module Statsample
  module Regression
    module Binomial
      # Base Engine for binomial regression analysis.
      # Use Statsample::Regression.logit and Statsample::Regression.probit
      # for fast access methods.
      #
      # == Usage:
      #  dataset=Statsample::CSV.read("data.csv")
      #  y="y"
      #  model=Statsample::MLE::Logit.new
      #  lr=Statsample::Regression::Binomial::BaseEngine(dataset, y, model)
      class BaseEngine
        attr_reader :log_likehood, :iterations
        # Parameters
        # * ds: Dataset
        # * y_var: Name of dependent variable
        # * model: One of Statsample::Regression::Binomial classes
        def initialize(ds,y_var,model)
          @ds=ds
          @y_var=y_var
          @dy=@ds[@y_var]
          @ds_indep=ds.dup(ds.fields-[y_var])
          constant=([1.0]*ds.cases).to_vector(:scale)
          @ds_indep.add_vector("_constant",constant)
          mat_x=@ds_indep.to_matrix
          mat_y=@dy.to_matrix(:vertical)
          @fields=@ds_indep.fields
          @model=model
          coeffs=model.newton_raphson(mat_x, mat_y)
          @coeffs=assign_names(coeffs.column(0).to_a)
          @iterations=model.iterations
          @var_cov_matrix=model.var_cov_matrix
          @log_likehood=model.log_likehood(mat_x, mat_y, coeffs)
        end # init
        # Coefficients standard error
        def coeffs_se
          out={}
          @fields.each_index{|i|
            f=@fields[i]
            out[f]=Math::sqrt(@var_cov_matrix[i,i])
          }
          out.delete("_constant")
          out
        end
        # Value of constant on regression
        def constant
          @coeffs['_constant']
        end
        # Constant standard error
        def constant_se
          i=@fields.index :_constant
          Math::sqrt(@var_cov_matrix[i,i])
        end
        # Regression coefficients
        def coeffs
          c=@coeffs.dup
          c.delete("_constant")
          c
        end

        def assign_names(c) # :nodoc:
          a={}
          @fields.each_index do |i|
            a[@fields[i]]=c[i]
          end
          a
        end
      end # Base Engine
    end # Binomial
  end # Regression
end # Stasample