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STK++ 0.9.13
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A Bernoulli model, is a statistical model of the following form. More...
#include <STK_BernoulliModel.h>

Public Types | |
| typedef Array::Type | Type |
| Type of the data contained in the container. | |
| typedef IUnivStatModel< Array, WColVector, Law::Bernoulli > | Base |
| Base class. | |
Public Types inherited from STK::IUnivStatModel< Array, WColVector, Law::Bernoulli > | |
| typedef ColVector::Type | Type |
| Type of the data contained in the container. | |
| typedef IRunnerUnsupervised< Array, WColVector > | Runner |
| Type of the Runner. | |
Public Member Functions | |
| BernoulliModel () | |
| default constructor. | |
| BernoulliModel (Array const &data) | |
| Constructor with data set. | |
| BernoulliModel (Array const *p_data) | |
| Constructor with a ptr on the data set. | |
| BernoulliModel (BernoulliModel const &model) | |
| Copy constructor. | |
| BernoulliModel * | clone () const |
| clone patern | |
| virtual | ~BernoulliModel () |
| destructor | |
| virtual int | computeNbFreeParameters () const |
| compute the number of free parameters | |
Public Member Functions inherited from STK::IUnivStatModel< Array, WColVector, Law::Bernoulli > | |
| virtual | ~IUnivStatModel () |
| destructor | |
| Real | computeLnLikelihood () const |
| compute the log Likelihood of the statistical model. | |
| Law::Bernoulli const & | law () const |
| virtual bool | run () |
| Estimate the parameters of the model and update the. | |
| virtual bool | run (WColVector const &weights) |
| compute the weighted empirical probability of success based on the observed variables. | |
Public Member Functions inherited from STK::IStatModelBase | |
| int | nbSample () const |
| Real | lnNbSample () const |
| int | nbVariable () const |
| Real | lnLikelihood () const |
| Real | likelihood () const |
| int | nbFreeParameter () const |
| Real | computeBIC () const |
| Real | computeAIC () const |
| Real | computeML () const |
Public Member Functions inherited from STK::IRunnerUnsupervised< Array, Weights_ > | |
| Array const * | p_data () const |
| get the data set | |
| virtual void | setData (Array const *p_data) |
| Set the data set. | |
| virtual void | setData (Array const &data) |
| Set the data set. | |
| virtual bool | run (Weights_ const &weights)=0 |
| run the weighted computations. | |
Public Member Functions inherited from STK::IRunnerBase | |
| String const & | error () const |
| get the last error message. | |
Protected Member Functions | |
| virtual void | computeParameters () |
| compute the empirical probability of success based on the observed variables. | |
| virtual void | computeParameters (WColVector const &weights) |
| compute the weighted empirical probability of success based on the observed variables. | |
Protected Member Functions inherited from STK::IUnivStatModel< Array, WColVector, Law::Bernoulli > | |
| IUnivStatModel () | |
| default constructor. | |
| IUnivStatModel (Array const &data) | |
| Constructor with data set. | |
| IUnivStatModel (Array const *p_data) | |
| Constructor with a ptr on the data set. | |
| IUnivStatModel (IUnivStatModel const &model) | |
| Copy constructor. | |
| virtual void | update () |
| This virtual method will be called if the user set a new data set. | |
Protected Member Functions inherited from STK::IStatModelBase | |
| IStatModelBase () | |
| Default constructor. | |
| IStatModelBase (int nbSample) | |
| Constructor with specified dimension. | |
| IStatModelBase (int nbSample, int nbVariable) | |
| Constructor with specified dimension. | |
| IStatModelBase (IStatModelBase const &model) | |
| Copy constructor. | |
| ~IStatModelBase () | |
| destructor | |
| void | setNbFreeParameter (int const &nbFreeParameter) |
| set the number of free parameters of the model | |
| void | setNbSample (int const &nbSample) |
| set the number of samples of the model | |
| void | setNbVariable (int const &nbVariable) |
