hierarchical_model_static.h

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#pragma once
 
#include "interfaces.h"
#include "mapping.h"
 
namespace hgps {
 
struct Coefficient {
    double value{};
 
    double pvalue{};
 
    double tvalue{};
 
    double std_error{};
};
 
struct LinearModel {
    std::unordered_map<core::Identifier, Coefficient> coefficients;
 
    double residuals_standard_deviation{};
 
    double rsquared{};
};
 
struct HierarchicalLevel {
 
    std::unordered_map<core::Identifier, int> variables;
 
    core::DoubleArray2D transition;
 
    core::DoubleArray2D inverse_transition;
 
    core::DoubleArray2D residual_distribution;
 
    core::DoubleArray2D correlation;
 
    std::vector<double> variances;
};
 
class StaticHierarchicalLinearModel final : public HierarchicalLinearModel {
  public:
    StaticHierarchicalLinearModel(const std::unordered_map<core::Identifier, LinearModel> &models,
                                  const std::map<int, HierarchicalLevel> &levels);
 
    HierarchicalModelType type() const noexcept override;
 
    std::string name() const noexcept override;
 
    void generate_risk_factors(RuntimeContext &context) override;
 
    void update_risk_factors(RuntimeContext &context) override;
 
  private:
    const std::unordered_map<core::Identifier, LinearModel> &models_;
    const std::map<int, HierarchicalLevel> &levels_;
 
    void generate_for_entity(RuntimeContext &context, Person &entity, int level,
                             std::vector<MappingEntry> &level_factors);
};
 
class HierarchicalLinearModelDefinition final : public RiskFactorModelDefinition {
  public:
    HierarchicalLinearModelDefinition(
        std::unordered_map<core::Identifier, LinearModel> linear_models,
        std::map<int, HierarchicalLevel> model_levels);
 
    std::unique_ptr<HierarchicalLinearModel> create_model() const override;
 
  private:
    std::unordered_map<core::Identifier, LinearModel> models_;
    std::map<int, HierarchicalLevel> levels_;
};
 
} // namespace hgps