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@@ -12,7 +12,7 @@
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beta(pars) = [beta(pars)_j]_{j=0}^degree
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beta(pars) = [beta(pars)_j]_{j=0}^degree
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- where pars are regression parameters, len(pars) = degree + 1.
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+ where pars are regression parameters and len(pars) = degree + 1.
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Coefficients beta(pars) can be constrained to be monotonic
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Coefficients beta(pars) can be constrained to be monotonic
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function of x by using monotonic cubic transformation:
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function of x by using monotonic cubic transformation:
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@@ -29,10 +29,14 @@
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s(y) = 2*y - 1
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s(y) = 2*y - 1
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- with x in R and y in {0,1}. For degree = 1 this is standard logistic regression
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+ with x in R and y in {0,1}. For degree = 1 this is standard logistic regression
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beta(pars) = (pars[0], pars[1]).
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beta(pars) = (pars[0], pars[1]).
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+ and generally without monotonicity condition
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+
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+ beta(pars) = [pars_i]_{i=0}^degree
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+
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For degree = 3 and mono = True the coefficients beta(pars) are constrained to be
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For degree = 3 and mono = True the coefficients beta(pars) are constrained to be
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monotonic by using monotonic cubic transformation.
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monotonic by using monotonic cubic transformation.
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