HypothesisTest.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2012-2013 Heiko Strathmann
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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 */

#ifndef HYPOTHESIS_TEST_H_
#define HYPOTHESIS_TEST_H_

#include <shogun/lib/config.h>

#include <shogun/base/SGObject.h>

namespace shogun
{

enum EStatisticType
{
    S_LINEAR_TIME_MMD,
    S_QUADRATIC_TIME_MMD,
    S_HSIC,
    S_NOCCO
};

enum ENullApproximationMethod
{
    PERMUTATION,
    MMD2_SPECTRUM_DEPRECATED,
    MMD2_SPECTRUM,
    MMD2_GAMMA,
    MMD1_GAUSSIAN,
    HSIC_GAMMA
};

class CHypothesisTest : public CSGObject
{
public:
    CHypothesisTest();

    virtual ~CHypothesisTest();

    virtual float64_t compute_statistic()=0;

    virtual float64_t compute_p_value(float64_t statistic);

    virtual float64_t compute_threshold(float64_t alpha);

    virtual float64_t perform_test();

    bool perform_test(float64_t alpha);

    virtual SGVector<float64_t> sample_null()=0;

    virtual void set_num_null_samples(index_t num_null_samples);

    virtual void set_null_approximation_method(
            ENullApproximationMethod null_approximation_method);

    virtual EStatisticType get_statistic_type() const=0;

    virtual const char* get_name() const=0;

private:
    void init();

protected:
    index_t m_num_null_samples;

    ENullApproximationMethod m_null_approximation_method;
};

}

#endif /* HYPOTHESIS_TEST_H_ */