Likelihood.h

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/********************************************************************
 *  Copyright (C) 2014 by Federico Marulli and Alfonso Veropalumbo  *
 *  federico.marulli3@unibo.it                                      *
 *                                                                  *
 *  This program is free software; you can redistribute it and/or   *
 *  modify it under the terms of the GNU General Public License as  *
 *  published by the Free Software Foundation; either version 2 of  *
 *  the License, or (at your option) any later version.             *
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 *  This program is distributed in the hope that it will be useful, *
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of  *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the   *
 *  GNU General Public License for more details.                    *
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 *  You should have received a copy of the GNU General Public       *
 *  License along with this program; if not, write to the Free      *
 *  Software Foundation, Inc.,                                      *
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#ifndef __LIKEL__
#define __LIKEL__
 
#include "LikelihoodFunction.h"
 
 
// ============================================================================================
 
 
namespace cbl {
 
  namespace statistics {
    
    class Likelihood
    {
      
    protected:
 
      std::shared_ptr<data::Data> m_data;
 
      std::shared_ptr<Model> m_model; 
 
      std::shared_ptr<void> m_likelihood_inputs;
 
      std::shared_ptr<ModelParameters> m_model_parameters;
 
      LikelihoodType m_likelihood_type = LikelihoodType::_NotSet_;
 
      LogLikelihood_function m_log_likelihood_function;
 
      Likelihood_function m_likelihood_function;
 
      LogLikelihood_function m_likelihood_function_grid;
 
      LogLikelihood_function m_log_likelihood_function_grid;
 
      std::vector<size_t> m_x_index;
 
      int m_w_index;
 
      bool m_use_grid = false;
 
      void m_set_grid_likelihood_1D (const int npoints, const std::vector<std::vector<double>> parameter_limits, const std::string output_file);
      
      void m_set_grid_likelihood_1D (const std::string input_file);
 
      void m_set_grid_likelihood_2D (const int npoints, const std::vector<std::vector<double>> parameter_limits, const std::string output_file);
 
      void m_set_grid_likelihood_2D (const std::string input_file);
 
    public:
 
 
      Likelihood () : m_likelihood_type(LikelihoodType::_NotSet_) {}
 
      Likelihood (const std::shared_ptr<data::Data> data, const std::shared_ptr<Model> model, const LikelihoodType likelihood_type, const std::vector<size_t> x_index={0,2}, const int w_index=-1, const std::shared_ptr<ModelParameters> model_parameters=NULL, const double prec=1.e-10, const int Nres=-1);
      
      Likelihood (const std::shared_ptr<data::Data> data, const std::shared_ptr<Model> model, const Likelihood_function log_likelihood_function, const std::shared_ptr<ModelParameters> model_parameters=NULL);
 
      virtual ~Likelihood () = default;
 
 
      std::shared_ptr<ModelParameters> parameters () const { return m_model_parameters; }
 
      double operator () (std::vector<double> &pp) const;
 
      double log (std::vector<double> &parameter) const;
 
      void set_data (std::shared_ptr<data::Data> data);
 
      void set_model (std::shared_ptr<Model> model=NULL, const std::shared_ptr<ModelParameters> model_parameters=NULL);
 
      void unset_grid ();
 
      std::shared_ptr<Model> get_m_model () { return m_model; }
 
      std::shared_ptr<ModelParameters> get_model_parameters () { return m_model_parameters; }
 
      std::shared_ptr<data::Data> get_m_data () { return m_data; }
 
      void set_grid (const int npoints, const std::vector<std::vector<double>> parameter_limits, const std::string file, const bool read=false);
 
      void set_function (const LikelihoodType likelihood_type, const std::vector<size_t> x_index={0,2}, const int w_index=-1, const double prec=1.e-10, const int Nres=-1);
 
      void set_function (const LogLikelihood_function likelihood_function);
      
      void set_log_function (const LogLikelihood_function loglikelihood_function);
 
      void write_results (const std::string dir_output, const std::string file); 
 
      void maximize (const std::vector<double> start, const std::vector<std::vector<double>> parameter_limits, const unsigned int max_iter=10000, const double tol=1.e-6, const double epsilon=1.e-3); 
 
      void write_model (const std::string output_dir, const std::string output_file, const std::vector<double> parameters, const std::vector<double> xx={}, const std::vector<double> yy={});
 
      void write_model_at_bestfit (const std::string output_dir, const std::string output_file, const std::vector<double> xx={}, const std::vector<double> yy={})
      { write_model(output_dir, output_file, m_model_parameters->bestfit_value(), xx, yy); }
 
    };
  }
}
 
#endif