source: trunk/yat/regression/NaiveWeighted.cc @ 831

// $Id: NaiveWeighted.cc 831 2007-03-27 13:22:09Z peter $

/*
  Copyright (C) 2005 Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Peter Johansson
  Copyright (C) 2007 Peter Johansson

  This file is part of the yat library, http://lev.thep.lu.se/trac/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 2 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "NaiveWeighted.h"
#include "OneDimensional.h"
#include "yat/statistics/AveragerWeighted.h"
#include "yat/utility/vector.h"

#include <cassert>

namespace theplu {
namespace yat {
namespace regression {

  NaiveWeighted::NaiveWeighted(void)
    : OneDimensionalWeighted()
  {
  }

  NaiveWeighted::~NaiveWeighted(void)
  {
  }

  void NaiveWeighted::fit(const utility::vector& x,
                          const utility::vector& y,
                          const utility::vector& w)
  {
    assert(x.size()==y.size());
    assert(y.size()==w.size());
    ap_.reset();
    ap_.add_values(x,y,utility::vector(x.size(),1.0), w);
    chisq_ = ap_.y_averager().sum_xx_centered();
  }


  double NaiveWeighted::predict(const double x) const
  {
    return ap_.y_averager().mean();
  }


  double NaiveWeighted::s2(double w) const
  {
    return chisq_/(w*(ap_.y_averager().n()-1));
  }


  double NaiveWeighted::standard_error2(const double x) const
  { 
    return chisq_/( (ap_.y_averager().n()-1)*ap_.y_averager().sum_w() );
  }

}}} // of namespaces regression, yat, and theplu