STK_IUnivStatModel.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2016  Serge Iovleff, Université Lille 1, Inria
 
    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,
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    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::Model
 * created on: 22 juil. 2011
 * Purpose: define the class IUnivStatModel.
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 *
 **/
 
#ifndef STK_IUNIVSTATMODEL_H
#define STK_IUNIVSTATMODEL_H
#include <Sdk.h>
 
#include "STK_IStatModelBase.h"
 
namespace STK
{
 
template <class ColVector, class WColVector, class UnivariateLaw>
class IUnivStatModel: public IStatModelBase, public IRunnerUnsupervised<ColVector, WColVector>
{
  public:
    using IRunnerUnsupervised<ColVector, WColVector>::p_data;
    typedef typename ColVector::Type Type;
    typedef IRunnerUnsupervised<ColVector, WColVector> Runner;
 
  protected:
    IUnivStatModel(): IStatModelBase(), Runner() {}
    IUnivStatModel(ColVector const& data): IStatModelBase(data.size(), 1), Runner(data)
    { this->initialize(data.size(), 1);}
    IUnivStatModel(ColVector const* p_data): IStatModelBase(), Runner(p_data)
    { if (p_data) this->initialize(p_data->size(), 1) ;}
    IUnivStatModel( IUnivStatModel const& model)
                  : IStatModelBase(model), Runner(model), law_(model.law_) {}
 
  public:
    virtual ~IUnivStatModel() {}
    Real computeLnLikelihood() const
    {
      Real sum = 0.0;
      for (int i= p_data()->begin(); i<= p_data()->lastIdx(); i++)
      { if (!Arithmetic<Type>::isNA(p_data()->elt(i))) sum += law_.lpdf(p_data()->elt(i));}
      return sum;
    }
    inline UnivariateLaw const& law() const { return law_;}
    virtual int computeNbFreeParameters() const =0;
    virtual bool run()
    {
      if (!p_data())
      { this->msg_error_ = STKERROR_NO_ARG(IUnivStatModel::run(),data have not be set);
        return false;
      }
      try
      {
        // compute weighted parameters
        computeParameters();
        // compute log-likelihood
        this->setLnLikelihood(computeLnLikelihood());
        // set the number of free parameters
        this->setNbFreeParameter(computeNbFreeParameters());
      }
      catch (Exception const& e)
      { this->msg_error_ = e.error(); return false;}
      return true;
    }
    virtual bool run( WColVector const& weights)
    {
      if (!p_data())
      { this->msg_error_ = STKERROR_NO_ARG(IUnivStatModel::run(weights),data have not be set);
        return false;
      }
      try
      {
        // compute weighted parameters
        computeParameters(weights);
        // compute log-likelihood
        this->setLnLikelihood(computeLnLikelihood());
        // set the number of free parameters
        this->setNbFreeParameter(computeNbFreeParameters());
      }
      catch (Exception const& e)
      { this->msg_error_ = e.error(); return false;}
      return true;
    }
 
  protected:
    virtual void update()
    { if (p_data()) this->initialize(p_data()->size(), 1); }
    UnivariateLaw law_;
    virtual void computeParameters() = 0;
    virtual void computeParameters(WColVector const& weights) = 0;
};
 
 
} // namespace STK
 
#endif /* STK_IUNIVSTATMODEL_H */