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// $Id$ |
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/* |
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Copyright (C) 2017, 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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#include <config.h> |
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#include "Poisson.h" |
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#include "detail/PoissonFitter.h" |
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#include <yat/utility/Matrix.h> |
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#include <yat/utility/Vector.h> |
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#include <yat/utility/VectorBase.h> |
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#include <yat/utility/VectorConstView.h> |
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#include <cassert> |
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#include <cmath> |
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namespace theplu { |
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namespace yat { |
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namespace regression { |
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const utility::Matrix& Poisson::covariance(void) |
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{ |
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return covariance_; |
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} |
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void Poisson::fit(const utility::Matrix& x, const utility::VectorBase& y) |
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{ |
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fit2(x, y); |
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} |
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void Poisson::fit2(const utility::MatrixBase& X, const utility::VectorBase& y) |
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{ |
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assert(X.rows() == y.size()); |
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utility::Matrix X2(X.rows(), X.columns()+1, 1.0); |
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for (size_t i=0; i<X.columns(); ++i) |
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X2.column_view(i+1) = X.column_const_view(i); |
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detail::PoissonFitter fitter(X2, y, beta_, covariance_); |
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assert(beta_.size() == X.columns() + 1); |
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} |
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const utility::Vector& Poisson::fit_parameters(void) const |
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{ |
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return beta_; |
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} |
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double Poisson::predict(const utility::VectorBase& x) const |
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{ |
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assert(x.size() + 1 == beta_.size()); |
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using utility::VectorConstView; |
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double logm = beta_(0) + VectorConstView(beta_, 1, x.size()) * x; |
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return std::exp(logm); |
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} |
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}}} // of namespaces regression, yat, and theplu |