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EST_multistats.h
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/*************************************************************************/
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/* */
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/* Centre for Speech Technology Research */
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/* University of Edinburgh, UK */
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/* Copyright (c) 1995,1996 */
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/* All Rights Reserved. */
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/* */
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/* Permission is hereby granted, free of charge, to use and distribute */
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/* this software and its documentation without restriction, including */
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/* without limitation the rights to use, copy, modify, merge, publish, */
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/* distribute, sublicense, and/or sell copies of this work, and to */
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/* permit persons to whom this work is furnished to do so, subject to */
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/* the following conditions: */
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/* 1. The code must retain the above copyright notice, this list of */
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/* conditions and the following disclaimer. */
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/* 2. Any modifications must be clearly marked as such. */
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/* 3. Original authors' names are not deleted. */
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/* 4. The authors' names are not used to endorse or promote products */
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/* derived from this software without specific prior written */
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/* permission. */
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/* */
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/* THE UNIVERSITY OF EDINBURGH AND THE CONTRIBUTORS TO THIS WORK */
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/* DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING */
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/* ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT */
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/* SHALL THE UNIVERSITY OF EDINBURGH NOR THE CONTRIBUTORS BE LIABLE */
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/* FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES */
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/* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN */
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/* AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, */
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/* ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF */
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/* THIS SOFTWARE. */
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/* */
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/*************************************************************************/
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/* Author : Paul Taylor */
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/* Date : July 1995 */
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/*-----------------------------------------------------------------------*/
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/* Basic Multivariate Statistical Function Prototypes */
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/* */
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/*=======================================================================*/
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#ifndef __Multistats_H__
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#define __Multistats_H__
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#include "EST_FMatrix.h"
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#include "EST_types.h"
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float
mean(
EST_FVector
&m);
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EST_FVector
mean(
EST_FMatrix
&m);
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EST_FVector
sample_variance(
EST_FMatrix
&m);
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EST_FVector
sample_stdev(
EST_FMatrix
&m);
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EST_FMatrix
sample_covariance(
EST_FMatrix
&m);
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EST_FMatrix
sample_correlation(
EST_FMatrix
&m);
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EST_FMatrix
euclidean_distance(
EST_FMatrix
&m);
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EST_FMatrix
penrose_distance(
EST_FMatrix
&m);
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EST_FMatrix
normalise(
EST_FMatrix
&m,
EST_FVector
&sub,
EST_FVector
&div);
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EST_FMatrix
penrose_distance(
EST_FMatrix
&gu,
EST_FVector
&gv);
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EST_FMatrix
mahalanobis_distance(
EST_FMatrix
&gu,
EST_FMatrix
&v);
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EST_FMatrix
population_mean(
EST_FMatrix
*in,
int
num_pop);
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EST_FMatrix
add_populations(
EST_FMatrix
*in,
int
num_pop);
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EST_FMatrix
confusion(
EST_StrStr_KVL
&list,
EST_StrList
&lex);
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void
print_confusion(
const
EST_FMatrix
&a,
EST_StrStr_KVL
&list,
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EST_StrList
&lex);
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#define OLS_IGNORE 100
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int
ols(
const
EST_FMatrix
&X,
const
EST_FMatrix
&Y,
EST_FMatrix
&coeffs);
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int
robust_ols(
const
EST_FMatrix
&X,
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const
EST_FMatrix
&Y,
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EST_FMatrix
&coeffs);
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int
robust_ols(
const
EST_FMatrix
&X,
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const
EST_FMatrix
&Y,
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EST_IVector
&included,
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EST_FMatrix
&coeffs);
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int
stepwise_ols(
const
EST_FMatrix
&X,
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const
EST_FMatrix
&Y,
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const
EST_StrList
&feat_names,
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float
limit,
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EST_FMatrix
&coeffs,
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const
EST_FMatrix
&Xtest,
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const
EST_FMatrix
&Ytest,
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EST_IVector
&included);
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int
ols_apply(
const
EST_FMatrix
&samples,
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const
EST_FMatrix
&coeffs,
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EST_FMatrix
&res);
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int
ols_test(
const
EST_FMatrix
&real,
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const
EST_FMatrix
&predicted,
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float
&correlation,
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float
&rmse);
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#endif // __Multistats_H__
include
EST_multistats.h
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