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ProbitLikelihood.h
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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  * Written (W) 2013 Roman Votyakov
00008  */
00009 
00010 #ifndef _PROBITLIKELIHOOD_H_
00011 #define _PROBITLIKELIHOOD_H_
00012 
00013 #include <shogun/lib/config.h>
00014 
00015 #ifdef HAVE_EIGEN3
00016 
00017 #include <shogun/machine/gp/LikelihoodModel.h>
00018 
00019 namespace shogun
00020 {
00021 
00031 class CProbitLikelihood : public CLikelihoodModel
00032 {
00033 public:
00035     CProbitLikelihood();
00036 
00037     virtual ~CProbitLikelihood();
00038 
00043     virtual const char* get_name() const { return "ProbitLikelihood"; }
00044 
00059     virtual SGVector<float64_t> get_predictive_means(SGVector<float64_t> mu,
00060             SGVector<float64_t> s2, const CLabels* lab=NULL) const;
00061 
00076     virtual SGVector<float64_t> get_predictive_variances(SGVector<float64_t> mu,
00077             SGVector<float64_t> s2, const CLabels* lab=NULL) const;
00078 
00083     virtual ELikelihoodModelType get_model_type() const { return LT_PROBIT; }
00084 
00096     virtual SGVector<float64_t> get_log_probability_f(const CLabels* lab,
00097             SGVector<float64_t> func) const;
00098 
00109     virtual SGVector<float64_t> get_log_probability_derivative_f(
00110             const CLabels* lab, SGVector<float64_t> func, index_t i) const;
00111 
00128     virtual SGVector<float64_t> get_log_zeroth_moments(SGVector<float64_t> mu,
00129             SGVector<float64_t> s2, const CLabels* lab) const;
00130 
00145     virtual float64_t get_first_moment(SGVector<float64_t> mu,
00146             SGVector<float64_t> s2, const CLabels* lab, index_t i) const;
00147 
00162     virtual float64_t get_second_moment(SGVector<float64_t> mu,
00163             SGVector<float64_t> s2, const CLabels* lab, index_t i) const;
00164 
00169     virtual bool supports_binary() const { return true; }
00170 
00171 };
00172 }
00173 #endif /* HAVE_EIGEN3 */
00174 #endif /* _PROBITLIKELIHOOD_H_ */
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