1 | #ifndef _theplu_yat_statistics_tscore_ |
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2 | #define _theplu_yat_statistics_tscore_ |
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3 | |
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4 | // $Id: tScore.h 966 2007-10-11 17:01:01Z peter $ |
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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, Markus Ringnér, Peter Johansson |
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9 | Copyright (C) 2007 Peter Johansson |
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10 | |
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11 | This file is part of the yat library, http://trac.thep.lu.se/trac/yat |
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12 | |
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13 | The yat library is free software; you can redistribute it and/or |
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14 | modify it under the terms of the GNU General Public License as |
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15 | published by the Free Software Foundation; either version 2 of the |
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16 | License, or (at your option) any later version. |
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17 | |
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18 | The yat library is distributed in the hope that it will be useful, |
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19 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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20 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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21 | General Public License for more details. |
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22 | |
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23 | You should have received a copy of the GNU General Public License |
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24 | along with this program; if not, write to the Free Software |
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25 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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26 | 02111-1307, USA. |
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27 | */ |
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28 | |
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29 | #include "Score.h" |
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30 | |
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31 | #include <cmath> |
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32 | #include <gsl/gsl_cdf.h> |
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33 | |
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34 | namespace theplu { |
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35 | namespace yat { |
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36 | namespace utility { |
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37 | class vector; |
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38 | } |
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39 | namespace statistics { |
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40 | |
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41 | /// |
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42 | /// @brief Class for Fisher's t-test. |
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43 | /// |
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44 | /// See <a href="http://en.wikipedia.org/wiki/Student's_t-test"> |
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45 | /// http://en.wikipedia.org/wiki/Student's_t-test</a> for more |
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46 | /// details on the t-test. |
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47 | /// |
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48 | class tScore : public Score |
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49 | { |
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50 | |
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51 | public: |
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52 | /// |
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53 | /// @brief Default Constructor. |
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54 | /// |
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55 | tScore(bool absolute=true); |
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56 | |
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57 | |
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58 | /** |
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59 | Calculates the value of t-score, i.e. the ratio between |
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60 | difference in mean and standard deviation of this |
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61 | difference. \f$ t = \frac{ m_x - m_y } |
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62 | {s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is the |
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63 | mean, \f$ n \f$ is the number of data points and \f$ s^2 = |
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64 | \frac{ \sum_i (x_i-m_x)^2 + \sum_i (y_i-m_y)^2 }{ n_x + n_y - |
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65 | 2 } \f$ |
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66 | |
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67 | @return t-score. If absolute=true absolute value of t-score |
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68 | is returned |
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69 | */ |
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70 | double score(const classifier::Target& target, |
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71 | const utility::vector& value) const; |
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72 | |
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73 | /** |
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74 | Calculates the value of t-score, i.e. the ratio between |
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75 | difference in mean and standard deviation of this |
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76 | difference. \f$ t = \frac{ m_x - m_y } |
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77 | {s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is the |
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78 | mean, \f$ n \f$ is the number of data points and \f$ s^2 = |
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79 | \frac{ \sum_i (x_i-m_x)^2 + \sum_i (y_i-m_y)^2 }{ n_x + n_y - |
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80 | 2 } \f$ |
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81 | |
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82 | \param target Target defining the two groups |
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83 | \param value Vector with data points on which calculation is based |
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84 | @param dof double pointer in which approximation of degrees of |
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85 | freedom is returned: pos.n()+neg.n()-2. See AveragerWeighted. |
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86 | |
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87 | @return t-score. If absolute=true absolute value of t-score |
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88 | is returned |
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89 | */ |
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90 | double score(const classifier::Target& target, |
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91 | const utility::vector& value, double* dof) const; |
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92 | |
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93 | /** |
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94 | Calculates the weighted t-score, i.e. the ratio between |
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95 | difference in mean and standard deviation of this |
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96 | difference. \f$ t = \frac{ m_x - m_y }{ |
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97 | s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is the |
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98 | weighted mean, n is the weighted version of number of data |
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99 | points \f$ \frac{\left(\sum w_i\right)^2}{\sum w_i^2} \f$, and |
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100 | \f$ s^2 \f$ is an estimation of the variance \f$ s^2 = \frac{ |
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101 | \sum_i w_i(x_i-m_x)^2 + \sum_i w_i(y_i-m_y)^2 }{ n_x + n_y - 2 |
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102 | } \f$. See AveragerWeighted for details. |
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103 | |
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104 | \param target Target defining the two groups |
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105 | \param value Vector with values/weights on which calculation is based |
