlunpack (logitmodel lm, ref double[,] a, ref int nvars, ref int nclasses)
 
static void mnlpack (double[,] a, int nvars, int nclasses, logitmodel lm)
 
static void mnlcopy (logitmodel lm1, logitmodel lm2)
 
static double mnlavgce (logitmodel lm, double[,] xy, int npoints)
 
static double mnlrelclserror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlrmserror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlavgerror (logitmodel lm, double[,] xy, int npoints)
 
static double mnlavgrelerror (logitmodel lm, double[,] xy, int ssize)
 
static int mnlclserror (logitmodel lm, double[,] xy, int npoints)
 

Public Attributes

const double xtol = 100*math.machineepsilon
 
const double ftol = 0.0001
 
const double gtol = 0.3
 
const int maxfev = 20
 
const double stpmin = 1.0E-2
 
const double stpmax = 1.0E5
 
const int logitvnum = 6
 

Static Private Member Functions

static void mnliexp (ref double[] w, double[] x)
 
static void mnlallerrors (logitmodel lm, double[,] xy, int npoints, ref double relcls, ref double avgce, ref double rms, ref double avg, ref double avgrel)
 
static void mnlmcsrch (int n, ref double[] x, ref double f, ref double[] g, double[] s, ref double stp, ref int info, ref int nfev, ref double[] wa, logitmcstate state, ref int stage)
 
static void mnlmcstep (ref double stx, ref double fx, ref double dx, ref double sty, ref double fy, ref double dy, ref double stp, double fp, double dp, ref bool brackt, double stmin, double stmax, ref int info)
 
static void mnliexp (ref double[] w, double[] x)
 
static void mnlallerrors (logitmodel lm, double[,] xy, int npoints, ref double relcls, ref double avgce, ref double rms, ref double avg, ref double avgrel)
 
static void mnlmcsrch (int n, ref double[] x, ref double f, ref double[] g, double[] s, ref double stp, ref int info, ref int nfev, ref double[] wa, logitmcstate state, ref int stage)
 
static void mnlmcstep (ref double stx, ref double fx, ref double dx, ref double sty, ref double fy, ref double dy, ref double stp, double fp, double dp, ref bool brackt, double stmin, double stmax, ref int info)
 

Member Function Documentation

static void alglib.logit.mnltrainh ( double  xy[,],
int  npoints,
int  nvars,
int  nclasses,
ref int  info,
logitmodel  lm,
mnlreport  rep 
)
inlinestatic

References alglib.logit.logitvnum, alglib.math.machineepsilon, alglib.math.minrealnumber, alglib.mlpbase.mlpcreatec0(), alglib.mlpbase.mlpgradnbatch(), alglib.mlpbase.mlphessiannbatch(), alglib.mlpbase.mlpinitpreprocessor(), alglib.mlpbase.mlpproperties(), alglib.logit.mnlmcsrch(), alglib.logit.mnlreport.ngrad, alglib.logit.mnlreport.nhess, alglib.math.randomreal(), alglib.trfac.spdmatrixcholesky(), alglib.densesolver.spdmatrixcholeskysolve(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnltrainh().

static void alglib.logit.mnlprocess ( logitmodel  lm,
double[]  x,
ref double[]  y 
)
inlinestatic

References alglib.ap.assert(), alglib.logit.mnliexp(), and alglib.logit.logitmodel.w.

Referenced by alglib.logit.mnlallerrors(), alglib.logit.mnlavgce(), alglib.logit.mnlclserror(), alglib.mnlprocess(), and alglib.logit.mnlprocessi().

static void alglib.logit.mnlprocessi ( logitmodel  lm,
double[]  x,
ref double[]  y 
)
inlinestatic

References alglib.logit.mnlprocess().

Referenced by alglib.mnlprocessi().

static void alglib.logit.mnlunpack ( logitmodel  lm,
ref double  a[,],
ref int  nvars,
ref int  nclasses 
)
inlinestatic

References alglib.ap.assert(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlunpack().

static void alglib.logit.mnlpack ( double  a[,],
int  nvars,
int  nclasses,
logitmodel  lm 
)
inlinestatic

References alglib.logit.logitvnum, and alglib.logit.logitmodel.w.

Referenced by alglib.mnlpack().

static void alglib.logit.mnlcopy ( logitmodel  lm1,
logitmodel  lm2 
)
inlinestatic

References alglib.logit.logitmodel.w.

static double alglib.logit.mnlavgce ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.math.minrealnumber, alglib.logit.mnlprocess(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlavgce().

static double alglib.logit.mnlrelclserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.logit.mnlclserror().

Referenced by alglib.mnlrelclserror().

static double alglib.logit.mnlrmserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.logit.logitvnum, alglib.logit.mnlallerrors(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlrmserror().

static double alglib.logit.mnlavgerror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.logit.logitvnum, alglib.logit.mnlallerrors(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlavgerror().

static double alglib.logit.mnlavgrelerror ( logitmodel  lm,
double  xy[,],
int  ssize 
)
inlinestatic

References alglib.ap.assert(), alglib.logit.logitvnum, alglib.logit.mnlallerrors(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlavgrelerror().

static int alglib.logit.mnlclserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic

References alglib.ap.assert(), alglib.logit.mnlprocess(), and alglib.logit.logitmodel.w.

Referenced by alglib.mnlclserror(), and alglib.logit.mnlrelclserror().

static void alglib.logit.mnliexp ( ref double[]  w,
double[]  x 
)
inlinestaticprivate

References alglib.ap.assert().

