Provides an interface for performing statistical tests on two sets of samples from two distributions. Instances of these tests are the classical two-sample test and the independence test. This class may be used as base class for both.
Abstract base class. Provides all interfaces and implements approximating the null distribution via bootstrapping, i.e. repeatedly merging both samples and them compute the test statistic on them.
在文件 TwoDistributionsTestStatistic.h 第 30 行定义.
Public 成员函数 | |
CTwoDistributionsTestStatistic () | |
CTwoDistributionsTestStatistic (CFeatures *p_and_q, index_t m) | |
CTwoDistributionsTestStatistic (CFeatures *p, CFeatures *q) | |
virtual | ~CTwoDistributionsTestStatistic () |
virtual SGVector< float64_t > | bootstrap_null () |
virtual float64_t | compute_p_value (float64_t statistic) |
virtual float64_t | compute_threshold (float64_t alpha) |
virtual void | set_p_and_q (CFeatures *p_and_q) |
virtual CFeatures * | get_p_and_q () |
index_t | get_m () |
virtual const char * | get_name () const =0 |
virtual float64_t | compute_statistic ()=0 |
virtual float64_t | perform_test () |
bool | perform_test (float64_t alpha) |
virtual void | set_bootstrap_iterations (index_t bootstrap_iterations) |
virtual void | set_null_approximation_method (ENullApproximationMethod null_approximation_method) |
virtual EStatisticType | get_statistic_type () const =0 |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
DynArray< TParameter * > * | load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="") |
DynArray< TParameter * > * | load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="") |
void | map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos) |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
virtual bool | update_parameter_hash () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0) |
virtual CSGObject * | clone () |
Public 属性 | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected 成员函数 | |
virtual TParameter * | migrate (DynArray< TParameter * > *param_base, const SGParamInfo *target) |
virtual void | one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL) |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Protected 属性 | |
CFeatures * | m_p_and_q |
index_t | m_m |
index_t | m_bootstrap_iterations |
ENullApproximationMethod | m_null_approximation_method |
在文件 TwoDistributionsTestStatistic.cpp 第 15 行定义.
CTwoDistributionsTestStatistic | ( | CFeatures * | p_and_q, |
index_t | m | ||
) |
Constructor
p_and_q | feature data. Is assumed to contain samples from both p and q. First all samples from p, then from index q_start all samples from q |
p_and_q | samples from p and q, appended |
m | index of first sample of q |
在文件 TwoDistributionsTestStatistic.cpp 第 21 行定义.
CTwoDistributionsTestStatistic | ( | CFeatures * | p, |
CFeatures * | q | ||
) |
Constructor. This is a convienience constructor which copies both features to one element and then calls the other constructor. Needs twice the memory for a short time
p | samples from distribution p, will be copied and NOT SG_REF'ed |
q | samples from distribution q, will be copied and NOT SG_REF'ed |
在文件 TwoDistributionsTestStatistic.cpp 第 33 行定义.
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virtual |
在文件 TwoDistributionsTestStatistic.cpp 第 45 行定义.
merges both sets of samples and computes the test statistic m_bootstrap_iteration times
实现了 CTestStatistic.
被 CLinearTimeMMD, CHSIC, CKernelTwoSampleTestStatistic , 以及 CKernelIndependenceTestStatistic 重载.
在文件 TwoDistributionsTestStatistic.cpp 第 61 行定义.
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inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 1156 行定义.
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virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
在文件 SGObject.cpp 第 1273 行定义.
computes a p-value based on current method for approximating the null-distribution. The p-value is the 1-p quantile of the null- distribution where the given statistic lies in.
statistic | statistic value to compute the p-value for |
实现了 CTestStatistic.
被 CQuadraticTimeMMD, CLinearTimeMMD , 以及 CHSIC 重载.
在文件 TwoDistributionsTestStatistic.cpp 第 95 行定义.
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pure virtualinherited |
在 CQuadraticTimeMMD, CHSIC, CKernelTwoSampleTestStatistic , 以及 CLinearTimeMMD 内被实现.
computes a threshold based on current method for approximating the null-distribution. The threshold is the argument of the \(1-\alpha\) quantile of the null. \(\alpha\) is provided.
alpha | \(\alpha\) quantile to get the threshold for |
实现了 CTestStatistic.
被 CQuadraticTimeMMD, CLinearTimeMMD , 以及 CHSIC 重载.
在文件 TwoDistributionsTestStatistic.cpp 第 121 行定义.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
在文件 SGObject.h 第 126 行定义.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
在文件 SGObject.cpp 第 1177 行定义.
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inherited |
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inherited |
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inherited |
index_t get_m | ( | ) |
在文件 TwoDistributionsTestStatistic.h 第 98 行定义.
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inherited |
在文件 SGObject.cpp 第 1060 行定义.
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inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 1084 行定义.
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inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 1097 行定义.
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pure virtual |
Returns the name of the SGSerializable instance. It MUST BE the CLASS NAME without the prefixed `C'.
实现了 CTestStatistic.
在 CLinearTimeMMD, CQuadraticTimeMMD, CHSIC, CKernelTwoSampleTestStatistic , 以及 CKernelIndependenceTestStatistic 内被实现.
