STK_IStatModelBase.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.
 
    This program 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 Lesser General Public License for more details.
 
    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::StatModels
 * created on: 15 oct. 2012
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 **/
 
#ifndef STK_ISTATMODELBASE_H
#define STK_ISTATMODELBASE_H
 
#include <cmath>
#include <STKernel.h>
 
namespace STK
{
class IStatModelBase
{
  protected:
    inline IStatModelBase() { initialize(0, 0);}
    inline IStatModelBase( int nbSample)
    { initialize(nbSample, 0);}
    inline IStatModelBase( int nbSample, int nbVariable)
    { initialize(nbSample, nbVariable);}
    inline IStatModelBase( IStatModelBase const& model)
                         : nbSample_(model.nbSample_)
                         , nbVariable_(model.nbVariable_)
                         , lnLikelihood_(model.lnLikelihood_)
                         , nbFreeParameter_(model.nbFreeParameter_)
    {}
    inline ~IStatModelBase() {}
 
  public:
    inline int nbSample() const { return nbSample_;}
    inline Real lnNbSample() const
    { return (nbSample_ <= 0) ? -Arithmetic<Real>::infinity() : std::log((Real)nbSample_);}
    inline int nbVariable() const { return nbVariable_;}
    inline Real lnLikelihood() const { return lnLikelihood_;}
    inline Real likelihood() const
    { return (Arithmetic<Real>::isFinite(lnLikelihood_)) ? std::exp((Real)lnLikelihood_) : 0.;}
    inline int nbFreeParameter() const { return nbFreeParameter_;}
    inline Real computeBIC() const
    { return (-2. * lnLikelihood() + nbFreeParameter() * lnNbSample());}
    inline Real computeAIC() const
    { return (-2. * lnLikelihood()+nbFreeParameter());}
    inline Real computeML() const
    { return (-2. * lnLikelihood());}
 
  protected:
    inline void setNbFreeParameter( int const& nbFreeParameter)
    { nbFreeParameter_ = nbFreeParameter;}
    inline void setNbSample( int const& nbSample)
    { nbSample_ = nbSample;}
    inline void setNbVariable( int const& nbVariable)
    { nbVariable_ = nbVariable;}
    inline void setLnLikelihood( Real const& lnLikelihood)
    { lnLikelihood_ = lnLikelihood;}
    inline void initialize( int nbSample, int nbVariable)
    {
      nbSample_     = nbSample;
      nbVariable_   = nbVariable;
      lnLikelihood_ = -Arithmetic<Real>::infinity();
      nbFreeParameter_ = 0;
    }
 
  private:
    int nbSample_;
    int nbVariable_;
    Real lnLikelihood_;
    int nbFreeParameter_;
};
 
} // namespace STK
 
#endif /* STK_ISTATMODELBASE_H */