added hypothesis test (experimental) base class

src/shogun/statistics/experimental/HypothesisTestExp.cpp

@@ -0,0 +1,102 @@
+/*
+ * Restructuring Shogun's statistical hypothesis testing framework.
+ * Copyright (C) 2016  Soumyajit De
+ *
+ * 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.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the selfied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <algorithm>
+#include <shogun/lib/SGVector.h>
+#include <shogun/mathematics/Math.h>
+#include <shogun/statistics/experimental/HypothesisTestExp.h>
+#include <shogun/statistics/experimental/internals/TestTypes.h>
+#include <shogun/statistics/experimental/internals/DataManager.h>
+#include <shogun/statistics/experimental/internals/KernelManager.h>
+
+using namespace shogun;
+using namespace internal;
+
+struct CHypothesisTestExp::Self
+{
+	Self(index_t num_distributions, index_t num_kernels)
+	: data_manager(num_distributions), kernel_manager(num_kernels)
+	{
+	}
+	DataManager data_manager;
+	KernelManager kernel_manager;
+};
+
+CHypothesisTestExp::CHypothesisTestExp(index_t num_distributions, index_t num_kernels) : CSGObject()
+{
+	self = std::unique_ptr<Self>(new CHypothesisTestExp::Self(num_distributions, num_kernels));
+}
+
+CHypothesisTestExp::~CHypothesisTestExp()
+{
+}
+
+DataManager& CHypothesisTestExp::get_data_manager()
+{
+	return self->data_manager;
+}
+
+const DataManager& CHypothesisTestExp::get_data_manager() const
+{
+	return self->data_manager;
+}
+
+KernelManager& CHypothesisTestExp::get_kernel_manager()
+{
+	return self->kernel_manager;
+}
+
+const KernelManager& CHypothesisTestExp::get_kernel_manager() const
+{
+	return self->kernel_manager;
+}
+
+float64_t CHypothesisTestExp::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 CHypothesisTestExp::compute_threshold(float64_t alpha)
+{
+	float64_t result = 0;
+	SGVector<float64_t> values = sample_null();
+
+	std::sort(values.vector, values.vector + values.vlen);
+	return values[index_t(CMath::floor(values.vlen * (1 - alpha)))];
+}
+
+float64_t CHypothesisTestExp::perform_test()
+{
+	return compute_p_value(compute_statistic());
+}
+
+bool CHypothesisTestExp::perform_test(float64_t alpha)
+{
+	float64_t p_value = perform_test();
+	return p_value < alpha;
+}
+
+const char* CHypothesisTestExp::get_name() const
+{
+	return "HypothesisTestExp";
+}

src/shogun/statistics/experimental/HypothesisTestExp.h

@@ -0,0 +1,69 @@
+/*
+ * Restructuring Shogun's statistical hypothesis testing framework.
+ * Copyright (C) 2016  Soumyajit De
+ *
+ * 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.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef HYPOTHESIS_TEST_EXP_H_
+#define HYPOTHESIS_TEST_EXP_H_
+
+#include <memory>
+#include <shogun/lib/config.h>
+#include <shogun/base/SGObject.h>
+
+namespace shogun
+{
+
+class CFeatures;
+
+namespace internal
+{
+
+class DataManager;
+class KernelManager;
+
+}
+
+class CHypothesisTestExp : public CSGObject
+{
+public:
+	CHypothesisTestExp(index_t num_distributions, index_t num_kernels);
+	virtual ~CHypothesisTestExp();
+
+	virtual float64_t compute_statistic() = 0;
+
+	virtual float64_t compute_p_value(float64_t statistic);
+	virtual float64_t compute_threshold(float64_t alpha);
+
+	float64_t perform_test();
+	bool perform_test(float64_t alpha);
+
+	virtual SGVector<float64_t> sample_null() = 0;
+
+	virtual const char* get_name() const;
+private:
+	struct Self;
+	std::unique_ptr<Self> self;
+protected:
+	internal::DataManager& get_data_manager();
+	const internal::DataManager& get_data_manager() const;
+
+	internal::KernelManager& get_kernel_manager();
+	const internal::KernelManager& get_kernel_manager() const;
+};
+
+}
+
+#endif // HYPOTHESIS_TEST_EXP_H_

src/shogun/statistics/experimental/internals/TestTypes.h

@@ -43,7 +43,7 @@ namespace internal
 struct OneDistributionTest
 {
 	/** defines the number of feature objects required */
-	enum { num_feats = 1 };
+	static constexpr index_t num_feats = 1;
 };
 
 /**
@@ -52,7 +52,7 @@ struct OneDistributionTest
 struct TwoDistributionTest
 {
 	/** defines the number of feature objects required */
-	enum { num_feats = 2 };
+	static constexpr index_t num_feats = 2;
 };
 
 /**
@@ -61,7 +61,7 @@ struct TwoDistributionTest
 struct ThreeDistributionTest
 {
 	/** defines the number of feature objects required */
-	enum { num_feats = 3 };
+	static constexpr index_t num_feats = 3;
 };
 
 /**
@@ -70,7 +70,7 @@ struct ThreeDistributionTest
 struct GoodnessOfFitTest : OneDistributionTest
 {
 	/** defines the number of kernel objects required */
-	enum { num_kernels = 1 };
+	static constexpr index_t num_kernels = 1;
 };
 
 /**
@@ -79,7 +79,7 @@ struct GoodnessOfFitTest : OneDistributionTest
 struct TwoSampleTest : TwoDistributionTest
 {
 	/** defines the number of kernel objects required */
-	enum { num_kernels = 1 };
+	static constexpr index_t num_kernels = 1;
 };
 
 /**
@@ -88,7 +88,7 @@ struct TwoSampleTest : TwoDistributionTest
 struct IndependenceTest : TwoDistributionTest
 {
 	/** defines the number of kernel objects required */
-	enum { num_kernels = 2 };
+	static constexpr index_t num_kernels = 2;
 };
 
 }