QuadraticTimeMMD.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2012-2013 Heiko Strathmann
 * Written (w) 2014 Soumyajit De
 * 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
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 */

#ifndef QUADRATIC_TIME_MMD_H_
#define QUADRATIC_TIME_MMD_H_

#include <shogun/lib/config.h>

#include <shogun/statistics/KernelTwoSampleTest.h>

namespace shogun
{

class CFeatures;
class CKernel;
class CCustomKernel;

enum EQuadraticMMDType
{
    BIASED,
    BIASED_DEPRECATED,
    UNBIASED,
    UNBIASED_DEPRECATED,
    INCOMPLETE
};

class CQuadraticTimeMMD : public CKernelTwoSampleTest
{
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();

    SGVector<float64_t> compute_statistic(bool multiple_kernels);

    virtual SGVector<float64_t> compute_variance();

    SGMatrix<float64_t> compute_variance(bool multiple_kernels);

    float64_t compute_variance_under_null();

    float64_t compute_variance_under_alternative();

    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;
    }

    SGVector<float64_t> sample_null_spectrum(index_t num_samples,
            index_t num_eigenvalues);

    SGVector<float64_t> sample_null_spectrum_DEPRECATED(index_t num_samples,
            index_t num_eigenvalues);

    void set_num_samples_spectrum(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:
    SGVector<float64_t> compute_unbiased_statistic_variance(int m, int n);

    SGVector<float64_t> compute_biased_statistic_variance(int m, int n);

    SGVector<float64_t> compute_incomplete_statistic_variance(int n);

    float64_t compute_unbiased_statistic(int m, int n);

    float64_t compute_biased_statistic(int m, int n);

    float64_t compute_incomplete_statistic(int n);

private:
    void init();

protected:
    index_t m_num_samples_spectrum;

    index_t m_num_eigenvalues_spectrum;

    EQuadraticMMDType m_statistic_type;
};

}

#endif /* QUADRATIC_TIME_MMD_H_ */