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HypothesisTest.cpp
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HypothesisTest.cpp
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/*
* Copyright (c) The Shogun Machine Learning Toolbox
* Written (w) 2012 - 2013 Heiko Strathmann
* Written (w) 2014 - 2017 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
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
* The views and conclusions contained in the software and documentation are those
* of the authors and should not be interpreted as representing official policies,
* either expressed or implied, of the Shogun Development Team.
*/
#include <algorithm>
#include <shogun/lib/SGVector.h>
#include <shogun/mathematics/Math.h>
#include <shogun/statistical_testing/HypothesisTest.h>
#include <shogun/statistical_testing/internals/DataManager.h>
using namespace shogun;
using namespace internal;
struct CHypothesisTest::Self
{
explicit Self(index_t num_distributions);
DataManager data_mgr;
};
CHypothesisTest::Self::Self(index_t num_distributions) : data_mgr(num_distributions)
{
}
CHypothesisTest::CHypothesisTest()
{
SG_WARNING("An empty instance of this class should not be used! If you are seeing \
this error, please contact Shogun developers!\n");
}
CHypothesisTest::CHypothesisTest(index_t num_distributions) : CSGObject()
{
self=std::unique_ptr<Self>(new CHypothesisTest::Self(num_distributions));
}
CHypothesisTest::~CHypothesisTest()
{
}
void CHypothesisTest::set_train_test_mode(bool on)
{
self->data_mgr.set_train_test_mode(on);
}
void CHypothesisTest::set_train_test_ratio(float64_t ratio)
{
self->data_mgr.set_train_test_ratio(ratio);
self->data_mgr.reset();
}
float64_t CHypothesisTest::compute_p_value(float64_t statistic)
{
SGVector<float64_t> values=sample_null();
std::sort(values.vector, values.vector + values.vlen);
float64_t i=values.find_position_to_insert(statistic);
return 1.0-i/values.vlen;
}
float64_t CHypothesisTest::compute_threshold(float64_t alpha)
{
SGVector<float64_t> values=sample_null();
std::sort(values.vector, values.vector + values.vlen);
return values[index_t(CMath::floor(values.vlen*(1-alpha)))];
}
bool CHypothesisTest::perform_test(float64_t alpha)
{
auto statistic=compute_statistic();
auto p_value=compute_p_value(statistic);
return p_value<alpha;
}
const char* CHypothesisTest::get_name() const
{
return "HypothesisTest";
}
DataManager& CHypothesisTest::get_data_mgr()
{
return self->data_mgr;
}
const DataManager& CHypothesisTest::get_data_mgr() const
{
return self->data_mgr;
}