00001 /* 00002 * This program is free software; you can redistribute it and/or modify 00003 * it under the terms of the GNU General Public License as published by 00004 * the Free Software Foundation; either version 3 of the License, or 00005 * (at your option) any later version. 00006 * 00007 * Copyright (C) 2012 Jacob Walker 00008 */ 00009 00010 #ifndef CGAUSSIANLIKELIHOOD_H_ 00011 #define CGAUSSIANLIKELIHOOD_H_ 00012 #include <shogun/lib/config.h> 00013 #ifdef HAVE_EIGEN3 00014 00015 #include <shogun/regression/gp/LikelihoodModel.h> 00016 00017 namespace shogun 00018 { 00019 00026 class CGaussianLikelihood: public CLikelihoodModel 00027 { 00028 00029 public: 00030 00031 /*Constructor*/ 00032 CGaussianLikelihood(); 00033 00034 /*Destructor*/ 00035 virtual ~CGaussianLikelihood(); 00036 00042 virtual const char* get_name() const { return "GaussianLikelihood"; } 00043 00048 float64_t get_sigma() {return m_sigma;} 00049 00054 void set_sigma(float64_t s) {m_sigma = s;} 00055 00061 virtual SGVector<float64_t> evaluate_means(SGVector<float64_t>& means); 00062 00068 virtual SGVector<float64_t> evaluate_variances(SGVector<float64_t>& vars); 00069 00074 virtual ELikelihoodModelType get_model_type() {return LT_GAUSSIAN;} 00075 00084 virtual float64_t get_log_probability_f(CRegressionLabels* labels, 00085 SGVector<float64_t> f); 00086 00087 00099 virtual SGVector<float64_t> get_log_probability_derivative_f( 00100 CRegressionLabels* labels, SGVector<float64_t> f, index_t i); 00101 00113 virtual SGVector<float64_t> get_first_derivative(CRegressionLabels* labels, 00114 TParameter* param, CSGObject* obj, SGVector<float64_t> function); 00115 00132 virtual SGVector<float64_t> get_second_derivative(CRegressionLabels* labels, 00133 TParameter* param, CSGObject* obj, SGVector<float64_t> function); 00134 00135 private: 00137 float64_t m_sigma; 00138 00139 /*Initialize function*/ 00140 void init(); 00141 }; 00142 00143 } 00144 #endif /* HAVE_EIGEN3 */ 00145 #endif /* CGAUSSIANLIKELIHOOD_H_ */