IMsBinaryRegressionTransform

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsBinaryRegressionTransform interface is used to set up model calculation parameters by using binary choice method (maximum likelihood estimation).

Inheritance Hierarchy

          IMsMethod

          IMsStochasticMethod

          IMsBinaryRegressionTransform

Comments

This method estimates coefficients of the regression model, in which the dependent variable may take the values 0 and 1.

Properties

  Property name Brief description

BinaryDistr

The BinaryDistr property determines a binary regression model.

ClassificationCutOff

The ClassificationsliceOff property determines threshold probability value that is used to include objects to the groups "0" or "1".

Coefficients

The Coefficients property determines an array of values of model equation coefficients.

ConfidenceLevel

The ConfidenceLevel property determines the confidence limits relevance.

ConstantInitValue

The ConstantInitValue property determines the constant initial value.

ConstantMode

The ConstantMode property determines a mode of setting model constant.

ConstantValue

The ConstantValue property determines a value of model constant.

Explained

The Explained property returns the output series collection.

Explanatories

The Explanatories property returns the explanatory series collection.

FittedTermSet

The FittedTermSet property returns a set of series, to which modeling series data is unloaded on modeling problem calculation.

ForecastTermSet

The ForecastTermSet property returns a set of series, to which forecasting data is unloaded on modeling problem calculation.

HasConstant

Outdated. Use IMsBinaryRegressionTransform.ConstantMode.

InputFactorTerm

Outdated. Use IMsMethodSeries.Input.

IsCoefficientsSaved

The IsCoefficientsSaved property returns True if model coefficients are saved.

LowerConfidenceLevelTermSet

The LowerConfidenceLevelTermSet property returns a set of series, to which lower confidence limit data is unloaded problem calculation.

MissingData

The MissingData property returns the object containing parameters of missing data treatment in the source series.

OutputType

The OutputType property determines a type of the values unloaded to the output and forecasting series.

ResidualsTermSet

The ResidualsTermSet property returns a set of series, to which residual series data is unloaded on modeling problem calculation.

StatCoefficients

The StatCoefficients property returns values of summary statistics calculated for identified equation coefficients.

Tolerance

The Tolerance property determines the accuracy of optimization of the likelihood function.

UpperConfidenceLevelTermSet

The UpperConfidenceLevelTermSet property returns a set of series, to which upper confidence limit data is unloaded on problem calculation.

UseDefaultInitValues

The UseDefaultInitValues property determines whether primary default approximations are used.

Properties inherited fromIMsMethod

  Property name Brief description
CalculateSeries The CalculateSeries property returns results of model calculation.
Inversion Outdated. Use ITsInversionInfo.Inversion.
InversionInfo The InversionInfo property returns parameters of initial transformation applied to variable.
InversionLag Outdated. Use ITsInversionInfo.InversionLag.
ObservationsCount The ObservationsCount property returns the number of model observations.
PeriodAlignment The PeriodAlignment property returns type of model calculation relative to period.
PreviousInversionLag Outdated. Use ITsInversionInfo.PreviousInversionLag.
Series The Series property returns a set of available series used by current method in calculations.
StatMethod The StatMethod property returns information on statistical method used for model calculation.
Summary The Summary property returns summary statistics calculated for model.
SupportsR The SupportsR property determines whether calculation by R is enabled.
Type The Type property returns type of method used for model calculation.
UseR The UseR property determines whether connection to R is used on method calculation.

Methods inherited fromIMsStochasticMethod

  Method name Brief description
The Identify method identifies model equation coefficients.

Methods inherited fromIMsMethod

  Method name Brief description
Execute The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces | Binary Regression