HSIC.h

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/*
 * 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 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2012-2013 Heiko Strathmann
 */

#ifndef __HSIC_H_
#define __HSIC_H_

#include <shogun/statistics/KernelIndependenceTestStatistic.h>

namespace shogun
{

template<class T> class SGMatrix;


class CHSIC : public CKernelIndependenceTestStatistic
{
public:
    CHSIC();

    CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p_and_q,
            index_t m);

    CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p, CFeatures* q);

    virtual ~CHSIC();

    virtual float64_t compute_statistic();

    virtual float64_t compute_p_value(float64_t statistic);

    virtual float64_t compute_threshold(float64_t alpha);

    virtual const char* get_name() const
    {
        return "HSIC";
    }

    virtual EStatisticType get_statistic_type() const
    {
        return S_HSIC;
    }

    SGVector<float64_t> fit_null_gamma();

    virtual SGVector<float64_t> bootstrap_null();

protected:
    SGMatrix<float64_t> get_kernel_matrix_K();

    SGMatrix<float64_t> get_kernel_matrix_L();

private:
    void init();

};

}

#endif /* __HSIC_H_ */