STK::IStatModelBase Class Reference

Interface base class for all Statistical Models. More...

#include <STK_IStatModelBase.h>

Inheritance diagram for STK::IStatModelBase:

Public Member Functions
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

Protected Member Functions
	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

Private Attributes
int	nbSample_
	total available samples
int	nbVariable_
	total available variables
Real	lnLikelihood_
	likelihood of the samples
int	nbFreeParameter_
	number of free parameters of the model

Detailed Description

Interface base class for all Statistical Models.

This Interface can be used for any kind of data set. However, it is not allowed to instantiate directly this class. For a concrete class, use a derived class of the IStatMode class.

See also

IStatModel.

When using a model selection criterion like AIC or BIC, this class is self-sufficient.

See also

AICCriterion, BICCriterion, IStatModel, IMixtureComposer.

Definition at line 55 of file STK_IStatModelBase.h.

Constructor & Destructor Documentation

IStatModelBase() [1/4]

STK::IStatModelBase::IStatModelBase ( )

inlineprotected

Default constructor.

Definition at line 59 of file STK_IStatModelBase.h.

{ initialize(0, 0);}

References initialize().

IStatModelBase() [2/4]

STK::IStatModelBase::IStatModelBase ( int  nbSample )

inlineprotected

Constructor with specified dimension.

Parameters

nbSample

Number of samples of the model

Definition at line 63 of file STK_IStatModelBase.h.

    { initialize(nbSample, 0);}

References initialize(), and nbSample().

IStatModelBase() [3/4]

STK::IStatModelBase::IStatModelBase ( int  nbSample, int  nbVariable  )

inlineprotected

Constructor with specified dimension.

Parameters

nbSample,nbVariable

Number of samples and variables of the model

Definition at line 68 of file STK_IStatModelBase.h.

    { initialize(nbSample, nbVariable);}

References initialize(), nbSample(), and nbVariable().

IStatModelBase() [4/4]

STK::IStatModelBase::IStatModelBase ( IStatModelBase const &  model )

inlineprotected

Copy constructor.

Parameters

model

the model to copy

Definition at line 73 of file STK_IStatModelBase.h.

                         : nbSample_(model.nbSample_)
                         , nbVariable_(model.nbVariable_)
                         , lnLikelihood_(model.lnLikelihood_)
                         , nbFreeParameter_(model.nbFreeParameter_)
    {}

~IStatModelBase()

STK::IStatModelBase::~IStatModelBase ( )

inlineprotected

destructor

Definition at line 80 of file STK_IStatModelBase.h.

{}

Member Function Documentation

computeAIC()

Real STK::IStatModelBase::computeAIC ( ) const

inline

Returns

computed AIC criteria.

Definition at line 101 of file STK_IStatModelBase.h.

    { return (-2. * lnLikelihood()+nbFreeParameter());}

References lnLikelihood(), and nbFreeParameter().

Referenced by STK::AICMixtureCriterion::run(), and STK::AICCriterion::run().

computeBIC()

Real STK::IStatModelBase::computeBIC ( ) const

inline

Returns

computed BIC criterion.

Definition at line 98 of file STK_IStatModelBase.h.

    { return (-2. * lnLikelihood() + nbFreeParameter() * lnNbSample());}

References lnLikelihood(), lnNbSample(), and nbFreeParameter().

Referenced by STK::BICMixtureCriterion::run(), and STK::BICCriterion::run().

computeML()

Real STK::IStatModelBase::computeML ( ) const

inline

Returns

computed ML criteria.

Definition at line 104 of file STK_IStatModelBase.h.

    { return (-2. * lnLikelihood());}

References lnLikelihood().

initialize()

void STK::IStatModelBase::initialize ( int  nbSample, int  nbVariable  )

inlineprotected

set the dimensions of the parameters of the model

Parameters

nbSample	number of samples of the model
nbVariable	number of variables of the model

Definition at line 132 of file STK_IStatModelBase.h.

    {
      nbSample_     = nbSample;
      nbVariable_   = nbVariable;
      lnLikelihood_ = -Arithmetic<Real>::infinity();
      nbFreeParameter_ = 0;
    }

References lnLikelihood_, nbFreeParameter_, nbSample(), nbSample_, nbVariable(), and nbVariable_.

