SHOGUN  3.2.1
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Groups Pages
HypothesisTest.cpp
Go to the documentation of this file.
1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2012-2013 Heiko Strathmann
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
10  * list of conditions and the following disclaimer.
11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
14  *
15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
16  * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
18  * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
19  * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
20  * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
22  * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
23  * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
24  * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
25  *
26  * The views and conclusions contained in the software and documentation are those
27  * of the authors and should not be interpreted as representing official policies,
28  * either expressed or implied, of the Shogun Development Team.
29  */
30 
32 #include <shogun/base/Parameter.h>
33 #include <shogun/lib/SGVector.h>
34 
35 using namespace shogun;
36 
38 {
39  init();
40 }
41 
43 {
44 }
45 
46 void CHypothesisTest::init()
47 {
48  SG_ADD(&m_num_null_samples, "num_null_samples",
49  "Number of permutation iterations for sampling null",
52  "null_approximation_method",
53  "Method for approximating null distribution",
55 
58 }
59 
61  ENullApproximationMethod null_approximation_method)
62 {
63  m_null_approximation_method=null_approximation_method;
64 }
65 
67 {
68  m_num_null_samples=num_null_samples;
69 }
70 
72 {
73  float64_t result=0;
74 
76  {
77  /* sample a bunch of MMD values from null distribution */
79 
80  /* find out percentile of parameter "statistic" in null distribution */
81  values.qsort();
82  float64_t i=values.find_position_to_insert(statistic);
83 
84  /* return corresponding p-value */
85  result=1.0-i/values.vlen;
86  }
87  else
88  SG_ERROR("Unknown method to approximate null distribution!\n");
89 
90  return result;
91 }
92 
94 {
95  float64_t result=0;
96 
98  {
99  /* sample a bunch of MMD values from null distribution */
101 
102  /* return value of (1-alpha) quantile */
103  values.qsort();
104  result=values[index_t(CMath::floor(values.vlen*(1-alpha)))];
105  }
106  else
107  SG_ERROR("Unknown method to approximate null distribution!\n");
108 
109  return result;
110 }
111 
113 {
114  /* baseline method here is simply to compute statistic and p-value
115  * separately */
116  float64_t statistic=compute_statistic();
117  return compute_p_value(statistic);
118 }
119 
121 {
122  float64_t p_value=perform_test();
123  return p_value<alpha;
124 }

SHOGUN Machine Learning Toolbox - Documentation