STK::IStatModelBase Class Reference

Interface base class for all statistical models. More...

#include <STK_IStatModelBase.h>

Inheritance diagram for STK::IStatModelBase:

List of all members.

Public Member Functions
virtual	~IStatModelBase ()
	virtual destructor
Integer const &	nbSample () const
	get the total available observations
Integer const &	nbVar () const
	get the total available observations
Real	logNbSample () const
	get the log of the total available observations
Real	logLikelihood () const
	get the log-likelihood
Real	likelihood () const
	get the likelihood
Integer const &	nbFreeParameter () const
	get the number of free parameters
Protected Member Functions
	IStatModelBase ()
	Constructor.
Protected Attributes
Integer	nbSample_
	total available samples
Integer	nbVar_
	total available variables
Real	logLikelihood_
	likelihood of the sample
Integer	nbFreeParameter_
	number of free parameter of the model

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Detailed Description

Interface base class for all statistical models.

A statistical model is defined with various elements

• A data set with the samples in rows and the variables in column
• A parameterized probability density

We are making the assumption that the variables are all of the same type and stored in a class deriving from ITContainer2D.

Definition at line 58 of file STK_IStatModelBase.h.

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Constructor & Destructor Documentation

STK::IStatModelBase::IStatModelBase

(

)

[protected]

Constructor.

Definition at line 42 of file STK_IStatModelBase.cpp.

                               : nbSample_(0)
                                 , nbVar_(0)
                                 , logLikelihood_(-Arithmetic<Real>::infinity())
                                 , nbFreeParameter_(0)
{}

STK::IStatModelBase::~IStatModelBase

(

)

[virtual]

virtual destructor

Definition at line 49 of file STK_IStatModelBase.cpp.

{}

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Member Function Documentation

Integer const& STK::IStatModelBase::nbSample

(

)

const [inline]

get the total available observations

Returns:

the total available observations

Definition at line 71 of file STK_IStatModelBase.h.

References nbSample_.

{ return nbSample_;}

Integer const& STK::IStatModelBase::nbVar

(

)

const [inline]

get the total available observations

Returns:

the total available observations

Definition at line 76 of file STK_IStatModelBase.h.

References nbVar_.

{ return nbVar_;}

Real STK::IStatModelBase::logNbSample

(

)

const [inline]

get the log of the total available observations

Returns:

Log of the total available observations

Definition at line 81 of file STK_IStatModelBase.h.

References nbSample_.

Referenced by STK::BICCriterion::run().

    { return (nbSample_ <= 0) ? Arithmetic<Real>::NA(): log((double)nbSample_) ;
    }

Real STK::IStatModelBase::logLikelihood

(

)

const [inline]

get the log-likelihood

Returns:

The log-likelihood

Definition at line 88 of file STK_IStatModelBase.h.

References logLikelihood_.

Referenced by STK::BICCriterion::run(), and STK::AICCriterion::run().

{ return logLikelihood_;}

Real STK::IStatModelBase::likelihood

(

)

const [inline]

get the likelihood

Returns:

The likelihood

Definition at line 93 of file STK_IStatModelBase.h.

References logLikelihood_.

    { return (Arithmetic<Real>::isFinite(logLikelihood_)) ? exp((double)logLikelihood_) : 0.;}

Integer const& STK::IStatModelBase::nbFreeParameter

(

)

const [inline]

get the number of free parameters

Returns:

the number of free parameter

Definition at line 99 of file STK_IStatModelBase.h.

References nbFreeParameter_.

Referenced by STK::BICCriterion::run(), and STK::AICCriterion::run().

{ return nbFreeParameter_;}

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Member Data Documentation

Integer STK::IStatModelBase::nbSample_ [protected]

total available samples

Definition at line 103 of file STK_IStatModelBase.h.

Referenced by STK::ITStatModel< Real, Point, Vector, Matrix >::ITStatModel(), logNbSample(), and nbSample().

Integer STK::IStatModelBase::nbVar_ [protected]

total available variables

Definition at line 105 of file STK_IStatModelBase.h.

Referenced by STK::GaussianStatModel::GaussianStatModel(), STK::ITStatModel< Real, Point, Vector, Matrix >::ITStatModel(), and nbVar().

Real STK::IStatModelBase::logLikelihood_ [protected]

likelihood of the sample

Definition at line 107 of file STK_IStatModelBase.h.

Referenced by STK::ITStatModel< Real, Point, Vector, Matrix >::compLogLikelihood(), likelihood(), logLikelihood(), and STK::GaussianStatModel::run().

Integer STK::IStatModelBase::nbFreeParameter_ [protected]

number of free parameter of the model

Definition at line 109 of file STK_IStatModelBase.h.

Referenced by STK::GaussianStatModel::GaussianStatModel(), and nbFreeParameter().

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The documentation for this class was generated from the following files:

• STK_IStatModelBase.h
• STK_IStatModelBase.cpp