Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 3 additions & 2 deletions src/fitmodel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -3,16 +3,17 @@ Type to represent frequentist regression models returned by `fitmodel` functions
"""
struct FrequentistRegression{RegressionType}
model
ndims
end

"""
```julia
FrequentistRegression(::Symbol, model)
FrequentistRegression(::Symbol, model, ndims)
```

Constructor for `FrequentistRegression`. `model` can be any regression model. Used by `fitmodel` functions to return a frequentist regression model containers.
"""
FrequentistRegression(RegressionType::Symbol, model) = FrequentistRegression{RegressionType}(model)
FrequentistRegression(RegressionType::Symbol, model, ndims) = FrequentistRegression{RegressionType}(model, ndims)

"""
Type to represent bayesian regression models returned by `fitmodel` functions. This type is used internally by the package to represent all bayesian regression models.
Expand Down
7 changes: 5 additions & 2 deletions src/frequentist/getter.jl
Original file line number Diff line number Diff line change
Expand Up @@ -15,11 +15,14 @@ function loglikelihood(container::FrequentistRegression)
end

function aic(container::FrequentistRegression)
return StatsBase.aic(container.model)
# container.ndims[2] is the number of parameters
return (2 * container.ndims[2] - 2 * loglikelihood(container))
end

function bic(container::FrequentistRegression)
return StatsBase.bic(container.model)
# container.ndims[1] is the number of data points
# container.ndims[2] is the number of parameters
return (log(container.ndims[1]) * container.ndims[2] - 2 * loglikelihood(container))
end

function sigma(container::FrequentistRegression)
Expand Down
7 changes: 6 additions & 1 deletion src/frequentist/linear_regression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -52,6 +52,11 @@ julia> plot(cooksdistance(container));
"""
function fitmodel(formula::FormulaTerm, data::DataFrame, modelClass::LinearRegression)
formula = apply_schema(formula, schema(formula, data))
y, X = modelcols(formula, data)
fm_frame = ModelFrame(formula,data)
X = modelmatrix(fm_frame)

model = lm(formula, data)
return FrequentistRegression(:LinearRegression, model)
ndims = (size(X, 1), size(X, 2) + 1)
return FrequentistRegression(:LinearRegression, model, ndims)
end
7 changes: 6 additions & 1 deletion src/frequentist/logistic_regression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -26,8 +26,13 @@ end

function logistic_reg(formula::FormulaTerm, data::DataFrame, Link::GLM.Link)
formula = apply_schema(formula, schema(formula, data))
y, X = modelcols(formula, data)
fm_frame=ModelFrame(formula,data)
X = modelmatrix(fm_frame)

model = glm(formula, data, Binomial(), Link)
return FrequentistRegression(:LogisticRegression, model)
ndims = (size(X, 1), size(X, 2))
return FrequentistRegression(:LogisticRegression, model, ndims)
end

"""
Expand Down
7 changes: 6 additions & 1 deletion src/frequentist/negativebinomial_regression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -17,8 +17,13 @@ end

function negativebinomial_reg(formula::FormulaTerm, data::DataFrame, Link::GLM.Link)
formula = apply_schema(formula, schema(formula, data))
y, X = modelcols(formula, data)
fm_frame = ModelFrame(formula,data)
X = modelmatrix(fm_frame)

model = glm(formula, data, NegativeBinomial(), Link)
return FrequentistRegression(:NegativeBinomialRegression, model)
ndims = (size(X, 1), size(X, 2))
return FrequentistRegression(:NegativeBinomialRegression, model, ndims)
end

"""
Expand Down
7 changes: 6 additions & 1 deletion src/frequentist/poisson_regression.jl
Original file line number Diff line number Diff line change
Expand Up @@ -10,8 +10,13 @@ end

function poisson_reg(formula::FormulaTerm, data::DataFrame, Link::GLM.Link)
formula = apply_schema(formula, schema(formula, data))
y, X = modelcols(formula, data)
fm_frame = ModelFrame(formula,data)
X = modelmatrix(fm_frame)

model = glm(formula, data, Poisson(), Link)
return FrequentistRegression(:PoissonRegression, model)
ndims = (size(X, 1), size(X, 2))
return FrequentistRegression(:PoissonRegression, model, ndims)
end

"""
Expand Down