StudentsTLikelihood.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Copyright (C) 2012 Jacob Walker
 *
 * Code adapted from the GPML Toolbox:
 * http://www.gaussianprocess.org/gpml/code/matlab/doc/
 *
 */

#ifndef CSTUDENTSTLIKELIHOOD_H_
#define CSTUDENTSTLIKELIHOOD_H_
#include <shogun/lib/config.h>
#ifdef HAVE_EIGEN3
#include <shogun/regression/gp/LikelihoodModel.h>

namespace shogun
{

class CStudentsTLikelihood: public CLikelihoodModel
{

public:

    /*Constructor*/
    CStudentsTLikelihood();

    /*Destructor*/
    virtual ~CStudentsTLikelihood();

    inline virtual const char* get_name() const { return "StudentsTLikelihood"; }

    float64_t get_sigma() {return m_sigma;}

    void set_sigma(float64_t s) {m_sigma = s;}

    virtual SGVector<float64_t> evaluate_means(SGVector<float64_t>& means);

    virtual SGVector<float64_t> evaluate_variances(SGVector<float64_t>& vars);

    virtual ELikelihoodModelType get_model_type() {return LT_STUDENTST;}


    virtual float64_t get_log_probability_f(CRegressionLabels* labels,
            SGVector<float64_t> f);


    virtual SGVector<float64_t> get_log_probability_derivative_f(
            CRegressionLabels* labels, SGVector<float64_t> f, index_t i);

    virtual SGVector<float64_t> get_first_derivative(CRegressionLabels* labels,
            TParameter* param, CSGObject* obj, SGVector<float64_t> function);

    virtual SGVector<float64_t> get_second_derivative(CRegressionLabels* labels,
            TParameter* param, CSGObject* obj, SGVector<float64_t> function);

private:
    float64_t m_sigma;


    void init();

};

}
#endif /* HAVE_EIGEN3 */
#endif /* CStudentsTLIKELIHOOD_H_ */