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authorPeter Carbonetto2017-05-04 14:43:12 -0500
committerPeter Carbonetto2017-05-04 14:43:12 -0500
commit0dd4e05fc8babc1517de1d7981a99ad0a5241a5e (patch)
tree759b47320ed404951ecb745e228c1fcc0a2200d5 /src/logistic.h
parentc18588b6d00650b9ce742229fdf1eca7133f58fc (diff)
downloadpangemma-0dd4e05fc8babc1517de1d7981a99ad0a5241a5e.tar.gz
Added new files shared by Xiang via email on May 4, 2017.
Diffstat (limited to 'src/logistic.h')
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+#ifndef LOGISTIC_H_   /* Include guard */

+#define LOGISTIC_H_

+

+/* Mixed interface */

+void logistic_mixed_pred(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+			 ,gsl_matrix_int *X  //Matrix Nobs x K 

+			 ,gsl_vector_int *nlev // Vector with number categories

+			 ,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+			 ,gsl_vector *yhat //Vector of prob. predicted by the logistic

+			 );

+ 

+int logistic_mixed_fit(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+		       ,gsl_matrix_int *X  //Matrix Nobs x K 

+		       ,gsl_vector_int *nlev // Vector with number categories

+		       ,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+		       ,gsl_vector *y //Vector of prob. to predict

+		       ,double lambdaL1 // Regularization L1 0.0 if not used

+		       ,double lambdaL2); // Regularization L2 0.0 if not used

+

+double fLogit_mixed(gsl_vector *beta

+		    ,gsl_matrix_int *X

+		    ,gsl_vector_int *nlev

+		    ,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+		    ,gsl_vector *y

+		    ,double lambdaL1

+		    ,double lambdaL2);

+

+

+/* Categorical only interface */

+void logistic_cat_pred(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+		       ,gsl_matrix_int *X  //Matrix Nobs x K 

+		       ,gsl_vector_int *nlev // Vector with number categories

+		       ,gsl_vector *yhat //Vector of prob. predicted by the logistic

+		       );

+ 

+int logistic_cat_fit(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+		     ,gsl_matrix_int *X  //Matrix Nobs x K 

+		     ,gsl_vector_int *nlev // Vector with number categories

+		     ,gsl_vector *y //Vector of prob. to predict

+		     ,double lambdaL1 // Regularization L1 0.0 if not used

+		     ,double lambdaL2); // Regularization L2 0.0 if not used

+

+double fLogit_cat(gsl_vector *beta

+		  ,gsl_matrix_int *X

+		  ,gsl_vector_int *nlev

+		  ,gsl_vector *y

+		  ,double lambdaL1

+		  ,double lambdaL2);

+

+

+/* Continuous only interface */

+void logistic_cont_pred(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+			,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+			,gsl_vector *yhat //Vector of prob. predicted by the logistic

+			);

+ 

+int logistic_cont_fit(gsl_vector *beta  // Vector of parameters length = 1 + Sum_k(C_k - 1) + Kc

+		      ,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+		      ,gsl_vector *y //Vector of prob. to predict

+		      ,double lambdaL1 // Regularization L1 0.0 if not used

+		      ,double lambdaL2); // Regularization L2 0.0 if not used

+

+double fLogit_cont(gsl_vector *beta

+		   ,gsl_matrix *Xc   // continuous covariates  Matrix Nobs x Kc 

+		   ,gsl_vector *y

+		   ,double lambdaL1

+		   ,double lambdaL2);

+

+

+#endif // LOGISTIC_H_