2023-01-24 18:57:18 +01:00
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#ifndef MLPP_GAUSS_MARKOV_CHECKER_H
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#define MLPP_GAUSS_MARKOV_CHECKER_H
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2023-12-30 00:41:59 +01:00
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/*************************************************************************/
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/* gauss_markov_checker.h */
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/*************************************************************************/
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/* This file is part of: */
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/* PMLPP Machine Learning Library */
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/* https://github.com/Relintai/pmlpp */
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/*************************************************************************/
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2023-12-30 00:43:39 +01:00
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/* Copyright (c) 2023-present Péter Magyar. */
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2023-12-30 00:41:59 +01:00
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/* Copyright (c) 2022-2023 Marc Melikyan */
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/* */
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/* Permission is hereby granted, free of charge, to any person obtaining */
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/* a copy of this software and associated documentation files (the */
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/* "Software"), to deal in the Software without restriction, including */
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/* without limitation the rights to use, copy, modify, merge, publish, */
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/* distribute, sublicense, and/or sell copies of the Software, and to */
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/* permit persons to whom the Software is furnished to do so, subject to */
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/* the following conditions: */
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/* */
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/* The above copyright notice and this permission notice shall be */
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/* included in all copies or substantial portions of the Software. */
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/* */
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/* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */
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/* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */
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/* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/
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/* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */
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/* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */
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/* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */
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/* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */
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/*************************************************************************/
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2023-01-23 21:13:26 +01:00
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2023-01-27 13:01:16 +01:00
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#include "core/math/math_defs.h"
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2023-02-12 16:23:51 +01:00
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#include "core/object/reference.h"
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2023-01-23 21:13:26 +01:00
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#include <string>
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#include <vector>
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2023-02-12 16:23:51 +01:00
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class MLPPGaussMarkovChecker : public Reference {
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GDCLASS(MLPPGaussMarkovChecker, Reference);
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2023-01-24 19:20:18 +01:00
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2023-01-24 19:00:54 +01:00
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public:
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2023-04-22 17:17:58 +02:00
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/*
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2023-01-27 13:01:16 +01:00
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void checkGMConditions(std::vector<real_t> eps);
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2023-01-24 19:00:54 +01:00
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// Independent, 3 Gauss-Markov Conditions
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2023-01-27 13:01:16 +01:00
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bool arithmeticMean(std::vector<real_t> eps); // 1) Arithmetic Mean of 0.
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bool homoscedasticity(std::vector<real_t> eps); // 2) Homoscedasticity
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bool exogeneity(std::vector<real_t> eps); // 3) Cov of any 2 non-equal eps values = 0.
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2023-04-22 17:17:58 +02:00
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*/
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2023-01-24 19:20:18 +01:00
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2023-02-12 16:23:51 +01:00
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protected:
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static void _bind_methods();
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};
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2023-01-23 21:13:26 +01:00
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#endif /* GaussMarkovChecker_hpp */
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