LikelihoodModel.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
 */

#ifndef CLIKELIHOODMODEL_H_
#define CLIKELIHOODMODEL_H_
#include <shogun/lib/config.h>
#ifdef HAVE_EIGEN3
#include <shogun/base/SGObject.h>
#include <shogun/labels/RegressionLabels.h>


namespace shogun
{
  
enum ELikelihoodModelType
{
    LT_NONE = 0,
    LT_GAUSSIAN = 10,
    LT_STUDENTST = 20
};
    

class CLikelihoodModel : public CSGObject
{

public:
  
    /*Constructor*/
    CLikelihoodModel();

    /*Destructor*/
    virtual ~CLikelihoodModel();

    virtual float64_t get_parameter_derivative(const char* param_name);

    virtual SGVector<float64_t> evaluate_means(SGVector<float64_t>& means) = 0;

    virtual SGVector<float64_t> evaluate_variances(SGVector<float64_t>& vars) = 0;
    
    virtual ELikelihoodModelType get_model_type() {return LT_NONE;}

    virtual float64_t get_degrees_freedom() {return m_df;}
    
    virtual float64_t get_log_probability_f(CRegressionLabels* labels,
            SGVector<float64_t> f) = 0;


    virtual SGVector<float64_t> get_log_probability_derivative_f(
            CRegressionLabels* labels, SGVector<float64_t> f, index_t i) = 0;

    virtual SGVector<float64_t> get_first_derivative(CRegressionLabels* labels,
            TParameter* param, CSGObject* obj, SGVector<float64_t> function) = 0;

    virtual SGVector<float64_t> get_second_derivative(CRegressionLabels* labels,
            TParameter* param, CSGObject* obj, SGVector<float64_t> function) = 0;
protected:

    float64_t m_df;

};


}
#endif /* HAVE_EIGEN3 */
#endif /* CLIKELIHOODMODEL_H_ */