SHOGUN
4.1.0
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Hypothesis test base class. Provides an interface for statistical hypothesis testing via three methods: compute_statistic(), compute_p_value() and compute_threshold(). The second computes a p-value for the statistic computed by the first method. The p-value represents the position of the statistic in the null-distribution, i.e. the distribution of the statistic population given the null-hypothesis is true. (1-position = p-value). The third method, compute_threshold(), computes a threshold for a given test level which is needed to reject the null-hypothesis.
Also provides an interface for sampling from the null-distribution. The actual sampling has to be implemented in sub-classes.
All statistical tests should inherit from this class.
Abstract base class.
Definition at line 78 of file HypothesisTest.h.
Public Member Functions | |
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 |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
template<> | |
void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="") |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="") |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Protected Attributes | |
index_t | m_num_null_samples |
ENullApproximationMethod | m_null_approximation_method |
CHypothesisTest | ( | ) |
default constructor
Definition at line 38 of file HypothesisTest.cpp.
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virtual |
destructor
Definition at line 43 of file HypothesisTest.cpp.
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inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 597 of file SGObject.cpp.
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virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Definition at line 714 of file SGObject.cpp.
computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in. This method depends on the implementation of sample_null method which should be implemented in its sub-classes
statistic | statistic value to compute the p-value for |
Reimplemented in CQuadraticTimeMMD, CNOCCO, CStreamingMMD, CHSIC, and CTwoSampleTest.
Definition at line 72 of file HypothesisTest.cpp.
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pure virtual |
Implemented in CQuadraticTimeMMD, CNOCCO, CHSIC, CStreamingMMD, and CKernelTwoSampleTest.
computes a threshold based on current method for approximating the null-distribution. The threshold is the value that a statistic has to have in ordner to reject the null-hypothesis. This method depends on the implementation of sample_null method which should be implemented in its sub-classes
alpha | test level to reject null-hypothesis |
Reimplemented in CQuadraticTimeMMD, CStreamingMMD, CNOCCO, CHSIC, and CTwoSampleTest.
Definition at line 94 of file HypothesisTest.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 198 of file SGObject.cpp.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 618 of file SGObject.cpp.
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inherited |
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inherited |
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inherited |
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inherited |
Definition at line 498 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 522 of file SGObject.cpp.
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inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 535 of file SGObject.cpp.
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pure virtual |
Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.
Implements CSGObject.
Implemented in CQuadraticTimeMMD, CStreamingMMD, CNOCCO, CHSIC, CTwoSampleTest, CLinearTimeMMD, CKernelIndependenceTest, CKernelTwoSampleTest, and CIndependenceTest.
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pure virtual |
returns the statistic type of this test statistic
Implemented in CQuadraticTimeMMD, CNOCCO, CHSIC, and CLinearTimeMMD.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 296 of file SGObject.cpp.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 369 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 426 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 421 of file SGObject.cpp.
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virtualinherited |
Definition at line 262 of file SGObject.cpp.
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virtual |
Performs the complete two-sample test on current data and returns a p-value.
This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.
The method for computing the p-value can be set via set_null_approximation_method().
Reimplemented in CStreamingMMD.
Definition at line 113 of file HypothesisTest.cpp.
bool perform_test | ( | float64_t | alpha | ) |
Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.
This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.
Should not be overwritten in subclasses. (Therefore not virtual)
alpha | test level alpha. |
Definition at line 121 of file HypothesisTest.cpp.
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inherited |
prints all parameter registered for model selection and their type
Definition at line 474 of file SGObject.cpp.
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virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 308 of file SGObject.cpp.
computes the test statistic m_num_null_samples times, exact computation depends on the implementations.
Implemented in CStreamingMMD, CNOCCO, CHSIC, CKernelTwoSampleTest, CKernelIndependenceTest, CTwoSampleTest, and CIndependenceTest.
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virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 314 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 436 of file SGObject.cpp.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 431 of file SGObject.cpp.
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inherited |
Definition at line 41 of file SGObject.cpp.
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inherited |
Definition at line 46 of file SGObject.cpp.
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inherited |
Definition at line 51 of file SGObject.cpp.
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inherited |
Definition at line 56 of file SGObject.cpp.
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inherited |
Definition at line 61 of file SGObject.cpp.
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inherited |
Definition at line 66 of file SGObject.cpp.
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inherited |
Definition at line 71 of file SGObject.cpp.
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inherited |
Definition at line 76 of file SGObject.cpp.
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inherited |
Definition at line 81 of file SGObject.cpp.
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inherited |
Definition at line 86 of file SGObject.cpp.
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inherited |
Definition at line 91 of file SGObject.cpp.
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Definition at line 96 of file SGObject.cpp.
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inherited |
Definition at line 101 of file SGObject.cpp.
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inherited |
Definition at line 106 of file SGObject.cpp.
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inherited |
Definition at line 111 of file SGObject.cpp.
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inherited |
set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 241 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 283 of file SGObject.cpp.
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virtual |
sets the method how to approximate the null-distribution
null_approximation_method | method to use |
Definition at line 61 of file HypothesisTest.cpp.
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virtual |
sets the number of permutation iterations for sample_null()
num_null_samples | how often permutation shall be done |
Definition at line 67 of file HypothesisTest.cpp.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 192 of file SGObject.cpp.
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inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 303 of file SGObject.cpp.
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virtualinherited |
Updates the hash of current parameter combination
Definition at line 248 of file SGObject.cpp.
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io
Definition at line 369 of file SGObject.h.
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parameters wrt which we can compute gradients
Definition at line 384 of file SGObject.h.
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Hash of parameter values
Definition at line 387 of file SGObject.h.
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model selection parameters
Definition at line 381 of file SGObject.h.
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Defines how the the null distribution is approximated
Definition at line 177 of file HypothesisTest.h.
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protected |
number of iterations for sampling from null-distributions
Definition at line 174 of file HypothesisTest.h.
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parameters
Definition at line 378 of file SGObject.h.
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parallel
Definition at line 372 of file SGObject.h.
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version
Definition at line 375 of file SGObject.h.