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src
shogun
statistics
HSIC.h
Go to the documentation of this file.
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Written (W) 2012 Heiko Strathmann
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*/
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#ifndef __HSIC_H_
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#define __HSIC_H_
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#include <
shogun/statistics/KernelIndependenceTestStatistic.h
>
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namespace
shogun
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{
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template
<
class
T>
class
SGMatrix;
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class
CHSIC
:
public
CKernelIndependenceTestStatistic
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{
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public
:
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CHSIC
();
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CHSIC
(
CKernel
* kernel_p,
CKernel
* kernel_q,
CFeatures
* p_and_q,
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index_t
q_start);
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CHSIC
(
CKernel
* kernel_p,
CKernel
* kernel_q,
CFeatures
* p,
CFeatures
* q);
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virtual
~CHSIC
();
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virtual
float64_t
compute_statistic
();
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virtual
float64_t
compute_p_value
(
float64_t
statistic);
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virtual
float64_t
compute_threshold
(
float64_t
alpha);
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inline
virtual
const
char
*
get_name
()
const
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{
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return
"HSIC"
;
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}
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SGVector<float64_t>
fit_null_gamma
();
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virtual
SGVector<float64_t>
bootstrap_null
();
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protected
:
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SGMatrix<float64_t>
get_kernel_matrix_K
();
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SGMatrix<float64_t>
get_kernel_matrix_L
();
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private
:
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void
init();
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};
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}
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#endif
/* __HSIC_H_ */
SHOGUN
Machine Learning Toolbox - Documentation