1 | // $Id: PearsonCorrelation.cc 1024 2008-02-01 18:18:21Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2004, 2005 Peter Johansson |
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5 | Copyright (C) 2006 Jari Häkkinen, Peter Johansson |
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6 | Copyright (C) 2007 Peter Johansson |
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7 | |
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8 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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9 | |
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10 | The yat library is free software; you can redistribute it and/or |
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11 | modify it under the terms of the GNU General Public License as |
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12 | published by the Free Software Foundation; either version 2 of the |
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13 | License, or (at your option) any later version. |
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14 | |
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15 | The yat library is distributed in the hope that it will be useful, |
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16 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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18 | General Public License for more details. |
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19 | |
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20 | You should have received a copy of the GNU General Public License |
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21 | along with this program; if not, write to the Free Software |
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22 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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23 | 02111-1307, USA. |
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24 | */ |
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25 | |
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26 | #include "PearsonCorrelation.h" |
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27 | #include "Pearson.h" |
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28 | #include "AveragerPair.h" |
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29 | #include "AveragerPairWeighted.h" |
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30 | #include "yat/utility/VectorBase.h" |
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31 | #include "yat/classifier/DataLookupWeighted1D.h" |
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32 | #include "yat/classifier/Target.h" |
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33 | |
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34 | #include <cmath> |
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35 | #include <gsl/gsl_cdf.h> |
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36 | |
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37 | namespace theplu { |
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38 | namespace yat { |
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39 | namespace statistics { |
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40 | |
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41 | PearsonCorrelation::PearsonCorrelation(void) |
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42 | : r_(0), nof_samples_(0) |
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43 | { |
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44 | } |
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45 | |
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46 | PearsonCorrelation::~PearsonCorrelation(void) |
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47 | { |
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48 | } |
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49 | |
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50 | double PearsonCorrelation::p_value_one_sided() const |
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51 | { |
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52 | if(nof_samples_<2){ |
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53 | std::cerr << "Warning: Only " << nof_samples_ << "samples. " |
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54 | << "Need at lest 3.\n"; |
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55 | return 1; |
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56 | } |
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57 | |
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58 | double t = sqrt(nof_samples_ - 2)*fabs(r_) /sqrt(1-r_*r_); |
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59 | return gsl_cdf_tdist_Q(t, nof_samples_ -2 ); |
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60 | } |
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61 | |
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62 | double PearsonCorrelation::score(const classifier::Target& target, |
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63 | const utility::VectorBase& value) |
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64 | { |
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65 | nof_samples_ = value.size(); |
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66 | Pearson pearson; |
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67 | return pearson.score(target,value); |
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68 | } |
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69 | |
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70 | double |
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71 | PearsonCorrelation::score(const classifier::Target& target, |
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72 | const classifier::DataLookupWeighted1D& value) |
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73 | { |
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74 | // Peter what should nof_samples be in weighted case? |
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75 | nof_samples_=0; |
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76 | Pearson pearson; |
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77 | return pearson.score(target,value); |
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78 | } |
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79 | |
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80 | double PearsonCorrelation::score(const classifier::Target& target, |
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81 | const utility::VectorBase& value, |
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82 | const utility::VectorBase& weight) |
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83 | { |
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84 | // Peter what should nof_samples be in weighted case? |
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85 | nof_samples_ = 0; |
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86 | Pearson pearson; |
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87 | return pearson.score(target,value); |
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88 | } |
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89 | |
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90 | }}} // of namespace statistics, yat, and theplu |
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