Changeset 3023


Ignore:
Timestamp:
Apr 6, 2013, 4:35:36 AM (10 years ago)
Author:
Peter
Message:

closes #754. ROC::area() is now const

Location:
trunk
Files:
5 edited

Legend:

Unmodified
Added
Removed

  • trunk/NEWS

    r3018 r3023  
    88  - PearsonCorrelation::one_sided_p(void) is now deprecated (ticket #689)
    99  - ROC::p_value_one_sided(void is now deprecated (ticket #689)
     10  - ROC::area(void) is now declared const (ticket #754)
    1011
    1112  A complete list of closed tickets can be found here [[br]]

  • trunk/yat/statistics/ROC.cc

    r3006 r3023  
    6666
    6767
    68   double ROC::area(void)
     68  double ROC::area(void) const
    6969  {
    7070    if (std::isnan(area_)){
    … …  
    194194  double ROC::p_left() const
    195195  {
    196     double area(area_);
    197     if (std::isnan(area)){
    198       AUC auc(false);
    199       area = auc.score(multimap_);
    200     }
    201     if (std::isnan(area))
     196    if (std::isnan(area()))
    202197      return std::numeric_limits<double>::quiet_NaN();
    203198    if (use_exact_method())
    204       return p_exact_left(area);
    205     return get_p_approx(1-area);
     199      return p_exact_left(area());
     200    return get_p_approx(1-area());
    206201  }
    207202
    … …  
    209204  double ROC::p_right() const
    210205  {
    211     double area(area_);
    212     if (std::isnan(area)){
    213       AUC auc(false);
    214       area = auc.score(multimap_);
    215     }
    216     if (std::isnan(area))
     206    if (std::isnan(area()))
    217207      return std::numeric_limits<double>::quiet_NaN();
    218208    if (use_exact_method())
    219       return p_exact_right(area);
    220     return get_p_approx(area);
     209      return p_exact_right(area());
     210    return get_p_approx(area());
    221211  }
    222212
    … …  
    224214  double ROC::p_value() const
    225215  {
    226     double area(area_);
    227     if (std::isnan(area)){
    228       AUC auc(false);
    229       area = auc.score(multimap_);
    230     }
    231     if (std::isnan(area))
     216    if (std::isnan(area()))
    232217      return std::numeric_limits<double>::quiet_NaN();
    233218    if (use_exact_method()) {
    234219      double p = 0;
    235       double abs_area = std::max(area, 1-area);
     220      double abs_area = std::max(area(), 1-area());
    236221      p = p_exact_right(abs_area);
    237222      if (has_ties_) {
    … …  
    243228      return std::min(p, 1.0);
    244229    }
    245     return 2*get_p_approx(area);
     230    return 2*get_p_approx(area());
    246231  }
    247232

  • trunk/yat/statistics/ROC.h

    r3007 r3023  
    8181       @return Area under curve.
    8282    */
    83     double area(void);
     83    double area(void) const;
    8484
    8585    /**
    … …  
    313313    bool use_exact_method(void) const;
    314314
    315     double area_;
     315    mutable double area_;
    316316    bool has_ties_;
    317317    unsigned int minimum_size_;

  • trunk/yat/statistics/tTest.cc

    r2992 r3023  
    3535namespace theplu {
    3636namespace yat {
    37 namespace statistics { 
     37namespace statistics {
    3838
    39   tTest::tTest(void) 
     39  tTest::tTest(void)
    4040    : updated_(false)
    4141  {
    4242  }
    4343
    44  
     44
    4545  void tTest::add(double x, bool target, double w)
    4646  {
    … …  
    5454  }
    5555
    56  
     56
    5757  void tTest::reset(void)
    5858  {
    … …  
    7676
    7777
    78   double tTest::p_value(void) const
     78  double tTest::p_left(void) const
    7979  {
    80     double p=2*p_value_one_sided();
    81     return std::min(p,2-p);
     80    assert(0 && "not implemented yet");
    8281  }
    8382
    8483
    85   double tTest::p_value_one_sided(void) const
     84  double tTest::p_right(void) const
    8685  {
    8786    double t=t_;
    … …  
    9695  }
    9796
     97
     98  double tTest::p_value(void) const
     99  {
     100    double p=2*p_right();
     101    return std::min(p,2-p);
     102  }
     103
     104
     105  double tTest::p_value_one_sided(void) const
     106  {
     107    return p_right();
     108  }
     109
    98110}}} // of namespace statistics, yat, and theplu

