/usr/include/openturns/MaximumLikelihoodFactory.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief Maximum likelihood estimation
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_MAXIMUMLIKELIHOODFACTORY_HXX
#define OPENTURNS_MAXIMUMLIKELIHOODFACTORY_HXX
#include "openturns/DistributionFactoryImplementation.hxx"
#include "openturns/DistributionFactory.hxx"
#include "openturns/OptimizationAlgorithm.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class MaximumLikelihoodFactory
*/
class OT_API MaximumLikelihoodFactory
: public DistributionFactoryImplementation
{
CLASSNAME;
public:
/** Default constructor */
MaximumLikelihoodFactory();
/** Parameters constructor */
MaximumLikelihoodFactory(const Distribution & distribution);
/** Virtual constructor */
virtual MaximumLikelihoodFactory * clone() const;
/** String converter */
virtual String __repr__() const;
/** String converter */
virtual String __str__(const String & offset = "") const;
using DistributionFactoryImplementation::build;
/* Here is the interface that all derived class must implement */
/** Build a distribution based on a sample */
virtual Implementation build(const Sample & sample) const;
/** Build a distribution based on a set of parameters */
virtual Point buildParameter(const Sample & sample) const;
/** Optimization solver accessor */
void setOptimizationAlgorithm(const OptimizationAlgorithm & solver);
OptimizationAlgorithm getOptimizationAlgorithm() const;
// @deprecated
void setOptimizationSolver(const OptimizationAlgorithm & solver);
OptimizationAlgorithm getOptimizationSolver() const;
/** Accessor to optimization bounds */
void setOptimizationBounds(const Interval & optimizationBounds);
Interval getOptimizationBounds() const;
/** Accessor to inequality constraint */
void setOptimizationInequalityConstraint(const Function & optimizationInequalityConstraint);
/** Accessor to known parameter */
void setKnownParameter(const Point & values, const Indices & positions);
Point getKnownParameterValues() const;
Indices getKnownParameterIndices() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/* The underlying distribution */
Distribution distribution_;
/* Solver & optimization problem for log-likelihood maximization */
OptimizationAlgorithm solver_;
// Bounds used for parameter optimization
Interval optimizationBounds_;
// Inequality constraint used for parameter optimization
Function optimizationInequalityConstraint_;
/* Known parameter */
Point knownParameterValues_;
Indices knownParameterIndices_;
}; /* class MaximumLikelihoodFactory */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MAXIMUMLIKELIHOODFACTORY_HXX */
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