Referenced by STK::MixtureLearner::createLearner(), STK::IMultiStatModel< Derived >::IMultiStatModel(), STK::IMultiStatModel< Derived >::IMultiStatModel(), STK::IStatModel< Derived >::IStatModel(), IStatModelBase(), IStatModelBase(), IStatModelBase(), STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::IUnivStatModel(), STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::IUnivStatModel(), STK::IMultiStatModel< Derived >::update(), and STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::update().

likelihood()

Real STK::IStatModelBase::likelihood ( ) const

inline

Returns

The likelihood

Definition at line 93 of file STK_IStatModelBase.h.

    { return (Arithmetic<Real>::isFinite(lnLikelihood_)) ? std::exp((Real)lnLikelihood_) : 0.;}

References lnLikelihood_.

lnLikelihood()

Real STK::IStatModelBase::lnLikelihood ( ) const

inline

Returns

The ln-likelihood

Definition at line 91 of file STK_IStatModelBase.h.

{ return lnLikelihood_;}

References lnLikelihood_.

Referenced by computeAIC(), computeBIC(), STK::IMixtureStatModel::computeICL(), computeML(), STK::EMAlgo::run(), STK::CEMAlgo::run(), STK::SEMAlgo::run(), STK::SemiSEMAlgo::run(), STK::ImputeAlgo::run(), STK::SimulAlgo::run(), STK::EMPredict::run(), STK::SemiSEMPredict::run(), STK::MLMixtureCriterion::run(), STK::FullStrategy::run(), STK::SimpleStrategy::run(), STK::XemStrategy::run(), STK::StrategyFacade::run(), STK::LearnFacade::run(), setLnLikelihood(), STK::MixtureComposer::storeIntermediateResults(), STK::MixtureLearner::storeIntermediateResults(), STK::IMixtureStrategy::storeModel(), STK::MixtureComposer::writeParameters(), and STK::MixtureLearner::writeParameters().

lnNbSample()

Real STK::IStatModelBase::lnNbSample ( ) const

inline

Returns

the log of the total number of observations

Definition at line 86 of file STK_IStatModelBase.h.

    { return (nbSample_ <= 0) ? -Arithmetic<Real>::infinity() : std::log((Real)nbSample_);}

References nbSample_.

Referenced by computeBIC(), and STK::IMixtureStatModel::computeICL().

nbFreeParameter()

int STK::IStatModelBase::nbFreeParameter ( ) const

inline

Returns

the total number of free parameters

Definition at line 96 of file STK_IStatModelBase.h.

{ return nbFreeParameter_;}

References nbFreeParameter_.

Referenced by computeAIC(), computeBIC(), STK::IMixtureStatModel::computeICL(), STK::MixtureComposerFixedProp::create(), STK::MixtureSemiLearnerFixedProp::create(), STK::IMixtureStatModel::registerMixture(), STK::IMixtureStatModel::releaseMixture(), setNbFreeParameter(), STK::MixtureComposer::writeParameters(), and STK::MixtureLearner::writeParameters().

nbSample()

int STK::IStatModelBase::nbSample ( ) const

inline

Returns

the total number of observations

Definition at line 84 of file STK_IStatModelBase.h.

{ return nbSample_;}

References nbSample_.

Referenced by STK::MixtureComposer::create(), STK::MixtureComposerFixedProp::create(), STK::MixtureLearner::create(), STK::MixtureSemiLearner::create(), STK::MixtureSemiLearnerFixedProp::create(), STK::MixtureLearner::createLearner(), initialize(), IStatModelBase(), IStatModelBase(), STK::IMixtureLearner::setClassLabels(), STK::MixtureSemiLearner::setLabels(), STK::IMixtureStatModel::setMixtureParameters(), STK::IMixtureAlgo::setModel(), setNbSample(), STK::MixtureComposer::writeParameters(), and STK::MixtureLearner::writeParameters().

nbVariable()

int STK::IStatModelBase::nbVariable ( ) const

inline

Returns

the number of variables

Definition at line 89 of file STK_IStatModelBase.h.

{ return nbVariable_;}

References nbVariable_.

