LeastSquares.h

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#ifndef PhysicsTools_MVATrainer_LeastSquares_h
#define PhysicsTools_MVATrainer_LeastSquares_h

#include <string>
#include <vector>

#include <TMatrixD.h>
#include <TVectorD.h>

#include <xercesc/dom/DOM.hpp>

namespace PhysicsTools {

class LeastSquares
{
    public:
    LeastSquares(unsigned int n);
    virtual ~LeastSquares();

    void add(const std::vector<double> &values, double dest,
             double weight = 1.0);
    void add(const LeastSquares &other, double weight = 1.0);
    void calculate();

    std::vector<double> getWeights() const;
    std::vector<double> getMeans() const;
    double getConstant() const;

    inline unsigned int getSize() const { return n; }
    inline const TMatrixDSym &getCoefficients() const { return coeffs; }
    inline const TMatrixDSym &getCovariance() const { return covar; }
    inline const TMatrixDSym &getCorrelations() const { return corr; }
    inline const TMatrixD &getRotation() { return rotation; }

    void load(XERCES_CPP_NAMESPACE_QUALIFIER DOMElement *elem);
    XERCES_CPP_NAMESPACE_QUALIFIER DOMElement *save(
        XERCES_CPP_NAMESPACE_QUALIFIER DOMDocument *doc) const;

    static TVectorD solveFisher(const TMatrixDSym &coeffs);
    static TMatrixD solveRotation(const TMatrixDSym &covar,
                                  TVectorD &trace);

    private:
    TMatrixDSym     coeffs;
    TMatrixDSym     covar;
    TMatrixDSym     corr;
    TMatrixD        rotation;
    TVectorD        weights;
    TVectorD        variance;
    TVectorD        trace;
    const unsigned int  n;
};

} // namespace PhysicsTools

#endif // PhysicsTools_MVATrainer_LeastSquares_h