SmoothingSpline.h

//-*-C++-*-
/***************************************************************************
 *
 *   Copyright (C) 2021 by Willem van Straten
 *   Licensed under the Academic Free License version 2.1
 *
 ***************************************************************************/
 
// psrchive/psrchive/Util/units/SmoothingSpline.h
 
#ifndef __SmoothingSpline_h
#define __SmoothingSpline_h
 
#include "Estimate.h"
#include <vector>


class SmoothingSpline
{
  int current_knot;
  std::vector<double> knot;
  std::vector<double> coefficients;
  std::vector<double> workspace;
  
  double smoothing;
  double effective_nfree;
  double chi_squared;
  bool minimize_gcv;
 
  unsigned ndat_good;
  
public:

  SmoothingSpline ();
  
  void set_smoothing (double);

  void set_effective_nfree (double);


  void set_msre (double);

  void set_minimize_gcv (bool);

  void fit (const std::vector< double >& data_x,
            const std::vector< Estimate<double> >& data_y);

  unsigned get_ndat_good () const;
  
  double get_fit_gcv ();
  double get_fit_msre ();
  double get_fit_effective_nfree ();
  double get_fit_smoothing ();
  double get_fit_true_mse ();
  double get_fit_Gauss_Markov_error_variance ();

  double evaluate (double);
};


 
class CrossValidatedSmoothing
{
  bool logarithmic;             // linearly space smoothing factors on logarithmic scale
  unsigned ntrial;              // number of trial smoothing factors
  unsigned npartition;          // m=40 in Clark (1977)
  double validation_fraction;   // 0.1 in Clark (1977)
  SmoothingSpline* spline;      // the spline implementation
  
public:
 
  CrossValidatedSmoothing ();
 
  void set_spline (SmoothingSpline* _spline) { spline = _spline; }
  
  void fit ( std::vector< double >& data_x,
             std::vector< Estimate<double> >& data_y);

  double get_mean_gof (const std::vector< double >& data_x,
                       const std::vector< Estimate<double> >& data_y);

  void get_nfree_trials (std::vector<double>& nfree, unsigned ndat);
 
};
 
class BootstrapUncertainty
{
  unsigned nsample;
  SmoothingSpline* spline;      // the spline implementation
  
public:
 
  BootstrapUncertainty ();
 
  void set_spline (SmoothingSpline* _spline) { spline = _spline; }
  
  void get_uncertainty (const std::vector< double >& dat_x,
                        std::vector< Estimate<double> >& dat_y);
};
  
#endif