target.hpp

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#pragma once
#include "glm.hpp"

namespace target {

  template <class T>
  class Target {
  protected:
    arma::Col<T> nuisance;
    arma::Col<T> target;
    arma::Col<T> propensity;

    arma::Col<T> _response;
    arma::Mat<T> _exposure;
    arma::Mat<T> _x1;
    arma::Mat<T> _x2;
    arma::Mat<T> _x3;
    arma::Col<T> _weights;

  public:
    arma::Col<T> alpha;  // Target parameter
    arma::Col<T> beta;  // Nuisance parameter
    arma::Col<T> gamma;  // Propensity parameter

    Target() {}

    Target(const arma::Col<T> &y, const arma::Mat<T> &a,
       const arma::Mat<T> &x1, const arma::Mat<T> &x2, const arma::Mat<T> &x3,
       const arma::Col<T> &parameter,
       const arma::Col<T> &weights);

    Target(const arma::Col<T> &y, const arma::Mat<T> &a,
       const arma::Mat<T> &x1, const arma::Mat<T> &x2,
       const arma::Col<T> &parameter,
       const arma::Col<T> &weights);

    Target(const arma::Col<T> &y, const arma::Mat<T> &a,
       const arma::Mat<T> &x1, const arma::Mat<T> &x2, const arma::Mat<T> &x3,
       const arma::Col<T> &parameter);

    Target(const arma::Col<T> &y, const arma::Mat<T> &a,
       const arma::Mat<T> &x1, const arma::Mat<T> &x2,
       const arma::Col<T> &parameter);

    virtual ~Target() {}  // Abstract class

    void weights(const arma::Col<T> &weights) { _weights = weights; }
    arma::Col<T> weights() { return (_weights); }
    arma::Col<T> A() { return (_exposure); }
    arma::Col<T> Y() { return (_response); }
    arma::Mat<T> X1() { return _x1; }
    arma::Mat<T> X2() { return _x2; }
    arma::Mat<T> X3() { return _x3; }
    void update_data(const arma::Col<T> &y,
             const arma::Mat<T> &a,
             const arma::Mat<T> &x1,
             const arma::Mat<T> &x2,
             const arma::Mat<T> &x3) {
      _response = y;
      _exposure = a;
      _x1 = x1;
      _x2 = x2;
      _x3 = x3;
    }
    virtual void calculate(bool target = true,
               bool nuisance = true,
               bool propensity = false);
    void update_par(const arma::Col<T> &parameter);
  };


  template <class T>
  class TargetBinary : public Target<T> {
  protected:
    arma::Mat<T> pr;
    virtual arma::Col<T> H() = 0;
    virtual arma::Mat<T> dp() = 0;
  public:
    using Target<T>::Target;
    virtual arma::Mat<T> pa();
    virtual arma::Mat<T> p(bool exposure = 0) { return pr.col(exposure); }
    virtual arma::Col<T> loglik(bool indiv = false);
    virtual arma::Mat<T> score(bool indiv = false);
    virtual arma::Mat<T> est(arma::Col<T> alpha,
                 const arma::Col<T> &propensity);
    virtual arma::Mat<T> est(arma::Col<T> alpha);
    void calculate(bool target = true,
               bool nuisance = true,
               bool propensity = false) override;
  };


  template <class T>
  class RD : public TargetBinary<T> {
  private:
    arma::Col<T> H() override { return(RD<T>::Y() - RD<T>::A()%rd()); }
    arma::Mat<T> dp() override;
  public:
    RD() {}
    RD(const arma::Col<T> &y, const arma::Mat<T> &a,
       const arma::Mat<T> &x1, const arma::Mat<T> &x2, const arma::Mat<T> &x3,
       const arma::Col<T> &parameter,
       const arma::Col<T> &weights);

    arma::Col<T> rd() { return RD<T>::target; }
    arma::Col<T> op() { return RD<T>::nuisance; }
    void calculate(bool target = true,
           bool nuisance = true,
           bool propensity = false) override;
  };

  template <class T>
  class RR : public TargetBinary<T> {
  private:
    arma::Col<T> H() override {
      return(RR<T>::Y()%exp( - RR<T>::A().col(0) % log( rr() ) ) );
    }
    arma::Mat<T> dp() override;

  public:
    RR() {}
    RR(const arma::Col<T> &y, const arma::Mat<T> &x,
       const arma::Mat<T> &z1, const arma::Mat<T> &z2, const arma::Mat<T> &z3,
       const arma::Col<T> &parameter,
       const arma::Col<T> &weights);

    arma::Col<T> rr() { return RR<T>::target; }
    arma::Col<T> op() { return RR<T>::nuisance; }
    void calculate(bool target = true,
           bool nuisance = true,
           bool propensity = false) override;
  };



  class ACE : public Target<cx_dbl> {
  protected:
    bool binary;

  public:
    ACE(const arma::cx_vec &y,
    const arma::cx_mat &a,
    const arma::cx_mat &x2,
    const arma::cx_mat &x3,
    const arma::cx_vec &parameter,
    const arma::cx_vec &weights,
    bool binary = true);
    ACE(const arma::vec &y,
        const arma::vec &a,
        const arma::mat &x2,
        const arma::mat &x3,
        const arma::vec &parameter,
        const arma::vec &weights,
        bool binary = true);

    void calculate(bool target = true,
           bool nuisance = true,
           bool propensity = true) override;
    void update_par(arma::cx_vec par);
    void update_par(arma::vec par);

    arma::cx_mat est(arma::cx_vec par,
             bool indiv = false,
             const cx_dbl &value = 1);
    arma::cx_mat est(bool indiv = false,
             const cx_dbl &value = 1);
    arma::mat deriv(const cx_dbl &value = 1);
  };



  template<typename T>
  arma::Mat<T> rd2prob(const arma::Col<T> &rd, const arma::Col<T> &op);

  template<typename T>
  arma::Mat<T> rr2prob(const arma::Col<T> &rd, const arma::Col<T> &op);

}  // namespace target