Referenced by alglib.logit.mnlprocess().

static void alglib.logit.mnlallerrors ( logitmodel  lm,
double  xy[,],
int  npoints,
ref double  relcls,
ref double  avgce,
ref double  rms,
ref double  avg,
ref double  avgrel 
)
inlinestaticprivate

References alglib.ap.assert(), alglib.bdss.dserraccumulate(), alglib.bdss.dserrallocate(), alglib.bdss.dserrfinish(), alglib.logit.logitvnum, alglib.logit.mnlprocess(), and alglib.logit.logitmodel.w.

Referenced by alglib.logit.mnlavgerror(), alglib.logit.mnlavgrelerror(), and alglib.logit.mnlrmserror().

static void alglib.logit.mnlmcsrch ( int  n,
ref double[]  x,
ref double  f,
ref double[]  g,
double[]  s,
ref double  stp,
ref int  info,
ref int  nfev,
ref double[]  wa,
logitmcstate  state,
ref int  stage 
)
inlinestaticprivate

References alglib.logit.logitmcstate.brackt, alglib.logit.logitmcstate.dg, alglib.logit.logitmcstate.dginit, alglib.logit.logitmcstate.dgm, alglib.logit.logitmcstate.dgtest, alglib.logit.logitmcstate.dgx, alglib.logit.logitmcstate.dgxm, alglib.logit.logitmcstate.dgy, alglib.logit.logitmcstate.dgym, alglib.logit.logitmcstate.finit, alglib.logit.logitmcstate.fm, alglib.logit.logitmcstate.ftest1, alglib.logit.logitmcstate.fx, alglib.logit.logitmcstate.fxm, alglib.logit.logitmcstate.fy, alglib.logit.logitmcstate.fym, alglib.logit.logitmcstate.infoc, alglib.logit.mnlmcstep(), alglib.logit.logitmcstate.stage1, alglib.logit.logitmcstate.stmax, alglib.logit.logitmcstate.stmin, alglib.logit.stpmax, alglib.logit.stpmin, alglib.logit.logitmcstate.stx, alglib.logit.logitmcstate.sty, alglib.logit.logitmcstate.width, alglib.logit.logitmcstate.width1, and alglib.logit.logitmcstate.xtrapf.

Referenced by alglib.logit.mnltrainh().

static void alglib.logit.mnlmcstep ( ref double  stx,
ref double  fx,
ref double  dx,
ref double  sty,
ref double  fy,
ref double  dy,
ref double  stp,
double  fp,
double  dp,
ref bool  brackt,
double  stmin,
double  stmax,
ref int  info 
)
inlinestaticprivate

References alglib.math.sqr().

Referenced by alglib.logit.mnlmcsrch().

static void alglib.logit.mnltrainh ( double  xy[,],
int  npoints,
int  nvars,
int  nclasses,
ref int  info,
logitmodel  lm,
mnlreport  rep 
)
inlinestatic
static void alglib.logit.mnlprocess ( logitmodel  lm,
double[]  x,
ref double[]  y 
)
inlinestatic
static void alglib.logit.mnlprocessi ( logitmodel  lm,
double[]  x,
ref double[]  y 
)
inlinestatic
static void alglib.logit.mnlunpack ( logitmodel  lm,
ref double  a[,],
ref int  nvars,
ref int  nclasses 
)
inlinestatic
static void alglib.logit.mnlpack ( double  a[,],
int  nvars,
int  nclasses,
logitmodel  lm 
)
inlinestatic
static void alglib.logit.mnlcopy ( logitmodel  lm1,
logitmodel  lm2 
)
inlinestatic
static double alglib.logit.mnlavgce ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.logit.mnlrelclserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.logit.mnlrmserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.logit.mnlavgerror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static double alglib.logit.mnlavgrelerror ( logitmodel  lm,
double  xy[,],
int  ssize 
)
inlinestatic
static int alglib.logit.mnlclserror ( logitmodel  lm,
double  xy[,],
int  npoints 
)
inlinestatic
static void alglib.logit.mnliexp ( ref double[]  w,
double[]  x 
)
inlinestaticprivate
static void alglib.logit.mnlallerrors ( logitmodel  lm,
double  xy[,],
int  npoints,
ref double  relcls,
ref double  avgce,
ref double  rms,
ref double  avg,
ref double  avgrel 
)
inlinestaticprivate
static void alglib.logit.mnlmcsrch ( int  n,
ref double[]  x,
ref double  f,
ref double[]  g,
double[]  s,
ref double  stp,
ref int  info,
ref int  nfev,
ref double[]  wa,
logitmcstate  state,
ref int  stage 
)
inlinestaticprivate
static void alglib.logit.mnlmcstep ( ref double  stx,
ref double  fx,
ref double  dx,
ref double  sty,
ref double  fy,
ref double  dy,
ref double  stp,
double  fp,
double  dp,
ref bool  brackt,
double  stmin,
double  stmax,
ref int  info 
)
inlinestaticprivate

Member Data Documentation

const double alglib.logit.xtol = 100*math.machineepsilon
const double alglib.logit.ftol = 0.0001
const double alglib.logit.gtol = 0.3
const int alglib.logit.maxfev = 20
const double alglib.logit.stpmin = 1.0E-2

Referenced by alglib.logit.mnlmcsrch().

const double alglib.logit.stpmax = 1.0E5

Referenced by alglib.logit.mnlmcsrch().

const int alglib.logit.logitvnum = 6

Referenced by alglib.logit.mnlallerrors(), alglib.logit.mnlavgerror(), alglib.logit.mnlavgrelerror(), alglib.logit.mnlpack(), alglib.logit.mnlrmserror(), and alglib.logit.mnltrainh().

The documentation for this class was generated from the following file: