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EST_multistats.h
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32 /*************************************************************************/
33 /* Author : Paul Taylor */
34 /* Date : July 1995 */
35 /*-----------------------------------------------------------------------*/
36 /* Basic Multivariate Statistical Function Prototypes */
37 /* */
38 /*=======================================================================*/
39 #ifndef __Multistats_H__
40 #define __Multistats_H__
41 
42 #include "EST_FMatrix.h"
43 #include "EST_types.h"
44 
45 float mean(EST_FVector &m);
46 
47 EST_FVector mean(EST_FMatrix &m);
48 EST_FVector sample_variance(EST_FMatrix &m);
49 EST_FVector sample_stdev(EST_FMatrix &m);
50 
51 EST_FMatrix sample_covariance(EST_FMatrix &m);
52 EST_FMatrix sample_correlation(EST_FMatrix &m);
53 
54 EST_FMatrix euclidean_distance(EST_FMatrix &m);
55 EST_FMatrix penrose_distance(EST_FMatrix &m);
56 
57 
58 EST_FMatrix normalise(EST_FMatrix &m, EST_FVector &sub, EST_FVector &div);
59 
60 EST_FMatrix penrose_distance(EST_FMatrix &gu, EST_FVector &gv);
61 EST_FMatrix mahalanobis_distance(EST_FMatrix &gu, EST_FMatrix &v);
62 EST_FMatrix population_mean(EST_FMatrix *in, int num_pop);
63 EST_FMatrix add_populations(EST_FMatrix *in, int num_pop);
64 
65 EST_FMatrix confusion(EST_StrStr_KVL &list, EST_StrList &lex);
66 void print_confusion(const EST_FMatrix &a, EST_StrStr_KVL &list,
67  EST_StrList &lex);
68 
69 #define OLS_IGNORE 100
70 int ols(const EST_FMatrix &X,const EST_FMatrix &Y, EST_FMatrix &coeffs);
71 int robust_ols(const EST_FMatrix &X,
72  const EST_FMatrix &Y,
73  EST_FMatrix &coeffs);
74 int robust_ols(const EST_FMatrix &X,
75  const EST_FMatrix &Y,
76  EST_IVector &included,
77  EST_FMatrix &coeffs);
78 int stepwise_ols(const EST_FMatrix &X,
79  const EST_FMatrix &Y,
80  const EST_StrList &feat_names,
81  float limit,
82  EST_FMatrix &coeffs,
83  const EST_FMatrix &Xtest,
84  const EST_FMatrix &Ytest,
85  EST_IVector &included);
86 int ols_apply(const EST_FMatrix &samples,
87  const EST_FMatrix &coeffs,
88  EST_FMatrix &res);
89 int ols_test(const EST_FMatrix &real,
90  const EST_FMatrix &predicted,
91  float &correlation,
92  float &rmse);
93 
94 #endif // __Multistats_H__