FuncMatrixRegressionMse.hpp

/*
 * FuncMatrixRegressionMse.hpp
 * 
 * Copyright 2018 Fernando Pujaico Rivera <fernando.pujaico.rivera@gmail.com>
 * 
 * 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.
 * 
 * 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.
 * 
 * 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., 51 Franklin Street, Fifth Floor, Boston,
 * MA 02110-1301, USA.
 * 
 */
 
#ifndef __PDS_FUNCMATRIXREGRESSIONMSE_HPP__
#define __PDS_FUNCMATRIXREGRESSIONMSE_HPP__
    
#include <Pds/Ra>
#include <vector>
 
namespace Pds{
 
namespace Regression{
 
 
    Pds::Vector FitModel(   const Pds::Matrix &X,
                            const Pds::Vector &Y,
                            double (*Func)(const Pds::Vector &,const Pds::Vector &),
                            Pds::Vector (*DcFunc)(const Pds::Vector &,const Pds::Vector &),
                            Pds::Vector c0,
                            double Lambda=0.01,
                            double MinError=1.0e-5,
                            unsigned int MaxIter=2048);
 
} // namespace Ml
 
} // namespace Pds
 
 
#endif /* __PDS_FUNCMATRIXREGRESSIONMSE_HPP__ */