source: trunk/yat/statistics/Pearson.h @ 1437

Last change on this file since 1437 was 1437, checked in by Peter, 13 years ago

merge patch release 0.4.2 to trunk. Delta 0.4.2-0.4.1

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 2.9 KB
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1#ifndef _theplu_yat_statistics_pearson_
2#define _theplu_yat_statistics_pearson_
3
4// $Id: Pearson.h 1437 2008-08-25 17:55:00Z peter $
5
6/*
7  Copyright (C) 2004, 2005 Peter Johansson
8  Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér
9  Copyright (C) 2007 Jari Häkkinen, Peter Johansson
10  Copyright (C) 2008 Peter Johansson
11
12  This file is part of the yat library, http://dev.thep.lu.se/yat
13
14  The yat library is free software; you can redistribute it and/or
15  modify it under the terms of the GNU General Public License as
16  published by the Free Software Foundation; either version 2 of the
17  License, or (at your option) any later version.
18
19  The yat library is distributed in the hope that it will be useful,
20  but WITHOUT ANY WARRANTY; without even the implied warranty of
21  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
22  General Public License for more details.
23
24  You should have received a copy of the GNU General Public License
25  along with this program; if not, write to the Free Software
26  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
27  02111-1307, USA.
28*/
29
30#include "Score.h"
31
32namespace theplu {
33namespace yat {
34namespace utility {
35  class VectorBase;
36}
37namespace statistics { 
38
39  ///
40  /// @brief Class for calculating Pearson correlation.
41  ///   
42 
43  class Pearson : public Score
44  {
45  public:
46    ///
47    /// @brief The default constructor.
48    ///
49    Pearson(bool absolute=true);
50
51    ///
52    /// @brief The destructor.
53    ///
54    virtual ~Pearson(void);
55         
56   
57    /**
58       \f$ \frac{\vert \sum_i(x_i-\bar{x})(y_i-\bar{y})\vert
59       }{\sqrt{\sum_i (x_i-\bar{x})^2\sum_i (x_i-\bar{x})^2}} \f$.
60       @return Pearson correlation, if absolute=true absolute value
61       of Pearson is used.
62    */
63    double score(const classifier::Target& target, 
64                 const utility::VectorBase& value) const;
65
66    /**
67       \f$ \frac{\vert \sum_iw^2_i(x_i-\bar{x})(y_i-\bar{y})\vert }
68       {\sqrt{\sum_iw^2_i(x_i-\bar{x})^2\sum_iw^2_i(y_i-\bar{y})^2}}
69       \f$, where \f$ m_x = \frac{\sum w_ix_i}{\sum w_i} \f$ and \f$
70       m_x = \frac{\sum w_ix_i}{\sum w_i} \f$. This expression is
71       chosen to get a correlation equal to unity when \a x and \a y
72       are equal. @return absolute value of weighted version of
73       Pearson correlation.
74    */
75    double score(const classifier::Target& target, 
76                 const classifier::DataLookupWeighted1D& value) const; 
77
78    /**
79       \f$ \frac{\vert \sum_iw^2_i(x_i-\bar{x})(y_i-\bar{y})\vert }
80       {\sqrt{\sum_iw^2_i(x_i-\bar{x})^2\sum_iw^2_i(y_i-\bar{y})^2}}
81       \f$, where \f$ m_x = \frac{\sum w_ix_i}{\sum w_i} \f$ and \f$
82       m_x = \frac{\sum w_ix_i}{\sum w_i} \f$. This expression is
83       chosen to get a correlation equal to unity when \a x and \a y
84       are equal. @return absolute value of weighted version of
85       Pearson correlation.
86    */
87    double score(const classifier::Target& target, 
88                 const utility::VectorBase& value,
89                 const utility::VectorBase& weight) const; 
90
91  };
92
93}}} // of namespace statistics, yat, and theplu
94
95#endif
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