Changeset 3138

Timestamp:

Nov 29, 2013, 3:07:58 AM (10 years ago)

Author:

Peter

Message:

change name of class and implement function llr(). closes #769

Location:

trunk

Files:

• test/Makefile.am (modified) (2 diffs)
• test/likelihood_ratio_test_binomial.cc (moved) (moved from trunk/test/loglikelihood_ratio_test_binomial.cc) (3 diffs)
• yat/statistics/LikelihoodRatioTestBinomial.cc (moved) (moved from trunk/yat/statistics/LoglikelihoodRatioTestBinomial.cc) (2 diffs)
• yat/statistics/LikelihoodRatioTestBinomial.h (moved) (moved from trunk/yat/statistics/LoglikelihoodRatioTestBinomial.h) (5 diffs)
• yat/statistics/Makefile.am (modified) (2 diffs)

trunk/test/Makefile.am

@@ -59 +59 @@
   test/kernel_pca.test test/kernel.test \
   test/knn.test test/kolmogorov_smirnov.test test/large_file.test \
-  test/loglikelihood_ratio_test_binomial.test \
+  test/likelihood_ratio_test_binomial.test \
   test/matrix_lookup.test \
   test/matrix_lookup_weighted.test test/matrix.test \
@@ -81 +81 @@
 
 # tests not passing through yet
-XFAIL_TESTS = test/loglikelihood_ratio_test_binomial.test
+XFAIL_TESTS =
 
 DISTRIBUTED_TESTS = \

trunk/test/likelihood_ratio_test_binomial.cc

@@ -24 +24 @@
 #include "Suite.h"
 
-#include "yat/statistics/LoglikelihoodRatioTestBinomial.h"
+#include "yat/statistics/LikelihoodRatioTestBinomial.h"
 
 using namespace theplu::yat;
@@ -32 +32 @@
   test::Suite suite(argc, argv);
 
-  statistics::LoglikelihoodRatioTestBinomial lrt;
+  statistics::LikelihoodRatioTestBinomial lrt;
 
   suite.add(lrt.size() == 2);
@@ -49 +49 @@
   suite.add(lrt.negative(1) == 5000);
 
-  double log_lambda = lrt();
+  double log_lambda = lrt.llr();
   suite.out() << log_lambda << "\n";
   suite.add(log_lambda > 0);

trunk/yat/statistics/LikelihoodRatioTestBinomial.cc

@@ -22 +22 @@
 #include <config.h>
 
-#include "LoglikelihoodRatioTestBinomial.h"
+#include "LikelihoodRatioTestBinomial.h"
 
+#include <cassert>
+#include <cmath>
 #include <numeric>
-#include <cassert>
 
 namespace theplu {
@@ -31 +32 @@
 namespace statistics {
 
-  LoglikelihoodRatioTestBinomial::LoglikelihoodRatioTestBinomial(size_t n)
-    : neg_(n, 0), pos_(n, 0)
+  LikelihoodRatioTestBinomial::LikelihoodRatioTestBinomial(size_t n)
+    : count_(2, n, 0)
   {}
 
-  void LoglikelihoodRatioTestBinomial::add(size_t population, bool positive,
+  void LikelihoodRatioTestBinomial::add(size_t population, bool positive,
                                            long int n)
   {
-    assert(population < neg_.size());
-    assert(population < pos_.size());
-    if (positive)
-      pos_[population] += n;
-    else
-      neg_[population] += n;
+    assert(population < count_.columns());
+    assert(population < count_.columns());
+    count_(positive ? 1 : 0, population) += n;
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::n(void) const
+  unsigned long int LikelihoodRatioTestBinomial::n(void) const
   {
-    return negative() + positive();
+    return positive() + negative();
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::n(size_t i) const
+  unsigned long int LikelihoodRatioTestBinomial::n(size_t i) const
   {
-    assert(i<neg_.size());
-    assert(i<pos_.size());
-    return pos_[i] + neg_[i];
+    return positive(i) + negative(i);
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::negative(void) const
+  unsigned long int LikelihoodRatioTestBinomial::negative(void) const
   {
-    return std::accumulate(neg_.begin(), neg_.end(), 0);
+    return sum(count_.row_const_view(0));
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::negative(size_t i) const
+  unsigned long int LikelihoodRatioTestBinomial::negative(size_t i) const
   {
-    assert(i<neg_.size());
-    return neg_[i];
+    assert(i<count_.columns());
+    return count_(0, i);
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::positive(void) const
+  unsigned long int LikelihoodRatioTestBinomial::positive(void) const
   {
-    return std::accumulate(pos_.begin(), pos_.end(), 0);
+    return sum(count_.row_const_view(1));
   }
 
