QuadraticTimeMMD.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 __QUADRACTIMEMMD_H_
#define __QUADRACTIMEMMD_H_

#include <shogun/statistics/KernelTwoSampleTestStatistic.h>

namespace shogun
{

class CFeatures;
class CKernel;
class CCustomKernel;

enum EQuadraticMMDType
{
    BIASED, UNBIASED
};

class CQuadraticTimeMMD : public CKernelTwoSampleTestStatistic
{
    public:
        CQuadraticTimeMMD();

        CQuadraticTimeMMD(CKernel* kernel, CFeatures* p_and_q, index_t m);

        CQuadraticTimeMMD(CKernel* kernel, CFeatures* p, CFeatures* q);

        CQuadraticTimeMMD(CCustomKernel* custom_kernel, index_t m);

        virtual ~CQuadraticTimeMMD();

        virtual float64_t compute_statistic();

        virtual SGVector<float64_t> compute_statistic(bool multiple_kernels);

        virtual float64_t compute_p_value(float64_t statistic);

        virtual float64_t compute_threshold(float64_t alpha);

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

        virtual EStatisticType get_statistic_type() const
        {
            return S_QUADRATIC_TIME_MMD;
        }

#ifdef HAVE_LAPACK

        SGVector<float64_t> sample_null_spectrum(index_t num_samples,
                index_t num_eigenvalues);
#endif // HAVE_LAPACK

        void set_num_samples_sepctrum(index_t num_samples_spectrum);

        void set_num_eigenvalues_spectrum(index_t num_eigenvalues_spectrum);

        void set_statistic_type(EQuadraticMMDType statistic_type);

        SGVector<float64_t> fit_null_gamma();

    protected:
        virtual float64_t compute_unbiased_statistic();

        virtual float64_t compute_biased_statistic();

    private:
        void init();

    protected:
        index_t m_num_samples_spectrum;

        index_t m_num_eigenvalues_spectrum;

        EQuadraticMMDType m_statistic_type;
};

}

#endif /* __QUADRACTIMEMMD_H_ */