OLS.hpp

#pragma once
#include "creativity/data/Equation.hpp"
#include <Eigen/Core>
#include <ostream>

namespace creativity { namespace data {

class OLS {
    public:
        OLS() = delete;

        OLS(const Equation &model);

        OLS(Equation &&model);

        const Equation& model() const { return model_; }

        unsigned int n() const { return solved_ ? X_.rows() : model_.depVar()->size(); }

        unsigned int k() const { return solved_ ? X_.cols() : model_.numVars(); }

        int df() const { return n() - k(); }

        void gather();

        void solve();

        const Eigen::VectorXd& beta() const;

        const Eigen::MatrixXd& covariance() const;

        const Eigen::VectorXd& se() const;

        const Eigen::VectorXd& tRatios() const;

        const Eigen::VectorXd& pValues() const;

        const double& s2() const;

        const Eigen::VectorXd& residuals() const;

        const double& ssr() const;

        const double& Rsq() const;

        struct ftest {
            double f; 
            unsigned df_numerator; 
            unsigned df_denominator; 
            double p; 
        };

        ftest fTest() const;

        const Eigen::VectorXd& y() const;

        const Eigen::MatrixXd& X() const;

        friend std::ostream& operator<<(std::ostream &os, const OLS &ols);
    protected:
        Equation model_;

        bool gathered_ = false;

        Eigen::VectorXd y_;

        Eigen::MatrixXd X_;

        bool solved_ = false;

        Eigen::VectorXd beta_;

        Eigen::MatrixXd var_beta_;

        Eigen::VectorXd se_;

        Eigen::VectorXd t_ratios_;

        Eigen::VectorXd p_values_;

        Eigen::VectorXd residuals_;

        double ssr_ = 0, 
               s2_ = 0, 
               R2_ = 0; 

        void requireGathered() const { if (!gathered_) throw std::logic_error("Cannot access model data before calling gather()"); }

        void requireSolved() const { if (!solved_) throw std::logic_error("Cannot obtain model estimates before calling solve()"); }

};

}}