NDK_GLM_FORE

calculates the expected response (i.e. mean) value; given the GLM model and the values of the explanatory variables.

Returns

status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	Operation unsuccessful. See Macros for full list.

Parameters

[in]	X	is the independent variables data matrix, such that each column represents one variable
[in]	nVars	is the number of independent variables (or columns in X)
[in,out]	betas	are the coefficients of the GLM model (a one dimensional array)
[in]	nBetas	is the number of the coefficients in betas. Note that nBetas must be equal to nVars+1
[in,out]	phi	is the GLM dispersion parameter. Phi is only meaningful for Binomial (1/batch or trial size) and for Gaussian (variance).
	Lvk	- Binomial : phi = Reciprocal of the batch/trial size. Gaussian : phi = variance. Poisson : phi = 1.0 [in] is the link function that describes how the mean depends on the linear predictor (see GLM_LINK_FUNC). Identity (default) Log Logit Probit Complementary log-log
[in]	retType	is a switch to select the type of value returned: 1= Quick Guess, 2=Calibrated, 3= Std. Errors ( see # FORECAST_RETVAL_FUNC)
[in]	alpha	is the statistical significance level. If missing, a default of 5% is assumed.
[out]	retval	is the calculated forecast value

Remarks

1. The underlying model is described here.
2. GLM_FORE returns an array of size equal to number of rows in the input response (Y) or explanatory variables (X).
3. The number of rows in response variable (Y) must be equal to number of rows of the explanatory variables (X).
4. The betas input is optional, but if the user provide one, the number of betas must equal to the number of explanatory variables (i.e. X) plus one (intercept).
5. For GLM with Poisson distribution,
   • The values of response variable must be non-negative integers.
   • The value of the dispersion factor (Phi) must be either missing or equal to one.
6. For GLM with Binomial distribution,
   • The values of the response variable must be non-negative fraction between zero and one, inclusive.
   • The value of the dispersion factor (Phi) must be a positive fraction (greater than zero, and less than one).
7. For GLM with Gaussian distribution, the dispersion factor (Phi) value must be positive.

Requirements

Header	SFSDK.H
Library	SFSDK.LIB
DLL	SFSDK.DLL