Poisson.h

#ifndef theplu_yat_regression_poisson
#define theplu_yat_regression_poisson

// $Id: Poisson.h 3662 2017-07-19 01:53:55Z peter $

/*
  Copyright (C) 2017 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 "Multivariate.h"

#include "yat/utility/Matrix.h"
#include "yat/utility/Vector.h"

namespace theplu {
namespace yat {
namespace regression {

  class Poisson : public Multivariate
  {
  public:
    const utility::Matrix& covariance(void);

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

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

    double predict(const utility::VectorBase& x) const;
  private:
    utility::Vector beta_;
    utility::Matrix covariance_;
  };

}}}

#endif