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/*!
\file fff_glm_twolevel.h
\brief General linear model under observation errors (mixed effects)
\author Alexis Roche
\date 2008
Bla bla bla
*/
#ifndef FFF_GLM_TWOLEVEL
#define FFF_GLM_TWOLEVEL
#ifdef __cplusplus
extern "C" {
#endif
#include "fff_vector.h"
#include "fff_matrix.h"
/*!
\struct fff_glm_twolevel_EM
\brief Structure for the mixed-effect general linear model
This structure is intended for multiple regression under mixed
effects using the EM algorithm.
*/
typedef struct{
size_t n; /*! Number of observations */
size_t p; /*! Number of regresssors */
fff_vector* b; /*! Effect estimate */
double s2; /*! Variance estimate */
fff_vector* z; /*! Expected true effects */
fff_vector* vz; /*! Expected variance of the true effects (diagonal matrix) */
fff_vector* Qz; /* Expected prediction error */
unsigned int niter; /* Number of iterations */
} fff_glm_twolevel_EM;
extern fff_glm_twolevel_EM* fff_glm_twolevel_EM_new(size_t n, size_t p);
extern void fff_glm_twolevel_EM_delete(fff_glm_twolevel_EM* thisone);
extern void fff_glm_twolevel_EM_init(fff_glm_twolevel_EM* em);
/*
\a PpiX is defined by: \f$ PpiX = P (X'X)^{-1} X' \f$, where: \f$ P
= I_p - A C (C' A C)^{-1} C' \f$ with \f$ A = (X'X)^-1 \f$ is the
appropriate projector onto the constaint space, \f$ C'b=0 \f$. \a P
is, in fact, orthogonal for the dot product defined by \a X'X.
Please note that the equality \a PpiX*X=P should hold but is not
checked.
*/
extern void fff_glm_twolevel_EM_run(fff_glm_twolevel_EM* em, const fff_vector* y, const fff_vector* vy,
const fff_matrix* X, const fff_matrix* PpiX, unsigned int niter);
extern double fff_glm_twolevel_log_likelihood( const fff_vector* y,
const fff_vector* vy,
const fff_matrix* X,
const fff_vector* b,
double s2,
fff_vector* tmp );
#ifdef __cplusplus
}
#endif
#endif
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