NMath Stats User's Guide

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7.6 Predicted Probabilities (.NET, C#, CSharp, VB, Visual Basic, F#)

You can use a LogisticRegression object to generate predictions. The PredictedProbability() method returns the probability of a positive outcome predicted by the model for a given set of predictor values. For example:

Code Example – C# logistic regression

 DoubleVector predictors =
  new DoubleVector( 150.0, 33.5, 0.66, 80.0 );
double predicted = lr.PredictedProbability( predictors );

A MismatchedSizeException is raised if the length of the given vector is not equal to the number of parameters in the model.

Similarly, the PredictedProbabilities() method returns a vector of predicted probabilities of a positive outcome for the predictor variable values contained in the rows of an input matrix.

Code Example – C# logistic regression

DoubleMatrix predictors =
  new DoubleMatrix( "3x4 [ 150.0 33.5 0.66 80.0 
                           160.0 24.5 0.88 70.0 
                           170.0 22.6 0.56 60.0 ]" );
DoubleVector predicted = lr.PredictedProbabilities( predictors );

In the returned vector of predicted observations, the ith element is the predicted response for the set of predictor variable values in the ith row of the given matrix.


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