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106 | @param dof double pointer in which approximation of degrees of |
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107 | freedom is returned: pos.n()+neg.n()-2. See AveragerWeighted. |
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108 | |
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109 | @return t-score. If absolute=true absolute value of t-score |
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110 | is returned |
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111 | */ |
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112 | double score(const classifier::Target& target, |
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113 | const classifier::DataLookupWeighted1D& value, |
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114 | double* dof=0) const; |
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115 | |
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116 | /** |
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117 | Calculates the weighted t-score, i.e. the ratio between |
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118 | difference in mean and standard deviation of this |
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119 | difference. \f$ t = \frac{ m_x - m_y }{ |
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120 | s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is the |
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121 | weighted mean, n is the weighted version of number of data |
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122 | points \f$ \frac{\left(\sum w_i\right)^2}{\sum w_i^2} \f$, and |
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123 | \f$ s^2 \f$ is an estimation of the variance \f$ s^2 = \frac{ |
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124 | \sum_i w_i(x_i-m_x)^2 + \sum_i w_i(y_i-m_y)^2 }{ n_x + n_y - 2 |
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125 | } \f$. See AveragerWeighted for details. |
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126 | |
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127 | @return t-score. If absolute=true absolute value of t-score |
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128 | is returned |
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129 | */ |
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130 | double score(const classifier::Target& target, |
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131 | const classifier::DataLookupWeighted1D& value) const; |
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132 | |
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133 | /** |
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134 | Calculates the weighted t-score, i.e. the ratio between |
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135 | difference in mean and standard deviation of this |
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136 | difference. \f$ t = \frac{ m_x - m_y }{ |
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137 | \frac{s2}{n_x}+\frac{s2}{n_y}} \f$ where \f$ m \f$ is the |
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138 | weighted mean, n is the weighted version of number of data |
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139 | points and \f$ s2 \f$ is an estimation of the variance \f$ s^2 |
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140 | = \frac{ \sum_i w_i(x_i-m_x)^2 + \sum_i w_i(y_i-m_y)^2 }{ n_x |
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141 | + n_y - 2 } \f$. See AveragerWeighted for details. |
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142 | |
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143 | @return t-score if absolute=true absolute value of t-score |
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144 | is returned |
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145 | */ |
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146 | double score(const classifier::Target& target, |
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147 | const utility::vector& value, |
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148 | const utility::vector& weight) const; |
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149 | |
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150 | /** |
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151 | Calculates the weighted t-score, i.e. the ratio between |
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152 | difference in mean and standard deviation of this |
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153 | difference. \f$ t = \frac{ m_x - m_y }{ |
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154 | \frac{s2}{n_x}+\frac{s2}{n_y}} \f$ where \f$ m \f$ is the |
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155 | weighted mean, n is the weighted version of number of data |
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156 | points and \f$ s2 \f$ is an estimation of the variance \f$ s^2 |
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157 | = \frac{ \sum_i w_i(x_i-m_x)^2 + \sum_i w_i(y_i-m_y)^2 }{ n_x |
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158 | + n_y - 2 } \f$. See AveragerWeighted for details. |
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159 | |
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160 | \param target Target defining the two groups |
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161 | \param value Vector with data values on which calculation is based |
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162 | \param weight Vector with weight associated to \a value |
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163 | @param dof double pointer in which approximation of degrees of |
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164 | freedom is returned: pos.n()+neg.n()-2. See AveragerWeighted. |
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165 | |
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166 | @return t-score if absolute=true absolute value of t-score |
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167 | is returned |
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168 | */ |
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169 | double score(const classifier::Target& target, |
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170 | const utility::vector& value, |
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171 | const utility::vector& weight, |
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172 | double* dof=0) const; |
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173 | |
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174 | /** |
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175 | Calcultate t-score from Averager like objects. Requirements for |
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176 | T1 and T2 are: double mean(), double n(), double sum_xx_centered() |
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177 | |
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178 | If \a dof is not a null pointer it is assigned to number of |
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179 | degrees of freedom. |
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180 | */ |
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181 | template<typename T1, typename T2> |
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182 | double score(const T1& pos, const T2& neg, double* dof=0) const; |
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183 | |
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184 | private: |
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185 | |
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186 | }; |
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187 | |
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188 | template<typename T1, typename T2> |
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189 | double tScore::score(const T1& pos, const T2& neg, double* dof) const |
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190 | { |
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191 | double diff = pos.mean() - neg.mean(); |
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192 | if (dof) |
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193 | *dof=pos.n()+neg.n()-2; |
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194 | double s2=( (pos.sum_xx_centered()+neg.sum_xx_centered())/ |
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195 | (pos.n()+neg.n()-2)); |
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196 | double t=diff/sqrt(s2/pos.n()+s2/neg.n()); |
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197 | if (t<0 && absolute_) |
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198 | return -t; |
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199 | return t; |
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200 | } |
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201 | |
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202 | }}} // of namespace statistics, yat, and theplu |
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203 | |
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204 | #endif |
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