 
-  unsigned long int LoglikelihoodRatioTestBinomial::positive(size_t i) const
+  unsigned long int LikelihoodRatioTestBinomial::positive(size_t i) const
   {
-    assert(i<pos_.size());
-    return pos_[i];
+    assert(i<count_.columns());
+    return count_(1, i);
   }
 
 
-  size_t LoglikelihoodRatioTestBinomial::size(void) const
+  size_t LikelihoodRatioTestBinomial::size(void) const
   {
-    assert(neg_.size()==pos_.size());
-    return neg_.size();
+    return count_.columns();
   }
 
 
-  double LoglikelihoodRatioTestBinomial::operator()(void) const
+  double LikelihoodRatioTestBinomial::llr(void) const
   {
-    return 0.0;
+    double res = 0;
+    for (size_t i=0; i<size(); ++i) {
+      double ni = n(i);
+      if (positive(i))
+        res += positive(i) * std::log(positive(i)/ni);
+      if (negative(i))
+        res += negative(i) * std::log(negative(i)/ni);
+    }
+    double npos = positive();
+    double nneg = negative();
+    double n = npos + nneg;
+    res -= npos * std::log(npos/n);
+    res -= nneg * std::log(nneg/n);
+    return res;
   }
 

trunk/yat/statistics/LikelihoodRatioTestBinomial.h

@@ -23 +23 @@
 */
 
-#include <vector>
+#include "yat/utility/Matrix.h"
 
 namespace theplu {
@@ -30 +30 @@
 
   /**
-     \brief Loglikelihood-ratio test for binomial data
+     \brief Likelihood-ratio test for binomial data
 
      This class is useful when having binomial data for several
@@ -36 +36 @@
      differen samples.
   */
-  class LoglikelihoodRatioTestBinomial
+  class LikelihoodRatioTestBinomial
   {
   public:
@@ -43 +43 @@
        \param n number of populations in data
      */
-    LoglikelihoodRatioTestBinomial(size_t n=2);
+    LikelihoodRatioTestBinomial(size_t n=2);
 
     /**
@@ -90 +90 @@
     /**
        \brief Calculate natural logarithm of likelihood ratios
+
+       The logairithm of the likelihood ratio is calculated as
+       \f$ LLR = \sum_i \left ( n_{i+} \ln \frac{n_{i+}}{n_i} +
+       n_{i-} \ln \frac{n_{i-}}{n_i} \right ) -
+       \left ( n_+ \ln \frac{n_+}{n} +
+       n_- \ln \frac{n_-}{n} \right )
+       \f$
      */
-    double operator()(void) const;
+    double llr(void) const;
 
   private:
-    std::vector<unsigned long int> neg_;
-    std::vector<unsigned long int> pos_;
+    utility::Matrix count_;
   };
 

trunk/yat/statistics/Makefile.am

@@ -32 +32 @@
   yat/statistics/Kendall.cc yat/statistics/KolmogorovSmirnov.cc \
   yat/statistics/KolmogorovSmirnovOneSample.cc \
-  yat/statistics/LoglikelihoodRatioTestBinomial.cc \
+  yat/statistics/LikelihoodRatioTestBinomial.cc \
   yat/statistics/Pearson.cc \
   yat/statistics/PearsonCorrelation.cc yat/statistics/Percentiler.cc \
@@ -62 +62 @@
   $(srcdir)/yat/statistics/KolmogorovSmirnov.h \
   $(srcdir)/yat/statistics/KolmogorovSmirnovOneSample.h \
-  $(srcdir)/yat/statistics/LoglikelihoodRatioTestBinomial.h \
+  $(srcdir)/yat/statistics/LikelihoodRatioTestBinomial.h \
   $(srcdir)/yat/statistics/Pearson.h \
   $(srcdir)/yat/statistics/PearsonCorrelation.h \