package dr.inference.distribution; import dr.inference.model.Parameter; /** * @author Marc Suchard */ 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; } }