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#ifndef theplu_yat_regression_multivariate |
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#define theplu_yat_regression_multivariate |
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// $Id$ |
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/* |
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Copyright (C) 2017, 2021, 2022 Peter Johansson |
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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|
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namespace theplu { |
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namespace yat { |
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namespace utility { |
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class Matrix; |
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class MatrixBase; |
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class Vector; |
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class VectorBase; |
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} |
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namespace regression { |
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|
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/** |
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The name of this class is a bit a misnomer; a better name would |
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be Multivariable. It defines the interface for multivariable |
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regression classes, i.e., \f$ x \f$ is a vector in the |
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general model \f$ y = f(x) \f$. |
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|
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\since new in yat 0.15 |
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*/ |
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class Multivariate |
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{ |
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public: |
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/** |
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\brief destructor |
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*/ |
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virtual ~Multivariate(void); |
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|
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/** |
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This is the old interface before MatrixBase was introduced and |
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is only kept not to break compatibility with older code. This |
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function should have the same behaviour as the fit2 function |
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and typically it's implemented with a direct call two fit2. |
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*/ |
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virtual void fit(const utility::Matrix& x, const utility::VectorBase& y)=0; |
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|
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/** |
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Estimating model parameters based on \a X to fit output data \a |
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y. Each row in \a X corresponds to one data point, i.e., number |
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of rows in \a X must match size of \a y. |
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|
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A default implementation (relying on function fit()) is |
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provided just to not break older code. The implementation |
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involves a copying of the input matrix and classes inheriting |
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from Multivariate should this preferably implement this |
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function to avoid that copying. |
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|
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\since New in yat 0.20 |
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*/ |
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virtual void fit2(const utility::MatrixBase& x, |
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const utility::VectorBase& y); |
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/** |
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\return parameters of the model |
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*/ |
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virtual const utility::Vector& fit_parameters(void) const=0; |
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/** |
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\brief predict value in \a x according to model |
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*/ |
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virtual double predict(const utility::VectorBase& x) const=0; |
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}; |
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}}} |
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#endif |