PLearn 0.1
stats_utils.h
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00001 // -*- C++ -*-
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 2003 Pascal Vincent, Yoshua Bengio
00005 
00006 // Redistribution and use in source and binary forms, with or without
00007 // modification, are permitted provided that the following conditions are met:
00008 // 
00009 //  1. Redistributions of source code must retain the above copyright
00010 //     notice, this list of conditions and the following disclaimer.
00011 // 
00012 //  2. Redistributions in binary form must reproduce the above copyright
00013 //     notice, this list of conditions and the following disclaimer in the
00014 //     documentation and/or other materials provided with the distribution.
00015 // 
00016 //  3. The name of the authors may not be used to endorse or promote
00017 //     products derived from this software without specific prior written
00018 //     permission.
00019 // 
00020 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00021 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00022 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00023 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00024 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00025 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00026 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00027 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00028 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00029 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00030 // 
00031 // This file is part of the PLearn library. For more information on the PLearn
00032 // library, go to the PLearn Web site at www.plearn.org
00033 
00034 
00035 /* *******************************************************      
00036  * $Id: stats_utils.h 8761 2008-04-04 17:59:42Z saintmlx $
00037  * This file is part of the PLearn library.
00038  ******************************************************* */
00039 
00040 
00043 #ifndef stats_utils_INC
00044 #define stats_utils_INC
00045 
00046 #include <plearn/vmat/VMat.h>
00047 #include "Mat.h"
00048 
00049 namespace PLearn {
00050 using namespace std;
00051 
00067 TMat<int> SpearmanRankCorrelation(const VMat &x, const VMat& y, Mat& r, bool ignore_missing = false);
00068 
00074 real testNoCorrelationAsymptotically(real r, int n);
00075 
00088 void testSpearmanRankCorrelationPValues(const VMat &x, const VMat& y, Mat& pvalues, bool ignore_missing = false);
00090 void testSpearmanRankCorrelation(const VMat &x, const VMat& y, Mat& r, Mat& pvalues, bool ignore_missing = false);
00091 
00094 real max_cdf_diff(Vec& v1, Vec& v2);
00095 
00096 
00130 real KS_test(real D, real N, int conv=10);
00131 
00137 void KS_test(Vec& v1, Vec& v2, int conv, real& D, real& p_value);
00138 
00143 real KS_test(Vec& v1, Vec& v2, int conv=10);
00144 
00150 tuple<real,real> remote_KS_test(Vec& v1, Vec& v2, int conv);
00151 
00156 void KS_test(const VMat& m1, const VMat& m2, const int conv, Vec& Ds, Vec& p_values, const bool report_progress = false);
00157 
00164 tuple<Vec,Vec> remote_KS_tests(VMat& m1, VMat& m2, int conv);
00165 
00172 real paired_t_test(Vec u, Vec v);
00173 
00174 
00183 void DirichletEstimatorMMoments(const Mat& p, Vec& alpha);
00184 
00197 void DirichletEstimatorMaxLik(const Mat& p, Vec& alpha);
00198 
00199 } // end of namespace PLearn
00200 
00201 
00202 #endif
00203 
00204 
00205 /*
00206   Local Variables:
00207   mode:c++
00208   c-basic-offset:4
00209   c-file-style:"stroustrup"
00210   c-file-offsets:((innamespace . 0)(inline-open . 0))
00211   indent-tabs-mode:nil
00212   fill-column:79
00213   End:
00214 */
00215 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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