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34 lines
775 B
C++
34 lines
775 B
C++
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#ifndef MLPP_GAUSS_MARKOV_CHECKER_H
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#define MLPP_GAUSS_MARKOV_CHECKER_H
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//
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// GaussMarkovChecker.hpp
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//
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// Created by Marc Melikyan on 11/13/20.
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//
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#include "core/math/math_defs.h"
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#include "core/object/reference.h"
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#include <string>
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#include <vector>
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class MLPPGaussMarkovChecker : public Reference {
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GDCLASS(MLPPGaussMarkovChecker, Reference);
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public:
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void checkGMConditions(std::vector<real_t> eps);
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// Independent, 3 Gauss-Markov Conditions
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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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protected:
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static void _bind_methods();
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};
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#endif /* GaussMarkovChecker_hpp */
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