STK_GaussianStatModel.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2011  Serge Iovleff

 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 : Serge.Iovleff@stkpp.org
 */

/*
 * Project:  stkpp::StatModel
 * created on: 13 août 2011
 * Purpose:  Create a gaussian statistical model.
 * Author:   iovleff, serge.iovleff@stkpp.org
 *
 **/

#ifndef STK_GAUSSIANSTATMODEL_H
#define STK_GAUSSIANSTATMODEL_H

#include "STK_ITStatModel.h"
#include "../../Algebra/include/STK_MatrixSquare.h"

namespace STK
{

class GaussianStatModel : public ITStatModel<Real, Point, Vector, Matrix>
{
  typedef ITStatModel<Real, Point, Vector, Matrix> RealStatModel;

  public:
    GaussianStatModel( Matrix const* p_data);

    virtual ~GaussianStatModel();

    virtual bool run();

    virtual bool run(Vector const& weights);

    inline Point const& mean() const { return mean_;}
    inline MatrixSquare const& covariance() const { return cov_;}

  protected:
    virtual void compMean();
    virtual void compCovariance();
    virtual void compWeightedMean(Vector const& weights);
    virtual void compWeightedCovariance(Vector const& weights);
    Point mean_;
    MatrixSquare cov_;
};

} // namespace STK

#endif /* STK_GAUSSIANSTATMODEL_H */