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nls.h

/*
 *  Copyright (c) by Allin Cottrell
 *
 *   This program is free software; you can redistribute it and/or modify
 *   it under the terms of the GNU General Public License as published by
 *   the Free Software Foundation; either version 2 of the License, or
 *   (at your option) any later version.
 *
 *   This program is distributed in the hope that it will be useful,
 *   but WITHOUT ANY WARRANTY; without even the implied warranty of
 *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *   GNU General Public License for more details.
 *
 *   You should have received a copy of the GNU General Public License
 *   along with this program; if not, write to the Free Software
 *   Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 *
 */

#ifndef GRETL_NLS_H
#define GRETL_NLS_H

typedef struct _nls_spec nls_spec;

typedef double (*BFGS_LL_FUNC) (const double *, void *);
typedef int (*BFGS_GRAD_FUNC) (double *, double *, int, 
                         BFGS_LL_FUNC, void *);
typedef double *(*BFGS_SCORE_FUNC) (const double *, int, void *);


nls_spec *nls_spec_new (int ci, const DATAINFO *pdinfo);

void nls_spec_destroy (nls_spec *spec);

int 
nls_spec_add_param_with_deriv (nls_spec *spec, 
                         const char *dstr,
                         const double **Z, 
                         const DATAINFO *pdinfo);

int nls_spec_add_param_list (nls_spec *spec, const int *list,
                       const double **Z, const DATAINFO *pdinfo);

int 
nls_spec_set_regression_function (nls_spec *spec, 
                          const char *fnstr, 
                          const DATAINFO *pdinfo);

void nls_spec_set_t1_t2 (nls_spec *spec, int t1, int t2);

int nls_parse_line (int ci, const char *line, const double **Z,
                const DATAINFO *pdinfo, PRN *prn);

MODEL nls (double ***pZ, DATAINFO *pdinfo, gretlopt opt, PRN *prn);

MODEL model_from_nls_spec (nls_spec *spec, double ***pZ, 
                     DATAINFO *pdinfo, gretlopt opt, 
                     PRN *prn);

double get_default_nls_toler (void);

int BFGS_max (double *b, int n, int maxit, double reltol,
            int *fncount, int *grcount, BFGS_LL_FUNC llfunc, 
            BFGS_GRAD_FUNC gradfunc, void *data, 
            gretlopt opt, PRN *prn);

gretl_matrix *build_OPG_matrix (double *b, int k, int T,
                        BFGS_SCORE_FUNC scorefun,
                        void *data, int *err);

double *numerical_hessian (double *b, int n, BFGS_LL_FUNC func, 
                     void *data);

#endif /* GRETL_NLS_H */

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