Returns an array of cells for the packed form of a given GLM model.

## Syntax

**GLM**(

**Betas**,

**Phi**,

**Lvk**)

**Betas** are the coefficients of the GLM model (a one dimensional array of cells (e.g. rows or columns)).

**Phi** is the GLM dispersion paramter. This argument is only required for Binomial distribution (phi=1/batch size) and for Guassian (phi=sigma).

**Lvk** is the link function that describes how the mean depends on the linear predictor (1=Identity (default), 2=Log, 3=Logit, 4=Probit, 5=Log-Log).

Link | Description |
---|---|

1 | Identity (residuals ~ Normal distribution) |

2 | Log (residuals ~ Poisson distribution) |

3 | Logit (residuals ~ binomial distribution) |

4 | Probit(residuals ~ binomial distribution) |

5 | Complementary log-log (residuals ~ binomial distribution) |

## Remarks

- The underlying model is described here.
- Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression, under one framework

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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