1 | #ifndef _theplu_yat_statistics_pearson_correlation_ |
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2 | #define _theplu_yat_statistics_pearson_correlation_ |
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3 | |
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4 | // $Id: PearsonCorrelation.h 1275 2008-04-11 06:10:12Z jari $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2004, 2005 Peter Johansson |
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8 | Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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9 | Copyright (C) 2007 Jari Häkkinen, Peter Johansson |
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10 | Copyright (C) 2008 Peter Johansson |
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11 | |
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12 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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13 | |
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14 | The yat library is free software; you can redistribute it and/or |
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15 | modify it under the terms of the GNU General Public License as |
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16 | published by the Free Software Foundation; either version 2 of the |
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17 | License, or (at your option) any later version. |
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18 | |
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19 | The yat library is distributed in the hope that it will be useful, |
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20 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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21 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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22 | General Public License for more details. |
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23 | |
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24 | You should have received a copy of the GNU General Public License |
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25 | along with this program; if not, write to the Free Software |
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26 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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27 | 02111-1307, USA. |
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28 | */ |
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29 | |
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30 | #include "AveragerPairWeighted.h" |
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31 | |
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32 | namespace theplu { |
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33 | namespace yat { |
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34 | namespace statistics { |
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35 | |
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36 | /// |
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37 | /// @brief Class for calculating Pearson correlation. |
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38 | /// |
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39 | class PearsonCorrelation |
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40 | { |
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41 | public: |
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42 | /// |
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43 | /// @brief The default constructor. |
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44 | /// |
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45 | PearsonCorrelation(void); |
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46 | |
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47 | /// |
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48 | /// @brief The destructor. |
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49 | /// |
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50 | virtual ~PearsonCorrelation(void); |
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51 | |
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52 | |
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53 | /** |
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54 | Adding a data value to PearsonCorrelation. |
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55 | */ |
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56 | void add(double value, bool target, double weight=1.0); |
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57 | |
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58 | /** |
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59 | \brief correlation |
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60 | |
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61 | Correlation is calculated as implemented in AveragerPairWeighted |
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62 | |
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63 | @return Pearson correlation. |
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64 | */ |
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65 | double score(void) const; |
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66 | |
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67 | /** |
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68 | The p-value is the probability of getting a correlation as |
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69 | large (or larger) as the observed value by random chance, when the true |
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70 | correlation is zero (and the data is Gaussian). |
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71 | |
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72 | P-value is calculated using function pearson_p_value(double, |
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73 | unsigned int) where degrees of freedom is calculated using n(void) in |
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74 | AveragerPairWeighted. |
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75 | |
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76 | @return one-sided p-value |
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77 | */ |
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78 | double p_value_one_sided() const; |
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79 | |
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80 | private: |
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81 | AveragerPairWeighted ap_; |
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82 | |
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83 | }; |
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84 | |
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85 | }}} // of namespace statistics, yat, and theplu |
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86 | |
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87 | #endif |
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