Referenced by initialize(), IStatModelBase(), and setNbVariable().

setLnLikelihood()

void STK::IStatModelBase::setLnLikelihood ( Real const &  lnLikelihood )

inlineprotected

set the log-likelihood of the model

Parameters

lnLikelihood

the log-likelihood of the model

Definition at line 126 of file STK_IStatModelBase.h.

    { lnLikelihood_ = lnLikelihood;}

References lnLikelihood(), and lnLikelihood_.

Referenced by STK::IMixtureComposer::eStep(), STK::MixtureSemiLearner::eStep(), STK::IMixtureComposer::finalizeStep(), STK::IMixtureStatModel::finalizeStep(), STK::IMixtureComposer::initializeStep(), STK::IMixtureStatModel::initializeStep(), STK::MixtureLearner::paramUpdateStep(), STK::IMixtureStatModel::releaseMixture(), STK::IMultiStatModel< Derived >::run(), STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::run(), STK::IMultiStatModel< Derived >::run(), STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::run(), STK::MixtureComposer::setParametersStep(), and STK::MixtureLearner::setParametersStep().

setNbFreeParameter()

void STK::IStatModelBase::setNbFreeParameter ( int const &  nbFreeParameter )

inlineprotected

set the number of free parameters of the model

Parameters

nbFreeParameter

number of free parameters of the model

Definition at line 111 of file STK_IStatModelBase.h.

    { nbFreeParameter_ = nbFreeParameter;}

References nbFreeParameter(), and nbFreeParameter_.

Referenced by STK::MixtureComposerFixedProp::create(), STK::MixtureSemiLearnerFixedProp::create(), STK::MixtureLearner::createLearner(), STK::GaussianModel< Array >::GaussianModel(), STK::GaussianModel< Array >::GaussianModel(), STK::IMixtureComposer::initializeStep(), STK::MixtureComposer::MixtureComposer(), STK::MixtureComposerFixedProp::MixtureComposerFixedProp(), STK::MixtureLearner::MixtureLearner(), STK::MixtureSemiLearnerFixedProp::MixtureSemiLearnerFixedProp(), STK::IMixtureStatModel::registerMixture(), STK::IMixtureStatModel::releaseMixture(), STK::IMultiStatModel< Derived >::run(), STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::run(), STK::IMultiStatModel< Derived >::run(), and STK::IUnivStatModel< ColVector, WColVector, UnivariateLaw >::run().

setNbSample()

void STK::IStatModelBase::setNbSample ( int const &  nbSample )

inlineprotected

set the number of samples of the model

Parameters

nbSample

number of samples of the model

Definition at line 116 of file STK_IStatModelBase.h.

    { nbSample_ = nbSample;}

References nbSample(), and nbSample_.

Referenced by STK::IStatModel< Derived >::setData(), and STK::IStatModel< Derived >::setData().

setNbVariable()

void STK::IStatModelBase::setNbVariable ( int const &  nbVariable )

inlineprotected

set the number of variables of the model

Parameters

nbVariable

number of variables of the model

Definition at line 121 of file STK_IStatModelBase.h.

    { nbVariable_ = nbVariable;}

References nbVariable(), and nbVariable_.

Referenced by STK::IStatModel< Derived >::setData(), and STK::IStatModel< Derived >::setData().

Member Data Documentation

lnLikelihood_

Real STK::IStatModelBase::lnLikelihood_

private

likelihood of the samples

Definition at line 146 of file STK_IStatModelBase.h.

Referenced by initialize(), likelihood(), lnLikelihood(), and setLnLikelihood().

nbFreeParameter_

int STK::IStatModelBase::nbFreeParameter_

private

number of free parameters of the model

Definition at line 148 of file STK_IStatModelBase.h.

Referenced by initialize(), nbFreeParameter(), and setNbFreeParameter().

nbSample_

int STK::IStatModelBase::nbSample_

private

total available samples

Definition at line 142 of file STK_IStatModelBase.h.

Referenced by initialize(), lnNbSample(), nbSample(), and setNbSample().

nbVariable_

int STK::IStatModelBase::nbVariable_

private

total available variables

Definition at line 144 of file STK_IStatModelBase.h.

Referenced by initialize(), nbVariable(), and setNbVariable().

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The documentation for this class was generated from the following file:

• STK_IStatModelBase.h