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HypothesisTest.cpp
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2012-2013 Heiko Strathmann
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30 
32 #include <shogun/base/Parameter.h>
33 #include <shogun/lib/SGVector.h>
35 
36 using namespace shogun;
37 
39 {
40  init();
41 }
42 
44 {
45 }
46 
47 void CHypothesisTest::init()
48 {
49  SG_ADD(&m_num_null_samples, "num_null_samples",
50  "Number of permutation iterations for sampling null",
53  "null_approximation_method",
54  "Method for approximating null distribution",
56 
59 }
60 
62  ENullApproximationMethod null_approximation_method)
63 {
64  m_null_approximation_method=null_approximation_method;
65 }
66 
68 {
69  m_num_null_samples=num_null_samples;
70 }
71 
73 {
74  float64_t result=0;
75 
77  {
78  /* sample a bunch of MMD values from null distribution */
80 
81  /* find out percentile of parameter "statistic" in null distribution */
82  CMath::qsort(values);
83  float64_t i=values.find_position_to_insert(statistic);
84 
85  /* return corresponding p-value */
86  result=1.0-i/values.vlen;
87  }
88  else
89  SG_ERROR("Unknown method to approximate null distribution!\n");
90 
91  return result;
92 }
93 
95 {
96  float64_t result=0;
97 
99  {
100  /* sample a bunch of MMD values from null distribution */
102 
103  /* return value of (1-alpha) quantile */
104  CMath::qsort(values);
105  result=values[index_t(CMath::floor(values.vlen*(1-alpha)))];
106  }
107  else
108  SG_ERROR("Unknown method to approximate null distribution!\n");
109 
110  return result;
111 }
112 
114 {
115  /* baseline method here is simply to compute statistic and p-value
116  * separately */
117  float64_t statistic=compute_statistic();
118  return compute_p_value(statistic);
119 }
120 
122 {
123  float64_t p_value=perform_test();
124  return p_value<alpha;
125 }
int32_t index_t
Definition: common.h:62
virtual float64_t compute_p_value(float64_t statistic)
#define SG_ERROR(...)
Definition: SGIO.h:129
static float64_t floor(float64_t d)
Definition: Math.h:407
virtual float64_t compute_threshold(float64_t alpha)
static void qsort(T *output, int32_t size)
Definition: Math.h:1313
index_t vlen
Definition: SGVector.h:494
Class SGObject is the base class of all shogun objects.
Definition: SGObject.h:115
virtual void set_num_null_samples(index_t num_null_samples)
virtual SGVector< float64_t > sample_null()=0
double float64_t
Definition: common.h:50
index_t find_position_to_insert(T element)
Definition: SGVector.cpp:187
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
int machine_int_t
Definition: common.h:59
ENullApproximationMethod m_null_approximation_method
virtual float64_t perform_test()
virtual void set_null_approximation_method(ENullApproximationMethod null_approximation_method)
#define SG_ADD(...)
Definition: SGObject.h:84
virtual float64_t compute_statistic()=0
ENullApproximationMethod

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