STK_ITStatModel.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: 22 juil. 2011
 * Purpose: define the Interface base class ITStatModel (Statistical Model).
 * Author:   iovleff, serge.iovleff@stkpp.org
 *
 **/

#ifndef STK_ITSTATMODEL_H
#define STK_ITSTATMODEL_H

#include <cmath>

#include "STK_IStatModelBase.h"
#include "../../Sdk/include/STK_IRunnerPtr2D.h"
#include "../../STatistiK/include/STK_Law_ITMultivariate.h"

namespace STK
{

template < class TYPE
         , class TContainerHo
         , class TContainerVe
         , class TContainer2D
         >
class ITStatModel : public IStatModelBase
                  , public IRunnerPtr2D< TYPE, TContainerHo, TContainerVe, TContainer2D>
{
  typedef ITContainer2D<TYPE, TContainerHo, TContainerVe, TContainer2D> Container2D;
  typedef Law::ITMultivariate<TYPE, TContainerHo> MultiLaw;
  typedef IRunnerPtr2D< TYPE, TContainerHo, TContainerVe, TContainer2D> Runner2D;

  protected:
    ITStatModel( Container2D const* p_data)
               : IStatModelBase()
               , Runner2D(p_data)
               , p_law_(0)
    {
      if (this->p_data_)
      {
        nbSample_ = this->p_data_->sizeVe();
        nbVar_ = this->p_data_->sizeHo();
      }
    }

  public:
    virtual ~ITStatModel() { if (p_law_) delete p_law_;}

    inline MultiLaw const* p_law() const { return p_law_;}

    virtual void setLaw( MultiLaw* p_law) { p_law_ = p_law; }

  protected:
    MultiLaw* p_law_;

    virtual void compLogLikelihood()
    {
      // no data
      if (!this->p_data_) return;
      // check there exists a law
      if (!p_law_) throw std::runtime_error("In ITStatModel::compLogLikelihood() "
                                            "p_law_ is not initialized.");
      // get dimensions of the samples and sum over all log-likelihood values
      const Integer first = this->p_data_->firstRow(), last = this->p_data_->lastRow();
      Real sum = 0.0;
      for (Integer i=first; i<= last; i++)
      {
        sum += p_law_->lpdf(this->p_data_->row(i));
      }
      logLikelihood_ = sum;
    }
};

} // namespace STK

#endif /* STK_ITStatModel */