PolynomialWeighted.h

#ifndef _theplu_yat_regression_polynomialweighted_
#define _theplu_yat_regression_polynomialweighted_

// $Id: PolynomialWeighted.h 2119 2009-12-12 23:11:43Z peter $

/*
  Copyright (C) 2006, 2007, 2008 Jari Häkkinen, Peter Johansson

  This file is part of the yat library, http://dev.thep.lu.se/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 3 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 yat. If not, see <http://www.gnu.org/licenses/>.
*/

#include "OneDimensionalWeighted.h"
#include "MultiDimensionalWeighted.h"
#include "yat/utility/Vector.h"

namespace theplu {
namespace yat {
namespace regression {

  class PolynomialWeighted : public OneDimensionalWeighted
  {
  public:

    PolynomialWeighted(size_t power);

    ~PolynomialWeighted(void);

    void fit(const utility::VectorBase& x, const utility::VectorBase& y,
             const utility::VectorBase& w);

    const utility::Vector& fit_parameters(void) const;

    double s2(const double w=1) const;

    double predict(const double x) const;

    double standard_error2(const double x) const;

  private:
    MultiDimensionalWeighted md_;
    size_t power_;

  };

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

#endif