Probability.h

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#pragma once
 
#include "../Matrix.h"
#include "../matrix_utils.h"
 
struct LinearModel {
  double beta_0;
  double beta_1;
  Matrix<double> y_estimate;
  Matrix<double> residuals;
};
 
enum P_NORM {
  Inf,
  One,
  Eukl
};
 
double getExponent(double x);
double round(double x, int precision);
double abs(double x);
double pow(double x, int exponent);
double norm(const Matrix<double>& vec, P_NORM pNorm);
double cov(const Matrix<double>& x, const Matrix<double>& y);
double var(const Matrix<double>& x);
 
Matrix<double> sd(const Matrix<double>& x, int axis = 0);
LinearModel lm(const Matrix<double>& x, const Matrix<double>& y);
double coefficientOfDetermination(const Matrix<double>& y, const Matrix<double>& yHat);
double likelihood(const Matrix<double>&);
 
Matrix<double> Regression(const Matrix<double>& A);
 
Matrix<double> corr(const Matrix<double>& A, const Matrix<double>& B);
 
Matrix<double> expected_value(const Matrix<double>& A);