robustRegression.hpp

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#ifndef JULIAN_ROBUSTREGRESSION_HPP
#define JULIAN_ROBUSTREGRESSION_HPP

#include <vector>
#include <iostream>
#include <mathematics/regressions/regression.hpp>

namespace julian {

  class RobustRegression : public DeeplyCopyableRegression<RobustRegression> {
  public:

    enum type {BISQUARE, 
           CAUCHY,   
           FAIR,     
           HUBER,    
           OLS,      
           WELSCH    
    };

    RobustRegression(): order_(2), type_(RobustRegression::OLS){};

    RobustRegression(int order, RobustRegression::type t): order_(order), type_(t) {};
    
    void estimate(const std::vector<double>& x,const std::vector<double>& y);
       
    std::vector<double> getCoefficient() const;
    double operator()(double) const;

    virtual ~RobustRegression(){}

  private:
    int order_; 
    RobustRegression::type type_; 
    std::vector<double> coefs_;
  };
  
}
std::ostream& operator<<(std::ostream& s, julian::RobustRegression& r);

#endif