yat
0.8.3pre
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00001 #ifndef _theplu_yat_regression_multidimensionalweighted_ 00002 #define _theplu_yat_regression_multidimensionalweighted_ 00003 00004 // $Id: MultiDimensionalWeighted.h 2127 2009-12-22 20:45:22Z peter $ 00005 00006 /* 00007 Copyright (C) 2006, 2007, 2008 Jari Häkkinen, Peter Johansson 00008 Copyright (C) 2009 Peter Johansson 00009 00010 This file is part of the yat library, http://dev.thep.lu.se/yat 00011 00012 The yat library is free software; you can redistribute it and/or 00013 modify it under the terms of the GNU General Public License as 00014 published by the Free Software Foundation; either version 3 of the 00015 License, or (at your option) any later version. 00016 00017 The yat library is distributed in the hope that it will be useful, 00018 but WITHOUT ANY WARRANTY; without even the implied warranty of 00019 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 00020 General Public License for more details. 00021 00022 You should have received a copy of the GNU General Public License 00023 along with yat. If not, see <http://www.gnu.org/licenses/>. 00024 */ 00025 00026 #include "yat/utility/Matrix.h" 00027 #include "yat/utility/Vector.h" 00028 00029 #include <gsl/gsl_multifit.h> 00030 00031 namespace theplu { 00032 namespace yat { 00033 namespace regression { 00034 00038 class MultiDimensionalWeighted 00039 { 00040 public: 00041 00045 MultiDimensionalWeighted(void); 00046 00050 ~MultiDimensionalWeighted(void); 00051 00055 double chisq(void) const; 00056 00064 void fit(const utility::Matrix& X, const utility::VectorBase& y, 00065 const utility::VectorBase& w); 00066 00070 double predict(const utility::VectorBase& x) const; 00071 00076 double prediction_error2(const utility::VectorBase& x, 00077 const double w=1) const; 00078 00082 double standard_error2(const utility::VectorBase& x) const; 00083 00087 const utility::Vector& fit_parameters(void) const; 00088 00092 double s2(const double w=1.0) const; 00093 00094 private: 00095 // no copy allowed 00096 MultiDimensionalWeighted(const MultiDimensionalWeighted&); 00097 MultiDimensionalWeighted& operator=(const MultiDimensionalWeighted&); 00098 00099 double chisquare_; 00100 utility::Matrix covariance_; 00101 utility::Vector fit_parameters_; 00102 double s2_; 00103 gsl_multifit_linear_workspace* work_; 00104 00105 }; 00106 00107 }}} // of namespaces regression, yat, and theplu 00108 00109 #endif