source: trunk/yat/regression/MultiDimensional.h @ 2119

Last change on this file since 2119 was 2119, checked in by Peter, 12 years ago

converted files to utf-8. fixes #577

  • Property svn:eol-style set to native
  • Property svn:keywords set to Id
File size: 2.5 KB
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1#ifndef _theplu_yat_regression_multidimensional_
2#define _theplu_yat_regression_multidimensional_
3
4// $Id: MultiDimensional.h 2119 2009-12-12 23:11:43Z peter $
5
6/*
7  Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson
8
9  This file is part of the yat library, http://dev.thep.lu.se/yat
10
11  The yat library is free software; you can redistribute it and/or
12  modify it under the terms of the GNU General Public License as
13  published by the Free Software Foundation; either version 3 of the
14  License, or (at your option) any later version.
15
16  The yat library is distributed in the hope that it will be useful,
17  but WITHOUT ANY WARRANTY; without even the implied warranty of
18  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
19  General Public License for more details.
20
21  You should have received a copy of the GNU General Public License
22  along with yat. If not, see <http://www.gnu.org/licenses/>.
23*/
24
25#include "yat/utility/Matrix.h"
26#include "yat/utility/VectorBase.h"
27
28#include <gsl/gsl_multifit.h>
29
30namespace theplu {
31namespace yat {
32namespace regression {
33
34  ///
35  /// @brief MultiDimesional fitting.
36  ///
37  class MultiDimensional
38  {
39  public:
40
41    ///
42    /// @brief Default Constructor
43    ///
44    MultiDimensional(void);
45
46    ///
47    /// @brief Destructor
48    ///
49    ~MultiDimensional(void);
50
51    ///
52    /// @brief covariance of parameters
53    ///
54    const utility::Matrix& covariance(void) const;
55
56    /**
57       \brief Function fitting parameters of the linear model by
58       miminizing the quadratic deviation between model and data.
59
60       Number of rows in \a X must match size of \a y.
61
62       \throw A GSL_error exception is thrown if memory allocation
63       fails or the underlying GSL calls fails (usually matrix
64       dimension errors).
65    */
66    void fit(const utility::Matrix& X, const utility::VectorBase& y);
67
68    ///
69    /// @return parameters of the model
70    ///
71    const utility::Vector& fit_parameters(void) const;
72
73    /**
74       @brief Summed Squared Error
75     */
76    double chisq(void) const;
77
78    ///
79    /// @return value in @a x according to fitted model
80    ///
81    double predict(const utility::VectorBase& x) const;
82
83    ///
84    /// @return expected squared prediction error for a new data point
85    /// in @a x
86    ///
87    double prediction_error2(const utility::VectorBase& x) const;
88
89    ///
90    /// @return squared error of model value in @a x
91    ///
92    double standard_error2(const utility::VectorBase& x) const;
93
94  private:
95    double chisquare_;
96    double s2_;
97    utility::Matrix covariance_;
98    utility::Vector fit_parameters_;
99    gsl_multifit_linear_workspace* work_;
100
101  };
102
103}}} // of namespaces regression, yat, and theplu
104
105#endif
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