source: trunk/yat/regression/MultiDimensionalWeighted.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: 2.4 KB
Line 
1#ifndef _theplu_yat_regression_multidimensionalweighted_
2#define _theplu_yat_regression_multidimensionalweighted_
3
4// $Id: MultiDimensionalWeighted.h 2119 2009-12-12 23:11:43Z peter $
5
6/*
7  Copyright (C) 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/Vector.h"
27
28#include <gsl/gsl_multifit.h>
29
30namespace theplu {
31namespace yat {
32namespace regression {
33
34  ///
35  /// @brief MultiDimesional fitting.
36  ///
37  class MultiDimensionalWeighted
38  {
39  public:
40
41    ///
42    /// @brief Default Constructor
43    ///
44    MultiDimensionalWeighted(void);
45
46    ///
47    /// @brief Destructor
48    ///
49    ~MultiDimensionalWeighted(void);
50
51    ///
52    /// @return sum of squared residuals
53    ///
54    double chisq(void) const;
55
56    /**
57       \see gsl_multifit_wlinear
58
59       \throw A GSL_error exception is thrown if memory allocation
60       fails or the underlying GSL calls fails (usually matrix
61       dimension errors).
62    */
63    void fit(const utility::Matrix& X, const utility::VectorBase& y, 
64             const utility::VectorBase& w);
65
66    ///
67    /// @return value in @a x according to fitted model
68    ///
69    double predict(const utility::VectorBase& x) const;
70
71    ///
72    /// @return expected squared prediction error for a new data point
73    /// in @a x
74    ///
75    double prediction_error2(const utility::VectorBase& x, const double w=1) const;
76
77    ///
78    /// @return error of model value in @a x
79    ///
80    double standard_error2(const utility::VectorBase& x) const;
81
82    ///
83    /// @return parameters of fitted model
84    ///
85    const utility::Vector& fit_parameters(void) const;
86
87    ///
88    /// @return variance of residuals
89    ///
90    double s2(const double w=1.0) const;
91
92  private:
93    double chisquare_;
94    utility::Matrix covariance_;
95    utility::Vector fit_parameters_;
96    double s2_;
97    gsl_multifit_linear_workspace* work_;
98
99  };
100
101}}} // of namespaces regression, yat, and theplu
102
103#endif
Note: See TracBrowser for help on using the repository browser.