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;
}
}