mitkGeneralizedLinearModel.h

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/*===================================================================

The Medical Imaging Interaction Toolkit (MITK)

Copyright (c) German Cancer Research Center,
Division of Medical and Biological Informatics.
All rights reserved.

This software is distributed WITHOUT ANY WARRANTY; without
even the implied warranty of MERCHANTABILITY or FITNESS FOR
A PARTICULAR PURPOSE.

See LICENSE.txt or http://www.mitk.org for details.

===================================================================*/

#ifndef mitkGeneralizedLinearModel_h
#define mitkGeneralizedLinearModel_h

#include <MitkCLImportanceWeightingExports.h>

#include <vnl/vnl_matrix.h>
#include <vnl/vnl_vector.h>

namespace mitk
{
  class MITKCLIMPORTANCEWEIGHTING_EXPORT GeneralizedLinearModel
  {
  public:
    GeneralizedLinearModel (const vnl_matrix<double> &xData, const vnl_vector<double> &yData, bool addConstantColumn=true);

    double Predict(const vnl_vector<double> &c);

    vnl_vector<double> Predict(const vnl_matrix<double> &x);

    vnl_vector<double> ExpMu(const vnl_matrix<double> &x);

    vnl_vector<double> B();

  private:

    // Estimates the rank of the matrix and creates a permutation vector so
    // that the most important columns are first. Depends on a QR-algorithm.
    void EstimatePermutation(const vnl_matrix<double> &xData);

#pragma warning(disable: 4251)
    vnl_vector<unsigned int>    m_Permutation;        // Holds a permutation matrix which is used during calculation of B
    vnl_vector<double>          m_B;                  // B-Values. Linear componentn of the model.
    bool                        m_AddConstantColumn;  // If true, a constant value is added to each row
//    int                         m_Rank;               // The estimated input rank of the matrix.
  };
}

#endif //mitkGeneralizedLInearModel_h