STK_JointBernoulliModel.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2015  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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    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_JOINTBERNOULLIMODEL_H
#define STK_JOINTBERNOULLIMODEL_H
 
#include <cmath>
 
#include "STK_IMultiStatModel.h"
#include "STatistiK/include/STK_Law_Bernoulli.h"
 
namespace STK
{
 
class JointBernoulliParameters: public IMultiParameters<JointBernoulliParameters>
{
  public:
    JointBernoulliParameters() {}
    JointBernoulliParameters( Range const& size)
                            : prob_(size, 0.5)
                            , lnProb_(size, -Const::_LN2_)
                            , ln1mProb_(size, -Const::_LN2_)
    {}
    JointBernoulliParameters( JointBernoulliParameters const& param)
                            : prob_(param.prob_)
                            , lnProb_(param.lnProb_)
                            , ln1mProb_(param.ln1mProb_)
    {}
    ~JointBernoulliParameters() {}
    inline Real const prob(int const& j) const { return prob_[j];}
    inline Real const lnProb(int const& j) const { return lnProb_[j];}
    inline Real const ln1mProb(int const& j) const { return ln1mProb_[j];}
    inline void setProb(int const& j, Real const& prob)
    { prob_[j] = prob;
      if (prob>0) { lnProb_[j] = std::log(prob);}
      else        { lnProb_[j] = -Arithmetic<Real>::infinity();}
      if (prob<1) { ln1mProb_[j] = std::log(1.-prob);}
      else        { ln1mProb_[j] = -Arithmetic<Real>::infinity();}
    }
    inline void resizeImpl(Range const& range)
    { prob_.resize(range); lnProb_.resize(range); ln1mProb_.resize(range);}
 
  protected:
    Array2DPoint<Real> prob_;
    Array2DPoint<Real> lnProb_;
    Array2DPoint<Real> ln1mProb_;
};
 
template <class Array, class WColVector = CVectorX>
class JointBernoulliModel: public IMultiStatModel<Array, WColVector, JointBernoulliParameters >
{
  public:
    typedef typename Array::Type Type;
    typedef typename hidden::Traits<Array>::Row RowVector;
    typedef typename hidden::Traits<Array>::Col ColVector;
    typedef IMultiStatModel<Array, WColVector, JointBernoulliParameters > Base;
    using Base::p_data;
    using Base::p_param;
    JointBernoulliModel(): Base() {}
    JointBernoulliModel(Array const& data): Base(data) {}
    JointBernoulliModel(Array const* p_data): Base(p_data) {}
    JointBernoulliModel(JointBernoulliModel const& model): Base(model) {}
    virtual ~JointBernoulliModel() {}
    JointBernoulliModel* clone() const { return new JointBernoulliModel(*this);}
 
    virtual int computeNbFreeParameters() const
    { return p_data()->sizeCols();}
    virtual Real computeLnLikelihood( RowVector const& rowData) const
    {
      Real sum =0.;
      for (Integer j= rowData.begin(); j < rowData.end(); ++j)
      {
        sum += rowData[j] * p_param()->lnProb(j)
             + (1-rowData[j] * p_param()->ln1mProb(j) );
      }
      return sum;
    }
  protected:
    virtual void computeParameters()
    {
      for (int j=p_data()->beginCols(); j < p_data()->endCols(); ++j)
      {
        Real sum=0.;
        int nbObs=p_data()->sizeRows();
 
        for (int i=p_data()->beginRows(); i<=p_data()->lastIdxRows(); ++i)
        { (p_data()->elt(i,j) == binaryNA_) ? --nbObs : sum += p_data()->elt(i,j);}
        if (nbObs != 0) { p_param()->setProb(j,sum/nbObs);}
                   else { p_param()->setProb(j, Arithmetic<Real>::NA());}
      }
    }
    virtual void computeParameters(WColVector const& weights)
    {
      // compute
      for (int j=p_data()->beginCols(); j < p_data()->endCols(); ++j)
      {
        Real sum=0., wsum = 0.;
        for (int i=p_data()->beginRows(); i<=p_data()->lastIdxRows(); ++i)
        { if (p_data()->elt(i,j) != binaryNA_)
          { sum  += weights[i]*p_data()->elt(i,j);
            wsum += weights[i];
          }
        }
        if (wsum != 0) { p_param()->setProb(j, sum/wsum);}
                  else { p_param()->setProb(j, Arithmetic<Real>::NA());}
      }
    }
};
 
} // namespace STK
 
#endif /* STK_JOINTBERNOULLIMODEL_H */