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HypothesisTest.cpp
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2012 - 2013 Heiko Strathmann
4  * Written (w) 2014 - 2017 Soumyajit De
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31 
32 #include <algorithm>
33 #include <shogun/lib/SGVector.h>
37 
38 using namespace shogun;
39 using namespace internal;
40 
42 {
43  explicit Self(index_t num_distributions);
45 };
46 
47 CHypothesisTest::Self::Self(index_t num_distributions) : data_mgr(num_distributions)
48 {
49 }
50 
51 CHypothesisTest::CHypothesisTest()
52 {
53  SG_WARNING("An empty instance of this class should not be used! If you are seeing \
54  this error, please contact Shogun developers!\n");
55 }
56 
57 CHypothesisTest::CHypothesisTest(index_t num_distributions) : CSGObject()
58 {
59  self=std::unique_ptr<Self>(new CHypothesisTest::Self(num_distributions));
60 }
61 
63 {
64 }
65 
67 {
68  self->data_mgr.set_train_test_mode(on);
69 }
70 
72 {
73  self->data_mgr.set_train_test_ratio(ratio);
74  self->data_mgr.reset();
75 }
76 
78 {
80  std::sort(values.vector, values.vector + values.vlen);
81  float64_t i=values.find_position_to_insert(statistic);
82  return 1.0-i/values.vlen;
83 }
84 
86 {
88  std::sort(values.vector, values.vector + values.vlen);
89  return values[index_t(CMath::floor(values.vlen*(1-alpha)))];
90 }
91 
93 {
94  auto statistic=compute_statistic();
95  auto p_value=compute_p_value(statistic);
96  return p_value<alpha;
97 }
98 
99 const char* CHypothesisTest::get_name() const
100 {
101  return "HypothesisTest";
102 }
103 
105 {
106  return self->data_mgr;
107 }
108 
110 {
111  return self->data_mgr;
112 }
int32_t index_t
Definition: common.h:72
virtual float64_t compute_p_value(float64_t statistic)
virtual const char * get_name() const
static float64_t floor(float64_t d)
Definition: Math.h:402
virtual float64_t compute_threshold(float64_t alpha)
index_t vlen
Definition: SGVector.h:545
bool perform_test(float64_t alpha)
Class SGObject is the base class of all shogun objects.
Definition: SGObject.h:125
virtual SGVector< float64_t > sample_null()=0
double float64_t
Definition: common.h:60
internal::DataManager & get_data_mgr()
index_t find_position_to_insert(T element)
Definition: SGVector.cpp:226
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Class DataManager for fetching/streaming test data block-wise. It can handle data coming from multipl...
Definition: DataManager.h:63
void set_train_test_ratio(float64_t ratio)
Self(index_t num_distributions)
#define SG_WARNING(...)
Definition: SGIO.h:127
virtual float64_t compute_statistic()=0
void set_train_test_mode(bool on)

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