STK_PenCriterion.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,
    Boston, MA 02111-1307
    USA
 
    Contact : S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
*/
 
/*
 * Project:  stkpp::Model
 * created on: 22 juil. 2011
 * Purpose: define the Interface base class ICriterion.
 * Author:   iovleff, S..._Dot_I..._At_stkpp_Dot_org (see copyright for ...)
 *
 **/
 
#ifndef STK_PENCRITERION_H
#define STK_PENCRITERION_H
#include <Sdk.h>
 
#include "STK_IStatModelBase.h"
 
namespace STK
{
class ICriterion: public IRunnerBase
{
  protected:
    inline ICriterion() : p_model_(), value_(Arithmetic<Real>::NA()) {}
    inline ICriterion( IStatModelBase const* p_model)
                     : p_model_(p_model), value_(Arithmetic<Real>::NA()){}
    inline ICriterion( IStatModelBase const& model)
                     : p_model_(&model), value_(Arithmetic<Real>::NA()) {}
    inline ICriterion( ICriterion const& criterion)
                     : p_model_(criterion.p_model_), value_(criterion.value_) {}
 
  public:
    inline virtual ~ICriterion() {}
    inline Real const& value() const { return value_;}
    inline void setModel( IStatModelBase const* p_model) { p_model_ = p_model;}
    inline void setModel( IStatModelBase const& model) { p_model_ = &model;}
 
  protected:
    IStatModelBase const* p_model_;
    Real value_;
};
 
class AICCriterion: public ICriterion
{
  public:
    inline AICCriterion(): ICriterion() {}
    inline AICCriterion( IStatModelBase* const p_model): ICriterion(p_model) {}
    inline AICCriterion( IStatModelBase const& model): ICriterion(model) {}
    inline AICCriterion( AICCriterion const& criterion): ICriterion(criterion) {}
    inline virtual ~AICCriterion() {}
    inline AICCriterion* clone() const { return new AICCriterion(*this);}
    virtual bool run();
};
 
//* Compute AIC Criterion */
inline bool AICCriterion::run()
{
  if (!p_model_)
  { msg_error_ = STKERROR_NO_ARG(AICCriterion::run,p_model_ is not set);
    return false;
  }
  value_ = p_model_->computeAIC();
  return true;
}
 
class BICCriterion: public ICriterion
{
  public:
    inline BICCriterion(): ICriterion() {}
    inline BICCriterion( IStatModelBase* const p_model): ICriterion(p_model) {}
    inline BICCriterion( IStatModelBase const& model): ICriterion(model) {}
    inline BICCriterion( BICCriterion const& criterion): ICriterion(criterion) {}
    inline virtual ~BICCriterion() {}
    inline BICCriterion* clone() const { return new BICCriterion(*this);}
    virtual bool run();
};
 
//* Compute BIC Criterion */
inline bool BICCriterion::run()
{
  if (!p_model_)
  { msg_error_ = STKERROR_NO_ARG(BICCriterion::run,p_model_ is not set);
    return false;
  }
  value_  = p_model_->computeBIC();
  return true;
}
} // namespace STK
 
#endif