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#ifndef theplu_yat_regression_poisson |
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#define theplu_yat_regression_poisson |
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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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|
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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 "Multivariate.h" |
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#include "yat/utility/Matrix.h" |
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#include "yat/utility/Vector.h" |
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namespace theplu { |
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namespace yat { |
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namespace regression { |
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/** |
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Poisson regression models count data from a poisson distribution |
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\f$ y \in Po(m(x)) \f$ in which the the expectation value, \f$ m |
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\f$ is modeled as \f$ log(m) = \beta_0 + \beta_1 x_1 + ... + |
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\beta_p x_p \f$, or for a given model, \f$ \beta \f$, and input |
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vector \f$ x \f$, the expectation value \f$ E(Y | x, \beta) = |
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\exp(\beta'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 Poisson : public Multivariate |
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{ |
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public: |
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/** |
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\brief Covariance of fit parameters |
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*/ |
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const utility::Matrix& covariance(void); |
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/** |
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\brief fit model |
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\since New in yat 0.20 |
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*/ |
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void fit2(const utility::MatrixBase& x, const utility::VectorBase& y); |
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/** |
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Just kept for back compatibility with yat 0.19. Exactly the |
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same behaviour as for fit2. |
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*/ |
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void fit(const utility::Matrix& X, const utility::VectorBase& y); |
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/** |
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Number of parameters equals 1 + number of columns in A. |
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\return parameters \f$ \beta \f$ |
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*/ |
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const utility::Vector& fit_parameters(void) const; |
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/** |
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Predicted value given \a x. The prediction is calculated as |
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\f$ \exp{\beta_0 + \beta_1 x_1 +...+\beta_p x_p} \f$ |
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*/ |
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double predict(const utility::VectorBase& x) const; |
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private: |
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utility::Vector beta_; |
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utility::Matrix covariance_; |
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}; |
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}}} |
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#endif |