nlls_max_likelihood.h

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#ifndef NLLS_MAX_LIKELIHOOD_H
#define NLLS_MAX_LIKELIHOOD_H
#include <max_likelihood.h>
#include <nlls_problem.h>
#include <nlls_problem_state.h>
#include <boost/shared_ptr.hpp>

namespace FullPhysics {
/******************************************************************
  This class casts a maximum likelihood problem into the
  Nonlinear Least Squares problem.
*******************************************************************/
class NLLSMaxLikelihood : 
    public NLLSProblem, public NLLSProblemState {

public:

//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  NLLSMaxLikelihood(const boost::shared_ptr<MaxLikelihood>& ml)
    : NLLSProblem(), NLLSProblemState(), ML(ml)
  {}

  virtual ~NLLSMaxLikelihood() {}


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> residual();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 2> jacobian();


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual int residual_size() const
  { return ML->measurement_size(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual int expected_parameter_size() const
  { return ML->expected_parameter_size(); }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void parameters(const blitz::Array<double, 1>& x);


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual blitz::Array<double, 1> parameters() const
  { return NLLSProblemState::parameters(); }


  boost::shared_ptr<MaxLikelihood> max_likelihood()
  { return ML; }


//-----------------------------------------------------------------------
//-----------------------------------------------------------------------

  virtual void print(std::ostream& Os) const 
  { Os << "NLLSMaxLikelihood"; }


protected:

  const boost::shared_ptr<MaxLikelihood> ML;

};
}
#endif