double RegSuf::relative_sse(const GlmCoefs &coefficients) const {
double ans = yty();
const Selector &inc(coefficients.inc());
if (inc.nvars() == 0) {
return ans;
}
const SpdMatrix xtx(this->xtx(inc));
const Vector xty(this->xty(inc));
const Vector beta(coefficients.included_coefficients());
ans += beta.dot(xtx * beta) - 2 * beta.dot(xty);
return ans;
}
double RM::Loglike(const Vector &sigsq_beta,
Vector &g, Matrix &h, uint nd)const{
const double log2pi = 1.83787706640935;
const double sigsq = sigsq_beta[0];
const Vector b(ConstVectorView(sigsq_beta, 1));
double n = suf()->n();
if(b.size()==0) return empty_loglike(g, h, nd);
double SSE = yty() - 2*b.dot(xty()) + xtx().Mdist(b);
double ans = -.5*(n * log2pi + n *log(sigsq)+ SSE/sigsq);
if(nd>0){ // sigsq derivs come first in CP2 vectorization
SpdMatrix xtx = this->xtx();
Vector gbeta = (xty() - xtx*b)/sigsq;
double sig4 = sigsq*sigsq;
double gsigsq = -n/(2*sigsq) + SSE/(2*sig4);
g = concat(gsigsq, gbeta);
if(nd>1){
double h11 = .5*n/sig4 - SSE/(sig4*sigsq);
h = unpartition(h11, (-1/sigsq)*gbeta, (-1/sigsq)*xtx);}}
return ans;
}
SpdMatrix MvRegSuf::SSE(const Matrix &B) const {
SpdMatrix ans = yty();
ans.add_inner2(B, xty(), -1);
ans += sandwich(B.transpose(), xtx());
return ans;
}
double NeRegSuf::SSE()const{
SpdMatrix ivar = xtx().inv();
return yty() - ivar.Mdist(xty()); }
ostream & QrRegSuf::print(ostream &out)const{
return out << "sumsqy = " << yty() << endl
<< "xty_ = " << xty() << endl
<< "xtx = " << endl << xtx();
}