Merge pull request #216 from karlnapf/master

confidence interval example and some minor fixes

examples/undocumented/libshogun/Makefile

@@ -24,6 +24,7 @@ TARGETS = basic_minimal classifier_libsvm classifier_minimal_svm \
 		  modelselection_grid_search_simple features_subset_labels \
 		  features_subset_simple_features \
 		  features_subset_sparse_features \
+		  mathematics_confidence_intervals
 
 
 all: $(TARGETS)

examples/undocumented/libshogun/mathematics_confidence_intervals.cpp

@@ -0,0 +1,43 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Written (W) 2011 Heiko Strathmann
+ * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
+ */
+
+#include <shogun/base/init.h>
+#include <shogun/mathematics/Statistics.h>
+#include <shogun/mathematics/Math.h>
+
+using namespace shogun;
+
+void print_message(FILE* target, const char* str)
+{
+	fprintf(target, "%s", str);
+}
+
+int main(int argc, char **argv)
+{
+	init_shogun(&print_message, &print_message, &print_message);
+
+	SGVector<float64_t> data(10, true);
+	CMath::range_fill_vector(data.vector, data.vlen, 1.0);
+
+	float64_t low, up, mean;
+	float64_t error_prob=0.05;
+	mean=CStatistics::confidence_intervals_mean(data, error_prob, low, up);
+
+	SG_SPRINT("sample mean: %f. True mean lies in [%f,%f] with %f%%\n",
+			mean, low, up, 100*(1-error_prob));
+
+	data.free_vector();
+
+	SG_SPRINT("\nEND\n");
+	exit_shogun();
+
+	return 0;
+}
+

src/shogun/mathematics/Statistics.cpp

@@ -13,8 +13,8 @@
  * for shogun)
  */
 
-#include "mathematics/Statistics.h"
-#include "mathematics/Math.h"
+#include <shogun/mathematics/Statistics.h>
+#include <shogun/mathematics/Math.h>
 
 using namespace shogun;
 
@@ -61,8 +61,8 @@ float64_t CStatistics::confidence_intervals_mean(SGVector<float64_t> values,
 	/* degrees of freedom */
 	int32_t deg=values.vlen-1;
 
-	/* compute t-value */
-	float64_t t=inverse_student_t_distribution(deg, alpha);
+	/* compute absolute value of t-value */
+	float64_t t=CMath::abs(inverse_student_t_distribution(deg, alpha));
 
 	/* values for calculating confidence interval */
 	float64_t std_dev=std_deviation(values);

src/shogun/mathematics/Statistics.h

@@ -16,7 +16,7 @@
 #ifndef __STATISTICS_H_
 #define __STATISTICS_H_
 
-#include "base/SGObject.h"
+#include <shogun/base/SGObject.h>
 
 namespace shogun
 {
@@ -55,6 +55,8 @@ class CStatistics: public CSGObject
 	 * asuming that the actual variance and mean are unknown (These are
 	 * estimated by the samples)
 	 *
+	 * Only for normally distributed data
+	 *
 	 * @param values vector of values that are used for calculations
 	 * @param alpha actual mean lies in confidence interval with (1-alpha)*100%
 	 * @param conf_int_low lower confidence interval border is written here