Added MLPPGaussMarkovCheckerOld.

SCsub

@@ -77,6 +77,7 @@ sources = [
     "mlpp/ann/ann_old.cpp",
     "mlpp/numerical_analysis/numerical_analysis_old.cpp",
     "mlpp/regularization/reg_old.cpp",
+    "mlpp/gauss_markov_checker/gauss_markov_checker_old.cpp",
 
     "test/mlpp_tests.cpp",
 ]

mlpp/gauss_markov_checker/gauss_markov_checker_old.cpp

@@ -0,0 +1,60 @@
+//
+//  GaussMarkovChecker.cpp
+//
+//  Created by Marc Melikyan on 11/13/20.
+//
+
+#include "gauss_markov_checker_old.h"
+#include "../stat/stat.h"
+#include <iostream>
+
+void MLPPGaussMarkovCheckerOld::checkGMConditions(std::vector<real_t> eps) {
+	bool condition1 = arithmeticMean(eps);
+	bool condition2 = homoscedasticity(eps);
+	bool condition3 = exogeneity(eps);
+
+	if (condition1 && condition2 && condition3) {
+		std::cout << "Gauss-Markov conditions were not violated. You may use OLS to obtain a BLUE estimator" << std::endl;
+	} else {
+		std::cout << "A test of the expected value of 0 of the error terms returned " << std::boolalpha << condition1 << ", a test of homoscedasticity has returned " << std::boolalpha << condition2 << ", and a test of exogenity has returned " << std::boolalpha << "." << std::endl;
+	}
+}
+
+bool MLPPGaussMarkovCheckerOld::arithmeticMean(std::vector<real_t> eps) {
+	MLPPStat stat;
+	if (stat.mean(eps) == 0) {
+		return true;
+	} else {
+		return false;
+	}
+}
+
+bool MLPPGaussMarkovCheckerOld::homoscedasticity(std::vector<real_t> eps) {
+	MLPPStat stat;
+	real_t currentVar = (eps[0] - stat.mean(eps)) * (eps[0] - stat.mean(eps)) / eps.size();
+	for (uint32_t i = 0; i < eps.size(); i++) {
+		if (currentVar != (eps[i] - stat.mean(eps)) * (eps[i] - stat.mean(eps)) / eps.size()) {
+			return false;
+		}
+	}
+
+	return true;
+}
+
+bool MLPPGaussMarkovCheckerOld::exogeneity(std::vector<real_t> eps) {
+	MLPPStat stat;
+	for (uint32_t i = 0; i < eps.size(); i++) {
+		for (uint32_t j = 0; j < eps.size(); j++) {
+			if (i != j) {
+				if ((eps[i] - stat.mean(eps)) * (eps[j] - stat.mean(eps)) / eps.size() != 0) {
+					return false;
+				}
+			}
+		}
+	}
+
+	return true;
+}
+
+void MLPPGaussMarkovCheckerOld::_bind_methods() {
+}

mlpp/gauss_markov_checker/gauss_markov_checker_old.h

@@ -0,0 +1,33 @@
+
+#ifndef MLPP_GAUSS_MARKOV_CHECKER_OLD_H
+#define MLPP_GAUSS_MARKOV_CHECKER_OLD_H
+
+//
+//  GaussMarkovChecker.hpp
+//
+//  Created by Marc Melikyan on 11/13/20.
+//
+
+#include "core/math/math_defs.h"
+
+#include "core/object/reference.h"
+
+#include <string>
+#include <vector>
+
+class MLPPGaussMarkovCheckerOld : public Reference {
+	GDCLASS(MLPPGaussMarkovCheckerOld, Reference);
+
+public:
+	void checkGMConditions(std::vector<real_t> eps);
+
+	// Independent, 3 Gauss-Markov Conditions
+	bool arithmeticMean(std::vector<real_t> eps); // 1) Arithmetic Mean of 0.
+	bool homoscedasticity(std::vector<real_t> eps); // 2) Homoscedasticity
+	bool exogeneity(std::vector<real_t> eps); // 3) Cov of any 2 non-equal eps values = 0.
+
+protected:
+	static void _bind_methods();
+};
+
+#endif /* GaussMarkovChecker_hpp */