added rest of the files

src/shogun/hypothesistest/BTestMMD.cpp

@@ -0,0 +1,114 @@
+/*
+ * 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/>.
+ */
+
+#include <shogun/hypothesistest/BTestMMD.h>
+#include <shogun/hypothesistest/internals/DataManager.h>
+#include <shogun/mathematics/Math.h>
+#include <shogun/mathematics/Statistics.h>
+
+using namespace shogun;
+using namespace internal;
+
+CBTestMMD::CBTestMMD() : CMMD<CBTestMMD>()
+{
+}
+
+CBTestMMD::~CBTestMMD()
+{
+}
+
+void CBTestMMD::set_blocksize(index_t blocksize)
+{
+	get_data_manager().set_blocksize(blocksize);
+}
+
+void CBTestMMD::set_num_blocks_per_burst(index_t num_blocks_per_burst)
+{
+	get_data_manager().set_num_blocks_per_burst(num_blocks_per_burst);
+}
+
+mmd::WithinBlockDirect CBTestMMD::get_direct_estimation_method()
+{
+	static mmd::WithinBlockDirect method;
+	return method;
+}
+
+const float64_t CBTestMMD::normalize_statistic(float64_t statistic) const
+{
+	const DataManager& dm = get_data_manager();
+	const index_t Nx = dm.num_samples_at(0);
+	const index_t Ny = dm.num_samples_at(1);
+	const index_t Bx = dm.blocksize_at(0);
+	const index_t By = dm.blocksize_at(1);
+	return Nx * Ny * statistic * CMath::sqrt((Bx + By)/float64_t(Nx + Ny)) / (Nx + Ny);
+}
+
+const float64_t CBTestMMD::normalize_variance(float64_t variance) const
+{
+	const DataManager& dm = get_data_manager();
+	const index_t Bx = dm.blocksize_at(0);
+	const index_t By = dm.blocksize_at(1);
+	return variance * CMath::sq(Bx * By / float64_t(Bx + By));
+}
+
+float64_t CBTestMMD::compute_p_value(float64_t statistic)
+{
+	float64_t result = 0;
+	switch (get_null_approximation_method())
+	{
+		case N_METHOD::MMD1_GAUSSIAN:
+		{
+			float64_t sigma_sq = compute_variance();
+			float64_t std_dev = CMath::sqrt(sigma_sq);
+			result = 1.0 - CStatistics::normal_cdf(statistic, std_dev);
+			break;
+		}
+		default:
+		{
+			result = CHypothesisTest::compute_p_value(statistic);
+			break;
+		}
+	}
+	return result;
+}
+
+float64_t CBTestMMD::compute_threshold(float64_t alpha)
+{
+	float64_t result = 0;
+	switch (get_null_approximation_method())
+	{
+		case N_METHOD::MMD1_GAUSSIAN:
+		{
+			float64_t sigma_sq = compute_variance();
+			float64_t std_dev = CMath::sqrt(sigma_sq);
+			result = 1.0 - CStatistics::inverse_normal_cdf(1 - alpha, 0, std_dev);
+			break;
+		}
+		default:
+		{
+			result = CHypothesisTest::compute_threshold(alpha);
+			break;
+		}
+	}
+	return result;
+}
+
+const char* CBTestMMD::get_name() const
+{
+	return "BTestMMD";
+}

