/usr/include/openturns/BoxCoxFactory.hxx is in libopenturns-dev 1.2-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file BoxCoxFactory.hxx
* @brief This class is enables to estimate parameters of the BoxCox model
*
* Copyright (C) 2005-2013 EDF-EADS-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/>.
*
* @author schueller
* @date 2012-04-18 17:56:46 +0200 (Wed, 18 Apr 2012)
*/
#ifndef OPENTURNS_BOXCOXFACTORY_HXX
#define OPENTURNS_BOXCOXFACTORY_HXX
#include "PersistentObject.hxx"
#include "NumericalPoint.hxx"
#include "NumericalSample.hxx"
#include "TimeSeries.hxx"
#include "BoxCoxTransform.hxx"
#include "Graph.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class BoxCoxFactory
*/
class BoxCoxFactory
: public PersistentObject
{
CLASSNAME;
public:
/** Default constructor without parameters */
BoxCoxFactory();
/** Virtual copy constructor */
BoxCoxFactory * clone() const;
/** String converter */
String __repr__() const;
/** String converter */
String __str__(const String & offset = "") const;
/** Build the factory from data by estimating the best \lambda which maximizes the log-likelihood function */
BoxCoxTransform build(const TimeSeries & timeSeries) const;
BoxCoxTransform build(const TimeSeries & timeSeries,
const NumericalPoint & shift) const;
BoxCoxTransform build(const TimeSeries & timeSeries,
const NumericalPoint & shift,
Graph & graph) const;
BoxCoxTransform build(const NumericalSample & sample) const;
BoxCoxTransform build(const NumericalSample & sample,
const NumericalPoint & shift) const;
BoxCoxTransform build(const NumericalSample & sample,
const NumericalPoint & shift,
Graph & graph) const;
protected:
/** Likelihood function */
NumericalScalar computeLogLikelihood(const NumericalScalar & lambda) const;
/** wrapper function passed to cobyla */
static int ComputeObjectiveAndConstraint( int n,
int m,
double * x,
double * f,
double * con,
void * state);
/** only used to pass data to be used in computeLogLikeliHood */
mutable NumericalSample sample_;
/** only used to pass data to be used in computeLogLikeliHood */
mutable NumericalScalar sumLog_;
} ; /* class BoxCoxFactory */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_BOXCOXFACTORY_HXX */
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