LinearWeighted.h

#ifndef _theplu_yat_regression_linearweighted_
#define _theplu_yat_regression_linearweighted_

// $Id: LinearWeighted.h 3076 2013-09-05 08:01:19Z peter $

/*
  Copyright (C) 2005 Peter Johansson
  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
  Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson
  Copyright (C) 2012 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"

namespace theplu {
namespace yat {
  namespace utility {
    class VectorBase;
  }
namespace regression {

  class LinearWeighted : public OneDimensionalWeighted
  {

  public:
    LinearWeighted(void);

    virtual ~LinearWeighted(void);

    double alpha(void) const;

    double alpha_var(void) const;

    double beta(void) const;

    double beta_var(void) const;

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

    double predict(const double x) const;

    double s2(double w=1) const;

    double standard_error2(const double x) const;

  private:
    LinearWeighted(const LinearWeighted&);

    double m_x(void) const;
    double m_y(void) const;
    double sxx(void) const;
    double syy(void) const;
    double sxy(void) const;

    double alpha_;
    double alpha_var_;
    double beta_;
    double beta_var_;
  };

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

#endif