1 // -*- C++ -*- 2 /** 3 * @brief Corrected implicit leave-one-out cross validation 4 * 5 * Copyright 2005-2021 Airbus-EDF-IMACS-ONERA-Phimeca 6 * 7 * This library is free software: you can redistribute it and/or modify 8 * it under the terms of the GNU Lesser General Public License as published by 9 * the Free Software Foundation, either version 3 of the License, or 10 * (at your option) any later version. 11 * 12 * This library is distributed in the hope that it will be useful, 13 * but WITHOUT ANY WARRANTY; without even the implied warranty of 14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 15 * GNU Lesser General Public License for more details. 16 * 17 * You should have received a copy of the GNU Lesser General Public License 18 * along with this library. If not, see <http://www.gnu.org/licenses/>. 19 * 20 */ 21 #ifndef OPENTURNS_CORRECTEDLEAVEONEOUT_HXX 22 #define OPENTURNS_CORRECTEDLEAVEONEOUT_HXX 23 24 #include "openturns/FittingAlgorithmImplementation.hxx" 25 26 BEGIN_NAMESPACE_OPENTURNS 27 28 29 30 /** 31 * @class CorrectedLeaveOneOut 32 * 33 * Corrected implicit leave-one-out cross validation 34 */ 35 class OT_API CorrectedLeaveOneOut 36 : public FittingAlgorithmImplementation 37 { 38 CLASSNAME 39 public: 40 typedef Collection<Function> FunctionCollection; 41 42 /** Default constructor */ 43 CorrectedLeaveOneOut(); 44 45 /** Virtual constructor */ 46 CorrectedLeaveOneOut * clone() const override; 47 48 /** String converter */ 49 String __repr__() const override; 50 51 /** Perform cross-validation */ 52 Scalar run(const Sample & x, 53 const Sample & y, 54 const Point & weight, 55 const FunctionCollection & psi, 56 const Indices & indices) const override; 57 58 #ifndef SWIG 59 Scalar run(const Sample & y, 60 const Point & weight, 61 const Indices & indices, 62 const DesignProxy & proxy) const override; 63 64 Scalar run(LeastSquaresMethod & method, 65 const Sample & y) const override; 66 #endif 67 68 /** Method save() stores the object through the StorageManager */ 69 void save(Advocate & adv) const override; 70 71 /** Method load() reloads the object from the StorageManager */ 72 void load(Advocate & adv) override; 73 74 }; /* class CorrectedLeaveOneOut */ 75 76 77 END_NAMESPACE_OPENTURNS 78 79 #endif /* OPENTURNS_CORRECTEDLEAVEONEOUT_HXX */ 80