  • trunk/yat/statistics/tTest.h

    r2992 r3023  
    11#ifndef _theplu_yat_statistics_ttest_
    2 #define _theplu_yat_statistics_ttest_ 
     2#define _theplu_yat_statistics_ttest_
    33
    44// $Id$
    … …  
    2626
    2727#include "AveragerWeighted.h"
     28#include "yat/utility/deprecate.h"
    2829
    2930#include <gsl/gsl_cdf.h>
    … …  
    3132namespace theplu {
    3233namespace yat {
    33 namespace statistics { 
     34namespace statistics {
    3435
    3536  ///
    3637  /// @brief Class for Student's t-test.
    37   ///   
     38  ///
    3839  /// See <a href="http://en.wikipedia.org/wiki/Student's_t-test">
    3940  /// http://en.wikipedia.org/wiki/Student's_t-test</a> for more
    4041  /// details on the t-test.
    41   /// 
     42  ///
    4243  class tTest
    4344  {
    44  
     45
    4546  public:
    4647    ///
    … …  
    4950    tTest(void);
    5051
    51    
     52
    5253    /**
    5354       Adding a data value to tTest.
    … …  
    6566       Calculates the t-score, i.e. the ratio between difference in
    6667       mean and standard deviation of this difference. The t-score is
    67        calculated as 
     68       calculated as
    6869       \f$ t = \frac{ m_x - m_y }{
    6970       s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is the
    … …  
    7677       \see AveragerWeighted
    7778
    78        If all weights are equal to unity this boils down to 
     79       If all weights are equal to unity this boils down to
    7980       \f$ t = \frac{ m_x - m_y }
    8081       {s\sqrt{\frac{1}{n_x}+\frac{1}{n_y}}} \f$ where \f$ m \f$ is
    … …  
    8485
    8586       \see Averager
    86        
     87
    8788       \return t-score.
    8889    */
    89     double score(void); 
     90    double score(void);
    9091
    91     ///
    92     /// Calculates the p-value, i.e. the probability of observing a
    93     /// t-score equally or larger if the null hypothesis is true. If P
    94     /// is near zero, this casts doubt on this hypothesis. The null
    95     /// hypothesis is that the means of the two distributions are
    96     /// equal. Assumtions for this test is that the two distributions
    97     /// are normal distributions with equal variance. The latter
    98     /// assumtion is dropped in Welch's t-test.
    99     ///
    100     /// @return the two-sided p-value
    101     ///
     92    /**
     93       \return the probability of observing a t-score that is equal or
     94       smaller than score().
     95     */
     96    double p_left(void) const;
     97
     98    /**
     99       \return the one-sided p-value, i.e., the probability of
     100       observing a t-score that is equal or greater than observed
     101       here.
     102     */
     103    double p_right(void) const;
     104
     105    /**
     106       Calculates the two-sided p-value, i.e., the probability to
     107       observe a t-score equal (or greater) than |t| or smaller than
     108       -|t|, where t is the observed t-score (returned by score()).
     109
     110     \return the two-sided p-value
     111    */
    102112    double p_value() const;
    103113
    104     ///
    105     /// @return One-sided P-value
    106     ///
    107     double p_value_one_sided(void) const;
     114    /**
     115       \deprecated Provided for backward compatibility with 0.10
     116       API. Use p_right() instead.
     117     */
     118    double p_value_one_sided(void) const YAT_DEPRECATE;
    108119
    109120  private:
    … …  
    114125    AveragerWeighted pos_;
    115126    AveragerWeighted neg_;
    116 
    117127  };
    118128
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