glm.hpp

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#pragma once

#ifndef ARMA_R
#define MATHLIB_STANDALONE
#include <armadillo>
#endif
#if defined(ARMA_R)
#include <RcppArmadillo.h>
#endif
#include <cmath>
#include <complex>
#include <cfloat>     // precision of double (DBL_MIN)
#include <functional>  // std::bind for using non-static member function as argument to free function
#include <vector>

using cx_dbl  = std::complex<double>;
using cx_func = std::function<arma::cx_mat(arma::cx_vec theta)>;
using matlist = std::vector<arma::mat>;

namespace target {

  arma::mat expit(arma::mat x);
  arma::cx_mat expit(arma::cx_mat x);
  arma::vec softmax(arma::vec u);
  arma::mat softmax(arma::mat lp, bool ref, bool log);

  // template<typename T>
  // arma::Mat<T> expit(const arma::Mat<T> &x) {
  //   return 1.0/(1+exp(-x));
  // }
  arma::mat expit(arma::mat x);
  arma::cx_mat expit(arma::cx_mat x);

  class IID {
  public:
    arma::mat iid;
    arma::mat vcov;
    IID(): iid(arma::zeros(1, 1)), vcov(arma::zeros(1, 1)) {}
    IID(arma::mat score, arma::mat v): iid(score*v), vcov(v) {}
  };

  IID logistic_iid(const arma::vec &y,
           const arma::vec &p,
           const arma::mat &x,
           const arma::vec &w);

  IID linear_iid(const arma::vec &y,
         const arma::vec &p,
         const arma::mat &x,
         const arma::vec &w);

}  // namespace target