STK_LinearAAModel.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004  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::AAModels
 * Purpose:  class for AA Linear models.
 * Author:   Serge Iovleff, serge.iovleff@stkpp.org
 **/

#ifndef STK_LINEARAAMODEL_H
#define STK_LINEARAAMODEL_H

#include "STK_GaussianAAModel.h"
#include "../../Sdk/include/STK_IRunner.h"
#include "../../Reduct/include/STK_ILinearReduct.h"

namespace STK
{

namespace Law
{
template<class TYPE>
class ITUnivariate;
}

class LinearAAModel : public IRunnerConstRef<Matrix>
                    , public GaussianAAModel
{
  public :
    typedef IRunnerConstRef<Matrix> Runner;
    LinearAAModel( Matrix const& data);
    bool run( Integer const& dim);

    bool run( Vector const& weights, Integer const& dim);

    virtual bool run();

    virtual bool run(Vector const& weights);

    virtual ~LinearAAModel();

    static void simul( const Law::ITUnivariate<Real>& law
                     , Vector const& mu
                     , Real const& std
                     , Matrix& proj
                     , Matrix& data
                     );
    protected:
      Matrix workData_;
};

} // Namespace STK

#endif // STK_LINEARAAMODEL_H