get_probabilities {CARRoT}

Probabilities for multinomial regression

Description

Function which computes probabilities of outcomes on the test set by applying regression parameters inferred by a run on the training set. Works for logistic or multinomial regression

Usage

get_probabilities(trset,testset,outc,mode,Rsq,p,n_tr)

Arguments

trset

values of predictors on the training set

testset

values of predictors on the test set

outc

values of outcomes on the training set

mode

'binary' (logistic regression) or 'multin' (multinomial regression)

Rsq

whether R-squared statistics constrained is introduced

p

weight of the model

n_tr

size of the training set

Details

In binary mode this function computes the probabilities of the event '0'. In multinomial mode computes the probabilities of the events '0','1',...,'N-1'.

Value

Probabilities of the outcomes. In 'binary' mode returns an array of the size of the number of observations in a testset. In 'multin' returns an M x N matrix where M is the size of the number of observations in a testset and N is the number of unique outcomes minus 1.

See Also

Function uses multinom and coef

Examples

trset<-matrix(c(rbinom(70,1,0.5),runif(70,0.1)),ncol=2)

testset<-matrix(c(rbinom(10,1,0.5),runif(10,0.1)),ncol=2)

get_probabilities(trset,testset,rbinom(70,1,0.6),'binary')