All MATLAB Code and examples related to a Semi-Parametric Vector Generalized Linear Model Solver. The univariate case of this method was first proposed by Huang (2014) in Joint Estimation of the Mean and Error Distribution in Generalized Linear Models https://doi.org/10.1080/01621459.2013.824892
More information on this function can be found here
This function uses MATLABs Optimization toolbox and MATLAB >= 2019b.
To use the function, clone the repository and add the function to your MATLABPATH
$ git clone https://github.com/gden173/vspglm.gitThen open this as your current working directory in MATLAB and run the following command in the command window
>> addpath('src', '-end')This should add the vspglm function to your MATLABPATH variable. This can be checked by running
>> matlabpath
MATLABPATH
.
.
.
/path/to/vspglm
Where the path to the cloned directory should be at the end of the matlabpath environment variable.
This is only temporary, and will have to be rerun every MATLAB session.
To run the scripts in the examples directory, while in the same directory run
>> addpath('examples', '-end')from the command window.
Examples usages can be found in examples. The basic usage of the fit_vspglm function can be found by searching some of the documentation.
>> help fit_vspglm
vspglm_mmodel = fit_vspglm(formula, tbl, links)
fits a vector generalized semi-parametric linear model and stores
the model output in vspglmmodel
the function currently takes 3 arguments,
formula, a string array of string formulas
In the formula argument:
(y1, y2) ~ (x1, x3) -> y1 and y2 share all regression
coefficients
(y1, y2) ~ (x1, (x2&0), (0&x3))
-> y1 ~ x1 + x2, y2 ~ x1 + x3
Responses can also have a different number of covariates and still
share regression coefficients.
(y1, y2, y3) ~ (x1,(x2&x2&0), (0&0&x3))
This means that
y1 ~ 1 + x1 + x2
y2 ~ 1 + x1 + x2
y3 ~ 1 + x1 + x3
Where each variable y1, .., yk, x1, .., xp are columns in
the table argument tbl.
The last argument is then links, a 1 x k cell array of the link
functions to be used for each model.
>> once the src directory has been added to path.
📦examples
┣ 📜blood_clot.m
┣ 📜burns.m
┣ 📜burns.txt
┣ 📜butterfly.m
┣ 📜butterfly_data.mat
┣ 📜butterfly_X.xlsx
┣ 📜butterfly_y.xlsx
┣ 📜cochlear.m
┣ 📜cochlear.xlsx
┣ 📜hospital.csv
┣ 📜hospital.m
┣ 📜hunua.m
┣ 📜hunua.txt
┣ 📜iris.m
┣ 📜leukemia.m
┣ 📜mine_fracture.m
┣ 📜rossner.m
┣ 📜simulations.m
┣ 📜twoway.m
┣ 📜UN.m
┣ 📜UN2.txt
📦src
┣ 📜constraints.m
┣ 📜extractParam.m
┣ 📜fit_vspglm.m
┣ 📜logLikelihood.m
┣ 📜meanConstraints.m
┣ 📜normConstraints.m
┣ 📜vcov.m
┣ 📜vspglm.m
┣ 📜VSPGLMFormula.m
-📜.gitignore
-📜 README.md
- @gdenn173 =======