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HSIC.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2012-2013 Heiko Strathmann
8  */
9 
10 #ifndef __HSIC_H_
11 #define __HSIC_H_
12 
14 
15 namespace shogun
16 {
17 
18 template<class T> class SGMatrix;
19 
20 
68 {
69 public:
71  CHSIC();
72 
84  CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p_and_q,
85  index_t m);
86 
99  CHSIC(CKernel* kernel_p, CKernel* kernel_q, CFeatures* p, CFeatures* q);
100 
101  virtual ~CHSIC();
102 
112  virtual float64_t compute_statistic();
113 
122  virtual float64_t compute_p_value(float64_t statistic);
123 
131  virtual float64_t compute_threshold(float64_t alpha);
132 
133  virtual const char* get_name() const
134  {
135  return "HSIC";
136  }
137 
140  {
141  return S_HSIC;
142  }
143 
164 
173 
174 protected:
177 
180 
181 private:
182  void init();
183 
184 };
185 
186 }
187 
188 #endif /* __HSIC_H_ */
int32_t index_t
Definition: common.h:60
SGVector< float64_t > fit_null_gamma()
Definition: HSIC.cpp:133
Independence test base class. Provides an interface for performing an independence test...
double float64_t
Definition: common.h:48
virtual float64_t compute_p_value(float64_t statistic)
Definition: HSIC.cpp:89
This class implements the Hilbert Schmidtd Independence Criterion based independence test as describe...
Definition: HSIC.h:67
virtual float64_t compute_threshold(float64_t alpha)
Definition: HSIC.cpp:111
virtual ~CHSIC()
Definition: HSIC.cpp:50
The class Features is the base class of all feature objects.
Definition: Features.h:62
SGMatrix< float64_t > get_kernel_matrix_K()
Definition: HSIC.cpp:219
virtual const char * get_name() const
Definition: HSIC.h:133
The Kernel base class.
Definition: Kernel.h:150
virtual EStatisticType get_statistic_type() const
Definition: HSIC.h:139
virtual float64_t compute_statistic()
Definition: HSIC.cpp:60
virtual SGVector< float64_t > bootstrap_null()
Definition: HSIC.cpp:290
SGMatrix< float64_t > get_kernel_matrix_L()
Definition: HSIC.cpp:254

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