int __stdcall NDK_GLM_VALIDATE ( double *  betas,
size_t  nBetas,
double  phi,
WORD  Lvk 

Examines the model's parameters for constraints (e.g. positive variance, etc.).

status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
[in] 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] phi is the GLM dispersion parameter. Phi is only meaningful for Binomial (1/batch or trial size) and for Gaussian (variance).
  • Binomial : phi = Reciprocal of the batch/trial size.
  • Gaussian : phi = variance.
  • Poisson : phi = 1.0
[in] Lvk is the link function that describes how the mean depends on the linear predictor (see GLM_LINK_FUNC).
  1. Identity (default)
  2. Log
  3. Logit
  4. Probit
  5. Complementary log-log
  1. The underlying model is described here.
  2. The GLM_CHECK function examines primarily the value of dispersion factor (Phi):
    • For Poisson distribution, the dispersion factor (Phi) must be equal to 1(one).
    • For Binomial distribution: the dispersion factor (Phi) must be greater than zero, and less than one.
    • For Gaussian distribution, the dispersion coefficient (Phi) must be positive.
Header SFSDK.H
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848