source: trunk/src/Regression.h @ 216

// $Id: Regression.h 216 2004-12-29 09:29:54Z peter $

#ifndef _theplu_statistics_regression_
#define _theplu_statistics_regression_

// C++ tools include
/////////////////////
#include "vector.h"

// Standard C++ includes
////////////////////////


namespace theplu {
namespace statistics {  

  
  ///
  /// Virtual Class for Regression.   
  ///
 
  class Regression 
  {
  
  public:
    ///
    /// Default Constructor.
    ///
    Regression();

    ///
    /// Destructor 
    ///
    virtual ~Regression(void) {};
         
    virtual void estimate(const double x, double& y, double& y_err) const=0;

    ///
    /// This function computes the best-fit given a model (see
    /// specific class for details) by minimizing \f$
    /// \sum{(\hat{y_i}-y_i)^2} \f$, where \f$ \hat{y} \f$ is the fitted value.
    ///
    virtual int fit(const gslapi::vector& x, const gslapi::vector& y)=0; 
    
    ///
    /// This function computes the best-fit given a model (see
    /// specific class for details) by minimizing \f$
    /// \sum{w_i(\hat{y_i}-y_i)^2} \f$, where \f$ \hat{y} \f$ is the
    /// fitted value. The weight \f$ w_i \f$ is should be proportional
    /// to the inverse of the variance for \f$ y_i \f$
    ///
    virtual int fit_weighted(const gslapi::vector& x, const gslapi::vector& y, 
                             const gslapi::vector& w)=0;

    inline double sumsq() const { return sumsq_; }
         
  protected:
    double sumsq_;

  };

}} // of namespace statistics and namespace theplu

#endif