src/shogun/hypothesistest/BTestMMD.h

@@ -0,0 +1,51 @@
+/*
+ * 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 B_TEST_MMD_H_
+#define B_TEST_MMD_H_
+
+#include <shogun/hypothesistest/MMD.h>
+#include <shogun/hypothesistest/internals/mmd/WithinBlockDirect.h>
+
+namespace shogun
+{
+
+class CBTestMMD : public CMMD<CBTestMMD>
+{
+	friend class CMMD;
+public:
+	CBTestMMD();
+	virtual ~CBTestMMD();
+
+	virtual void ugly_hack_for_class_list() override {}
+
+	void set_blocksize(index_t blocksize);
+	void set_num_blocks_per_burst(index_t num_blocks_per_burst);
+
+	virtual float64_t compute_p_value(float64_t statistic) override;
+	virtual float64_t compute_threshold(float64_t alpha) override;
+
+	virtual const char* get_name() const;
+private:
+	static internal::mmd::WithinBlockDirect get_direct_estimation_method();
+	const float64_t normalize_statistic(float64_t statistic) const;
+	const float64_t normalize_variance(float64_t variance) const;
+};
+
+}
+#endif // B_TEST_MMD_H_

src/shogun/hypothesistest/HypothesisTest.cpp

@@ -19,10 +19,10 @@
 #include <algorithm>
 #include <shogun/lib/SGVector.h>
 #include <shogun/mathematics/Math.h>
-#include <shogun/hypothsistest/experimental/HypothesisTest.h>
-#include <shogun/hypothsistest/experimental/internals/TestTypes.h>
-#include <shogun/hypothsistest/experimental/internals/DataManager.h>
-#include <shogun/hypothsistest/experimental/internals/KernelManager.h>
+#include <shogun/hypothesistest/HypothesisTest.h>
+#include <shogun/hypothesistest/internals/TestTypes.h>
+#include <shogun/hypothesistest/internals/DataManager.h>
+#include <shogun/hypothesistest/internals/KernelManager.h>
 
 using namespace shogun;
 using namespace internal;

src/shogun/hypothesistest/IndependenceTest.cpp

@@ -0,0 +1,62 @@
+/*
+ * 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/>.
+ */
+
+#include <shogun/kernel/Kernel.h>
+#include <shogun/hypothesistest/IndependenceTest.h>
+#include <shogun/hypothesistest/internals/KernelManager.h>
+#include <shogun/hypothesistest/internals/TestTypes.h>
+
+using namespace shogun;
+using namespace internal;
+
+CIndependenceTest::CIndependenceTest() : CTwoDistributionTest(IndependenceTest::num_kernels)
+{
+}
+
+CIndependenceTest::~CIndependenceTest()
+{
+}
+
+void CIndependenceTest::set_kernel_p(CKernel* kernel_p)
+{
+	auto& km = get_kernel_manager();
+	km.kernel_at(0) = kernel_p;
+}
+
+CKernel* CIndependenceTest::get_kernel_p() const
+{
+	const auto& km = get_kernel_manager();
+	return km.kernel_at(0);
+}
+
+void CIndependenceTest::set_kernel_q(CKernel* kernel_q)
+{
+	auto& km = get_kernel_manager();
+	km.kernel_at(1) = kernel_q;
+}
+
+CKernel* CIndependenceTest::get_kernel_q() const
+{
+	const auto& km = get_kernel_manager();
+	return km.kernel_at(1);
+}
+
+const char* CIndependenceTest::get_name() const
+{
+	return "IndependenceTest";
+}

src/shogun/hypothesistest/IndependenceTest.h

@@ -0,0 +1,48 @@
+/*
+ * 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 INDEPENDENCE_TEST_H_
+#define INDEPENDENCE_TEST_H_
+
+#include <shogun/hypothesistest/TwoDistributionTest.h>
+
+namespace shogun
+{
+
+class CKernel;
+
+class CIndependenceTest : public CTwoDistributionTest
+{
+public:
+	CIndependenceTest();
+	virtual ~CIndependenceTest();
+
+	void set_kernel_p(CKernel* kernel_p);
+	CKernel* get_kernel_p() const;
+
+	void set_kernel_q(CKernel* kernel_q);
+	CKernel* get_kernel_q() const;
+
+	virtual float64_t compute_statistic() = 0;
+	virtual SGVector<float64_t> sample_null() = 0;
+
+	virtual const char* get_name() const;
+};
+
+}
+#endif // INDEPENDENCE_TEST_H_