| set the number of variables of the model | |
| void | setLnLikelihood (Real const &lnLikelihood) |
| set the log-likelihood of the model | |
| void | initialize (int nbSample, int nbVariable) |
| set the dimensions of the parameters of the model | |
Protected Member Functions inherited from STK::IRunnerUnsupervised< Array, Weights_ > | |
| IRunnerUnsupervised () | |
| default constructor. | |
| IRunnerUnsupervised (Array const *const p_data) | |
| constructor with a pointer on the constant data set | |
| IRunnerUnsupervised (Array const &data) | |
| constructor with a constant reference on the data set | |
| IRunnerUnsupervised (IRunnerUnsupervised const &runner) | |
| copy constructor | |
| ~IRunnerUnsupervised () | |
| destructor | |
Protected Member Functions inherited from STK::IRunnerBase | |
| IRunnerBase () | |
| default constructor | |
| IRunnerBase (IRunnerBase const &runner) | |
| copy constructor | |
| virtual | ~IRunnerBase () |
| destructor | |
Additional Inherited Members | |
Protected Attributes inherited from STK::IUnivStatModel< Array, WColVector, Law::Bernoulli > | |
| Law::Bernoulli | law_ |
| The probability law of the model. | |
Protected Attributes inherited from STK::IRunnerUnsupervised< Array, Weights_ > | |
| Array const * | p_data_ |
| A pointer on the original data set. | |
Protected Attributes inherited from STK::IRunnerBase | |
| String | msg_error_ |
| String with the last error message. | |
| bool | hasRun_ |
true if run has been used, false otherwise | |
A Bernoulli model, is a statistical model of the following form.
![\[
f(x_i = x|\theta) =
p^{x_i} (1-p)^{1-x_i}, \quad x_i\in\{0,1\}, \quad i=1\ldots,n.
\]](form_299.png)
Definition at line 57 of file STK_BernoulliModel.h.
| typedef IUnivStatModel<Array, WColVector, Law::Bernoulli> STK::BernoulliModel< Array, WColVector >::Base |
Base class.
Definition at line 65 of file STK_BernoulliModel.h.
| typedef Array::Type STK::BernoulliModel< Array, WColVector >::Type |
Type of the data contained in the container.
Definition at line 63 of file STK_BernoulliModel.h.
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inline |
default constructor.
Definition at line 67 of file STK_BernoulliModel.h.
Referenced by STK::BernoulliModel< Array, WColVector >::clone().
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inline |
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inline |
Constructor with a ptr on the data set.
Definition at line 71 of file STK_BernoulliModel.h.
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inline |
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inlinevirtual |
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inline |
clone patern
Definition at line 75 of file STK_BernoulliModel.h.
References STK::BernoulliModel< Array, WColVector >::BernoulliModel().
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inlinevirtual |
compute the number of free parameters
Implements STK::IUnivStatModel< Array, WColVector, Law::Bernoulli >.
Definition at line 79 of file STK_BernoulliModel.h.
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inlineprotectedvirtual |
compute the empirical probability of success based on the observed variables.
The NA values are discarded.
Implements STK::IUnivStatModel< Array, WColVector, Law::Bernoulli >.
Definition at line 85 of file STK_BernoulliModel.h.
References STK::binaryNA_, STK::IUnivStatModel< Array, WColVector, Law::Bernoulli >::law_, STK::IRunnerUnsupervised< Array, Weights_ >::p_data(), STK::Law::Bernoulli::setProb(), and STK::sum().
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inlineprotectedvirtual |
compute the weighted empirical probability of success based on the observed variables.
The NA values are discarded.
Implements STK::IUnivStatModel< Array, WColVector, Law::Bernoulli >.
Definition at line 97 of file STK_BernoulliModel.h.
References STK::binaryNA_, STK::IUnivStatModel< Array, WColVector, Law::Bernoulli >::law_, STK::IRunnerUnsupervised< Array, Weights_ >::p_data(), STK::Law::Bernoulli::setProb(), and STK::sum().