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virtual |
Getter for joint features, SG_REF's
被 CLinearTimeMMD 重载.
在文件 TwoDistributionsTestStatistic.cpp 第 151 行定义.
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pure virtualinherited |
returns the statistic type of this test statistic
在 CLinearTimeMMD, CQuadraticTimeMMD , 以及 CHSIC 内被实现.
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virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 228 行定义.
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inherited |
maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 633 行定义.
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inherited |
loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter |
file_version | parameter version of the file, must be <= provided parameter version |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 474 行定义.
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virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 305 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
被 CWeightedDegreePositionStringKernel, CKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 989 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 984 行定义.
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inherited |
Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos |
base_version | version of the parameter base |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
在文件 SGObject.cpp 第 671 行定义.
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protectedvirtualinherited |
creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
在文件 SGObject.cpp 第 878 行定义.
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protectedvirtualinherited |
This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
replacement | (used as output) here the TParameter instance which is returned by migration is created into |
to_migrate | the only source that is used for migration |
old_name | with this parameter, a name change may be specified |
在文件 SGObject.cpp 第 818 行定义.
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virtualinherited |
Performs the complete two-sample test on current data and returns a p-value.
This is a wrapper that calls compute_statistic first and then calls compute_p_value using the obtained statistic. In some statistic classes, it might be possible to compute statistic and p-value in one single run which is more efficient. Therefore, this method might be overwritten in subclasses.
The method for computing the p-value can be set via set_null_approximation_method().
被 CLinearTimeMMD 重载.
在文件 TestStatistic.cpp 第 50 行定义.
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inherited |
Performs the complete two-sample test on current data and returns a binary answer wheter null hypothesis is rejected or not.
This is just a wrapper for the above perform_test() method that returns a p-value. If this p-value lies below the test level alpha, the null hypothesis is rejected.
Should not be overwritten in subclasses. (Therefore not virtual)
alpha | test level alpha. |
在文件 TestStatistic.cpp 第 58 行定义.
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inherited |
prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 1036 行定义.
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virtualinherited |
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virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 246 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
被 CKernel 重载.
在文件 SGObject.cpp 第 999 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 994 行定义.
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virtualinherited |
sets the number of bootstrap iterations for bootstrap_null()
bootstrap_iterations | how often bootstrapping shall be done |
在文件 TestStatistic.cpp 第 44 行定义.
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inherited |
在文件 SGObject.cpp 第 41 行定义.
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inherited |
在文件 SGObject.cpp 第 46 行定义.
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inherited |
在文件 SGObject.cpp 第 51 行定义.
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inherited |
在文件 SGObject.cpp 第 56 行定义.
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inherited |
在文件 SGObject.cpp 第 61 行定义.
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inherited |
在文件 SGObject.cpp 第 66 行定义.
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inherited |
在文件 SGObject.cpp 第 71 行定义.
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inherited |
在文件 SGObject.cpp 第 76 行定义.
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inherited |
在文件 SGObject.cpp 第 81 行定义.
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inherited |
在文件 SGObject.cpp 第 86 行定义.
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inherited |
在文件 SGObject.cpp 第 91 行定义.
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inherited |
在文件 SGObject.cpp 第 96 行定义.
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inherited |
在文件 SGObject.cpp 第 101 行定义.
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inherited |
在文件 SGObject.cpp 第 106 行定义.
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inherited |
在文件 SGObject.cpp 第 111 行定义.
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inherited |
set generic type to T
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inherited |
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inherited |
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virtualinherited |
sets the method how to approximate the null-distribution
null_approximation_method | method to use |
在文件 TestStatistic.cpp 第 38 行定义.
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virtual |
Setter for joint features
p_and_q | joint features from p and q to set |
被 CLinearTimeMMD 重载.
在文件 TwoDistributionsTestStatistic.cpp 第 143 行定义.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.h 第 117 行定义.
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inherited |
unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 235 行定义.
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virtualinherited |
Updates the hash of current parameter combination.
在文件 SGObject.cpp 第 187 行定义.
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inherited |
io
在文件 SGObject.h 第 473 行定义.
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protectedinherited |
number of iterations for bootstrapping null-distributions
在文件 TestStatistic.h 第 138 行定义.
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inherited |
parameters wrt which we can compute gradients
在文件 SGObject.h 第 488 行定义.
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inherited |
Hash of parameter values
在文件 SGObject.h 第 494 行定义.
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protected |
defines the first index of samples of q
在文件 TwoDistributionsTestStatistic.h 第 110 行定义.
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inherited |
model selection parameters
在文件 SGObject.h 第 485 行定义.
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protectedinherited |
Defines how the the null distribution is approximated
在文件 TestStatistic.h 第 141 行定义.
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protected |
concatenated samples of the two distributions (two blocks)
在文件 TwoDistributionsTestStatistic.h 第 107 行定义.
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inherited |
map for different parameter versions
在文件 SGObject.h 第 491 行定义.
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inherited |
parameters
在文件 SGObject.h 第 482 行定义.
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parallel
在文件 SGObject.h 第 476 行定义.
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version
在文件 SGObject.h 第 479 行定义.