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| author | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2011-05-14 16:24:05 +0000 |
|---|---|---|
| committer | astrojhgu <astrojhgu@ed2142bd-67ad-457f-ba7c-d818d4011675> | 2011-05-14 16:24:05 +0000 |
| commit | 20c287b91345e348cc00b8a0da53ff967be0cac9 (patch) | |
| tree | bb7e94af454869e9d17dc133862bb35a564c76b3 /statistics | |
| parent | 8478361c99b641f8a060578db49626e21aa6e1d3 (diff) | |
| download | opt-utilities-20c287b91345e348cc00b8a0da53ff967be0cac9.tar.bz2 | |
git-svn-id: file:///home/svn/opt_utilities@197 ed2142bd-67ad-457f-ba7c-d818d4011675
Diffstat (limited to 'statistics')
| -rw-r--r-- | statistics/kmm_stat.hpp | 101 |
1 files changed, 101 insertions, 0 deletions
diff --git a/statistics/kmm_stat.hpp b/statistics/kmm_stat.hpp new file mode 100644 index 0000000..0a205bd --- /dev/null +++ b/statistics/kmm_stat.hpp @@ -0,0 +1,101 @@ +/**
+ \file kmm_stat.hpp
+ \brief maximum-liklihood statistic
+ \author Junhua Gu
+ */
+
+#ifndef KMM_STAT_HPP
+#define KMM_STAT_HPP
+#define OPT_HEADER
+#include <core/fitter.hpp>
+#include <math/vector_operation.hpp>
+#include <distributions/kmm_component.hpp>
+#include <iostream>
+#include <cassert>
+
+
+using std::cout;using std::endl;
+namespace opt_utilities
+{
+
+ /**
+ \brief c-statistic, max-likelihood method
+ \tparam Ty the return type of model
+ \tparam Tx the type of the self-var
+ \tparam Tp the type of model parameter
+ \tparam Ts the type of the statistic
+ \tparam Tstr the type of the string used
+ */
+ template<typename T,typename Ts,typename Tstr>
+ class kmm_stat
+ :public statistic<optvec<T>,optvec<T>,optvec<T>,Ts,Tstr>
+ {
+ private:
+ bool verb;
+ int n;
+ public:
+ kmm_stat()
+ :verb(true)
+ {}
+
+ void verbose(bool v)
+ {
+ verb=v;
+ }
+
+ const char* do_get_type_name()const
+ {
+ return "kmm likelihood";
+ }
+
+ public:
+
+ statistic<optvec<T>,optvec<T>,optvec<T>,Ts,Tstr>* do_clone()const
+ {
+ // return const_cast<statistic<Ty,Tx,Tp>*>(this);
+ return new kmm_stat<T,Ts,Tstr>(*this);
+ }
+
+ Ts do_eval(const optvec<T>& p)
+ {
+ Ts result(0);
+
+ kmm_component<T>* kmm=
+ dynamic_cast<kmm_component<T>* >(&const_cast<model<optvec<T>,optvec<T>,optvec<T>,std::string>&>(this->get_fitter().get_model()));
+
+ if(kmm==0)
+ {
+ throw opt_exception("model is not a kmm component");
+ }
+
+ for(int i=(this->get_data_set()).size()-1;i>=0;--i)
+ {
+ optvec<T> unsummed_possibility(kmm->eval_unsumed(this->get_data_set().get_data(i).get_x(),p));
+ T maxp=*max_element(unsummed_possibility.begin(),unsummed_possibility.end());
+ T logp=std::log(maxp);
+ result-=this->get_data_set().get_data(i).get_y()[0]*logp;
+ }
+
+ if(verb)
+ {
+ n++;
+ if(n%10==0)
+ {
+ cout<<"a:"<<result<<"\t";
+ for(size_t i=0;i<get_size(p);++i)
+ {
+ cout<<get_element(p,i)<<",";
+ }
+ cout<<endl;
+ }
+
+ }
+ return result;
+ }
+ };
+}
+
+#endif
+//EOF
+
+
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