Struct AffineRemlProfile 

pub struct AffineRemlProfile<'a> { /* private fields */ }

Spectral REML/profile score with affine diagonal modes h_i(lambda) = g_i + lambda s_i.

projected_rhs_squared is RESPONSE-MAJOR: entry (d, i) is stored at d * n_modes + i. The score is

-1/2 { D [logdet_constant + sum log h_i - rank log(lambda)] + residual_dof * sum_d log(R_d / residual_dof) },

where R_d = response_energy[d] - sum_i q[d,i] / h_i.

Implementations

impl<'a> AffineRemlProfile<'a>

pub fn new( gram_modes: &'a [f64], penalty_modes: &'a [f64], projected_rhs_squared: &'a [f64], response_energy: &'a [f64], residual_dof: f64, determinant_rank: usize, logdet_constant: f64, ) -> Result<Self, AffineRemlError>

pub fn num_modes(&self) -> usize

pub fn num_responses(&self) -> usize

pub fn evaluate(&self, log_lambda: f64) -> Result<ScoreJet, AffineRemlError>

Exact score value, first derivative, and second derivative in log(lambda).

pub fn enclose( &self, lo: f64, hi: f64, ) -> Result<DerivativeEnclosure, AffineRemlError>

Outward enclosure of the first two score derivatives on a bounded log-lambda interval.

pub fn maximize( &self, lo: f64, hi: f64, resolution: f64, ) -> Result<ScoreSearchResult, ScoreSearchError<AffineRemlError>>

Trait Implementations

impl<'a> Clone for AffineRemlProfile<'a>

fn clone(&self) -> AffineRemlProfile<'a>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Copy for AffineRemlProfile<'a>

impl<'a> Debug for AffineRemlProfile<'a>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.