source: trunk/yat/statistics/Pearson.cc @ 703

Last change on this file since 703 was 703, checked in by Jari Häkkinen, 15 years ago

Addresses #65 and #170.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 2.9 KB
Line 
1// $Id: Pearson.cc 703 2006-12-18 00:47:44Z jari $
2
3/*
4  Copyright (C) The authors contributing to this file.
5
6  This file is part of the yat library, http://lev.thep.lu.se/trac/yat
7
8  The yat library is free software; you can redistribute it and/or
9  modify it under the terms of the GNU General Public License as
10  published by the Free Software Foundation; either version 2 of the
11  License, or (at your option) any later version.
12
13  The yat library is distributed in the hope that it will be useful,
14  but WITHOUT ANY WARRANTY; without even the implied warranty of
15  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16  General Public License for more details.
17
18  You should have received a copy of the GNU General Public License
19  along with this program; if not, write to the Free Software
20  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
21  02111-1307, USA.
22*/
23
24#include "Pearson.h"
25#include "AveragerPair.h"
26#include "AveragerPairWeighted.h"
27#include "yat/utility/vector.h"
28#include "yat/classifier/DataLookupWeighted1D.h"
29#include "yat/classifier/Target.h"
30
31#include <cmath>
32#include <gsl/gsl_cdf.h>
33
34namespace theplu {
35namespace yat {
36namespace statistics { 
37
38  Pearson::Pearson(bool b) 
39    : Score(b), r_(0), nof_samples_(0)
40  {
41  }
42
43  Pearson::~Pearson(void)
44  {
45  }
46
47  double Pearson::p_value() const
48  {
49    if(weighted_)
50      return 1;
51    if(nof_samples_<2){
52      std::cerr << "Warning: Only " << nof_samples_ << "samples. " 
53                << "Need at lest 3.\n";
54      return 1;
55    }
56
57    double t = sqrt(nof_samples_ - 2)*fabs(r_) /sqrt(1-r_*r_);
58    double p = gsl_cdf_tdist_Q(t, nof_samples_ -2 );
59    if (absolute_)
60      return 2*p;
61    if (r_<0)
62      return 1-p;
63    return p;
64
65  }
66
67  double Pearson::score(const classifier::Target& target, 
68                        const utility::vector& value)
69  {
70    weighted_=false;
71    AveragerPair ap;
72    for (size_t i=0; i<target.size(); i++){
73      if (target.binary(i))
74        ap.add(1, value(i));
75      else
76        ap.add(-1, value(i));
77      nof_samples_ = target.size();
78    }
79    r_ = ap.correlation();
80    if (r_<0 && absolute_)
81      return -r_;
82     
83    return r_;
84  } 
85   
86  double Pearson::score(const classifier::Target& target, 
87                        const classifier::DataLookupWeighted1D& value)
88  {
89    weighted_=true;
90    AveragerPairWeighted ap;
91    for (size_t i=0; i<target.size(); i++){
92      if (target.binary(i))
93        ap.add(1, value.data(i),1,value.weight(i));
94      else
95        ap.add(-1, value.data(i),1,value.weight(i));
96      nof_samples_ = target.size();
97    }
98    r_ = ap.correlation();
99    if (r_<0 && absolute_)
100      return -r_;
101     
102    return r_;
103  }
104
105  double Pearson::score(const classifier::Target& target, 
106                        const utility::vector& value,
107                        const utility::vector& weight)
108  {
109    weighted_=true;
110    AveragerPairWeighted ap;
111    for (size_t i=0; i<target.size(); i++){
112      if (target.binary(i))
113        ap.add(1, value(i),1,weight(i));
114      else
115        ap.add(-1, value(i),1,weight(i));
116      nof_samples_ = target.size();
117    }
118    r_ = ap.correlation();
119    if (r_<0 && absolute_)
120      return -r_;
121     
122    return r_;
123  }
124
125}}} // of namespace statistics, yat, and theplu
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