#include <Likelihood.hpp>

Inheritance diagram for gstlrn::Likelihood:

Public Member Functions
	Likelihood (ModelGeneric model, const Db db, bool reml=false)

	Likelihood (const Likelihood &r)

Likelihood &	operator= (const Likelihood &r)

virtual	~Likelihood ()

void	evalGrad (vect res) override

MatrixSparse &	getQMat () const override

Public Member Functions inherited from gstlrn::ALikelihood
	ALikelihood (ModelGeneric model, const Db db, bool reml=false)

	ALikelihood (const ALikelihood &r)

ALikelihood &	operator= (const ALikelihood &r)

virtual	~ALikelihood ()

double	computeCost (bool flagPrint=false, bool verbose=false) override

double	computeLogLikelihood (bool flagPrint=false, bool verbose=false)

	getBeta () const

void	initLikelihood (bool verbose=false)

void	updateModel (bool verbose=false)

double	computeLogDet (Id nMC=1) const override

Id	getSize () const override

Public Member Functions inherited from gstlrn::AModelOptim
	AModelOptim (ModelGeneric *model=nullptr, bool verbose=false)

void	setEnvironment (const MatrixSymmetric &vars, double href, double epsilon=EPSILON6, double min=0., double max=INF)

AModelOptim &	operator= (const AModelOptim &r)

	AModelOptim (const AModelOptim &r)

void	setAuthorizedAnalyticalGradients (bool authorized)

bool	getAuthorizedAnalyticalGradients () const

virtual	~AModelOptim ()

void	setGradients (std::vector< std::function< double(const 1 &)> > &gradients)

void	setVerbose (bool verbose=false, bool trace=false)

double	eval (const 1 &x)

double	run ()

void	resetIter ()

std::shared_ptr< ListParams >	getParams () const

void	evalGradInEffectiveDimension (vect res)

Public Member Functions inherited from gstlrn::ASimulableMatrix
	ASimulableMatrix ()

virtual	~ASimulableMatrix ()

double	computeLogDet (Id nMC=1) const override

Public Member Functions inherited from gstlrn::ASimulable
	ASimulable ()

	ASimulable (const ASimulable &m)=default

ASimulable &	operator= (const ASimulable &m)=default

	ASimulable (ASimulable &&m)=default

ASimulable &	operator= (ASimulable &&m)=default

virtual	~ASimulable ()=default

Id	evalSimulate (const 1 &whitenoise, 1 &outv) const

	evalSimulate (const 1 &whitenoise) const

	simulate () const

Id	evalSimulate (const constvect whitenoise, vect result) const

Id	addSimulateToDest (const constvect whitenoise, vect outv) const

Public Member Functions inherited from gstlrn::ALinearOp
	ALinearOp ()

	ALinearOp (const ALinearOp &m)=default

	ALinearOp (ALinearOp &&m)=default

ALinearOp &	operator= (const ALinearOp &m)=default

ALinearOp &	operator= (ALinearOp &&m)=default

virtual	~ALinearOp ()=default

Id	evalDirect (const 1 &inv, 1 &outv) const

	evalDirect (const 1 &in) const

virtual void	multiplyByValueAndAddDiagonal (double v1=1., double v2=0.) const

virtual void	resetModif () const

void	setUseFactor (bool usefactor)

Id	evalDirect (constvect inv, vect outv) const

Id	addToDest (const constvect inv, vect outv) const

Id	addToDest (const ::Eigen::VectorXd &inv, ::Eigen::VectorXd &outv) const

Static Public Member Functions
static Likelihood *	createForOptim (ModelGeneric model, const Db db, bool reml=false, bool verbose=false)

Constructor & Destructor Documentation

◆ Likelihood() [1/2]

gstlrn::Likelihood::Likelihood	(	ModelGeneric *	model,
		const Db *	db,
		bool	reml = `false`
	)

◆ Likelihood() [2/2]

gstlrn::Likelihood::Likelihood ( const Likelihood & r )

◆ ~Likelihood()

gstlrn::Likelihood::~Likelihood ( )

virtual

Member Function Documentation

◆ createForOptim()

Likelihood * gstlrn::Likelihood::createForOptim	(	ModelGeneric *	model,
		const Db *	db,
		bool	reml = `false`,
		bool	verbose = `false`
	)

static

◆ evalGrad()

void gstlrn::Likelihood::evalGrad ( vect res )

overridevirtual

Reimplemented from gstlrn::AModelOptim.

◆ getQMat()

MatrixSparse & gstlrn::Likelihood::getQMat ( ) const

overridevirtual

Implements gstlrn::ASimulableMatrix.

◆ operator=()

Likelihood & gstlrn::Likelihood::operator= ( const Likelihood & r )

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

include/Estimation/Likelihood.hpp
src/Estimation/Likelihood.cpp

Public Member Functions

Static Public Member Functions