Class for calculating Pearson correlation. More...

#include <yat/statistics/Pearson.h>

Inheritance diagram for theplu::yat::statistics::Pearson:

Public Member Functions
	Pearson (bool absolute=true)
	The default constructor.
virtual	~Pearson (void)
	The destructor.
double	score (const classifier::Target &target, const utility::VectorBase &value) const
double	score (const classifier::Target &target, const classifier::DataLookupWeighted1D &value) const
double	score (const classifier::Target &target, const utility::VectorBase &value, const utility::VectorBase &weight) const
void	absolute (bool absolute)
	Function changing mode of Score.
virtual double	score (const classifier::Target &target, const classifier::DataLookup1D &value) const
double	score (const classifier::Target &target, const classifier::DataLookup1D &value, const classifier::DataLookup1D &weight) const
Protected Attributes
bool	absolute_

Detailed Description

Class for calculating Pearson correlation.

Member Function Documentation

double theplu::yat::statistics::Pearson::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value
	)		const

virtual

$\frac{\vert \sum_i(x_i-\bar{x})(y_i-\bar{y})\vert }{\sqrt{\sum_i (x_i-\bar{x})^2\sum_i (x_i-\bar{x})^2}}$ .

Returns:: Pearson correlation, if absolute=true absolute value of Pearson is used.

Implements theplu::yat::statistics::Score.

double theplu::yat::statistics::Pearson::score	(	const classifier::Target &	target,
		const classifier::DataLookupWeighted1D &	value
	)		const

virtual

$\frac{\vert \sum_iw^2_i(x_i-\bar{x})(y_i-\bar{y})\vert } {\sqrt{\sum_iw^2_i(x_i-\bar{x})^2\sum_iw^2_i(y_i-\bar{y})^2}}$ , where $m_x = \frac{\sum w_ix_i}{\sum w_i}$ and $m_x = \frac{\sum w_ix_i}{\sum w_i}$ . This expression is chosen to get a correlation equal to unity when x and y are equal.

Returns:: absolute value of weighted version of Pearson correlation.

Reimplemented from theplu::yat::statistics::Score.

virtual double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value
	)		const

virtualinherited

Function calculating the score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated.

value is copied to a utility::vector and that operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

Returns:: score

double theplu::yat::statistics::Pearson::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value,
		const utility::VectorBase &	weight
	)		const

virtual

$\frac{\vert \sum_iw^2_i(x_i-\bar{x})(y_i-\bar{y})\vert } {\sqrt{\sum_iw^2_i(x_i-\bar{x})^2\sum_iw^2_i(y_i-\bar{y})^2}}$ , where $m_x = \frac{\sum w_ix_i}{\sum w_i}$ and $m_x = \frac{\sum w_ix_i}{\sum w_i}$ . This expression is chosen to get a correlation equal to unity when x and y are equal.

Returns:: absolute value of weighted version of Pearson correlation.

Implements theplu::yat::statistics::Score.

double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value,
		const classifier::DataLookup1D &	weight
	)		const

inherited

Function calculating the weighted version of score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated. Absolute mode should be used when two-tailed test is wanted.

value and weight are copied to utility::vector and the corresponding operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

Member Data Documentation

bool theplu::yat::statistics::Score::absolute_

protectedinherited

true if method is absolute, which means if score is below expected value (by chance) E, score returns E-score+E instead.

The documentation for this class was generated from the following file:

yat/statistics/Pearson.h

Public Member Functions

Protected Attributes

Detailed Description

Member Function Documentation

Member Data Documentation