Class: Statsample::GLM::MLE::Probit

Inherits:
Base
  • Object
show all
Defined in:
lib/statsample-glm/glm/mle/probit.rb

Overview

Probit MLE estimation.

Usage:

mle = Statsample::MLE::Probit.new
mle.newton_raphson(x,y)
beta       = mle.parameters
likelihood = mle.likelihood(x,y,beta)
iterations = mle.iterations

Constant Summary

Constants inherited from Base

Base::MIN_DIFF_PARAMETERS

Instance Attribute Summary

Attributes inherited from Base

#coefficients, #degree_of_freedom, #fitted_mean_values, #iterations, #log_likelihood, #residuals

Method Summary

Methods inherited from Base

#initialize, #newton_raphson, #standard_error

Constructor Details

This class inherits a constructor from Statsample::GLM::MLE::Base