STK_MultidimRegression.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2010  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::regress
 * created on: 27 oct. 2010
 * Purpose:  .
 * Author:   iovleff, serge.iovleff@stkpp.org
 *
 **/

#ifndef MULTIDIMREGRESSION_H
#define MULTIDIMREGRESSION_H

#include "../../Arrays/include/STK_Matrix.h"

#include "STK_IRegression.h"

namespace STK
{

class MultidimRegression : public IRegression<Matrix, Matrix, Vector>
{
  public:
    MultidimRegression( Matrix const* y =0, Matrix const* x =0);

    virtual ~MultidimRegression();

  protected:
    Matrix coefs_;

  private:
    virtual void regression();
    virtual void regression(Vector const& weights);
    virtual void prediction();
    inline virtual Integer computeNbParameter() const
    { return coefs_.sizeHo() * coefs_.sizeVe(); }
};

}

#endif /* MULTIDIMREGRESSION_H */