/* * LinearRegression.java * * Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard * * This file is part of BEAST. * See the NOTICE file distributed with this work for additional * information regarding copyright ownership and licensing. * * BEAST is free software; you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as * published by the Free Software Foundation; either version 2 * of the License, or (at your option) any later version. * * BEAST is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with BEAST; if not, write to the * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, * Boston, MA 02110-1301 USA */ package dr.inference.distribution; import dr.inference.model.Parameter; /** * @author Marc Suchard */ @Deprecated // GLM stuff is now in inference.glm - this is here for backwards compatibility temporarily public class LinearRegression extends GeneralizedLinearModel { private static final double normalizingConstant = -0.5 * Math.log(2 * Math.PI); private boolean logTransform = false; public double[] getTransformedDependentParameter() { double[] y = dependentParam.getParameterValues(); if (logTransform) { for(int i=0; i<y.length; i++) y[i] = Math.log(y[i]); } return y; } protected double calculateLogLikelihood() { double logLikelihood = 0; double[] xBeta = getXBeta(); double[] precision = getScale(); double[] y = getTransformedDependentParameter(); for (int i = 0; i < N; i++) { // assumes that all observations are independent given fixed and random effects if (logTransform) logLikelihood -= y[i]; // Jacobian logLikelihood += 0.5 * Math.log(precision[i]) - 0.5 * (y[i] - xBeta[i]) * (y[i] - xBeta[i]) * precision[i]; } return N * normalizingConstant + logLikelihood; } public LinearRegression(Parameter dependentParam, boolean logTransform) { //, Parameter independentParam, DesignMatrix designMatrix) { super(dependentParam); //, independentParam, designMatrix); System.out.println("Constructing a linear regression model"); this.logTransform = logTransform; } protected double calculateLogLikelihoodAndGradient(double[] beta, double[] gradient) { throw new RuntimeException("Optimization not yet implemented."); } public boolean requiresScale() { return true; } protected double calculateLogLikelihood(double[] beta) { throw new RuntimeException("Optimization not yet implemented."); } protected boolean confirmIndependentParameters() { return true; } }