yat  0.14.5pre
MultiDimensional.h
1 #ifndef _theplu_yat_regression_multidimensional_
2 #define _theplu_yat_regression_multidimensional_
3 
4 // $Id: MultiDimensional.h 2126 2009-12-22 20:45:07Z peter $
5 
6 /*
7  Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson
8  Copyright (C) 2009 Peter Johansson
9 
10  This file is part of the yat library, http://dev.thep.lu.se/yat
11 
12  The yat library is free software; you can redistribute it and/or
13  modify it under the terms of the GNU General Public License as
14  published by the Free Software Foundation; either version 3 of the
15  License, or (at your option) any later version.
16 
17  The yat library is distributed in the hope that it will be useful,
18  but WITHOUT ANY WARRANTY; without even the implied warranty of
19  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
20  General Public License for more details.
21 
22  You should have received a copy of the GNU General Public License
23  along with yat. If not, see <http://www.gnu.org/licenses/>.
24 */
25 
26 #include "yat/utility/Matrix.h"
27 #include "yat/utility/Vector.h"
28 
29 #include <gsl/gsl_multifit.h>
30 
31 namespace theplu {
32 namespace yat {
33 namespace regression {
34 
39  {
40  public:
41 
45  MultiDimensional(void);
46 
50  ~MultiDimensional(void);
51 
55  const utility::Matrix& covariance(void) const;
56 
67  void fit(const utility::Matrix& X, const utility::VectorBase& y);
68 
72  const utility::Vector& fit_parameters(void) const;
73 
77  double chisq(void) const;
78 
82  double predict(const utility::VectorBase& x) const;
83 
88  double prediction_error2(const utility::VectorBase& x) const;
89 
93  double standard_error2(const utility::VectorBase& x) const;
94 
95  private:
96  // no copy allowed
98  MultiDimensional& operator=(const MultiDimensional&);
99 
100  double chisquare_;
101  double s2_;
102  utility::Matrix covariance_;
103  utility::Vector fit_parameters_;
104  gsl_multifit_linear_workspace* work_;
105 
106  };
107 
108 }}} // of namespaces regression, yat, and theplu
109 
110 #endif
double standard_error2(const utility::VectorBase &x) const
void fit(const utility::Matrix &X, const utility::VectorBase &y)
Function fitting parameters of the linear model by miminizing the quadratic deviation between model a...
const utility::Vector & fit_parameters(void) const
double prediction_error2(const utility::VectorBase &x) const
double chisq(void) const
Summed Squared Error.
double predict(const utility::VectorBase &x) const
MultiDimesional fitting.
Definition: MultiDimensional.h:38
This is the yat interface to GSL vector.
Definition: Vector.h:57
MultiDimensional(void)
Default Constructor.
This is the yat interface to GSL vector.
Definition: VectorBase.h:52
const utility::Matrix & covariance(void) const
covariance of parameters
Interface to GSL matrix.
Definition: Matrix.h:63

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