PoissonFitter.h

#ifndef theplu_yat_regression_detail_poisson_fitter
#define theplu_yat_regression_detail_poisson_fitter

// $Id: PoissonFitter.h 3669 2017-07-27 07:42:09Z 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 <yat/utility/Matrix.h>
#include <yat/utility/Vector.h>

namespace theplu {
namespace yat {
namespace regression {
namespace detail {


  class PoissonFitter
  {
  public:
    PoissonFitter(const utility::Matrix& X, const utility::VectorBase& y,
                  utility::Vector& beta, utility::Matrix& covariance);
  private:
    double deviate(void) const;
    void init(void);
    utility::Vector& beta_;
    utility::Matrix& covariance_;
    const utility::Matrix& X_;
    const utility::VectorBase& y_;
    utility::Vector mu_;
    utility::Vector eta_;
  };


}}}}

#endif