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#ifndef _theplu_yat_statistics_pearson_correlation_ |
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#define _theplu_yat_statistics_pearson_correlation_ |
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|
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// $Id$ |
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|
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/* |
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Copyright (C) 2004, 2005 Peter Johansson |
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Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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Copyright (C) 2007 Peter Johansson |
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Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2009, 2013 Peter Johansson |
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|
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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|
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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|
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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|
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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|
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#include "AveragerPairWeighted.h" |
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|
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#include "yat/utility/deprecate.h" |
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|
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namespace theplu { |
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namespace yat { |
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namespace statistics { |
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|
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/// |
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/// @brief Class for calculating Pearson correlation. |
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/// |
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class PearsonCorrelation |
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{ |
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public: |
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/// |
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/// @brief The default constructor. |
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/// |
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PearsonCorrelation(void); |
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|
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/// |
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/// @brief The destructor. |
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/// |
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virtual ~PearsonCorrelation(void); |
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|
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/** |
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Adding a data value to PearsonCorrelation. |
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*/ |
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void add(double value, bool target, double weight=1.0); |
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|
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/** |
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\brief correlation |
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|
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Correlation is calculated as implemented in AveragerPairWeighted |
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|
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@return Pearson correlation. |
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*/ |
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double score(void) const; |
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|
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/** |
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\deprecated Provided for backward compatibility with the 0.10 |
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API. Use p_right(void). |
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*/ |
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double p_value_one_sided(void) const YAT_DEPRECATE; |
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|
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/** |
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Similar to p_right, but returns probability to get observed |
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correlation or less. |
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|
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\since New in yat 0.11 |
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*/ |
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double p_left(void) const; |
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|
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/** |
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The p-value is the probability of getting a correlation as |
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large (or larger) as the observed value by random chance, when the true |
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correlation is zero (and the data is Gaussian). |
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|
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P-value is calculated using function pearson_p_value(double, |
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unsigned int) where degrees of freedom is calculated using n(void) in |
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AveragerPairWeighted. |
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|
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@return one-sided p-value |
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|
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\since New in yat 0.11 |
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*/ |
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double p_right(void) const; |
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|
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/** |
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Claculates the probability to get correlation greater than |r| |
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or less than -|r|. |
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|
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\return two-sided p-value |
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|
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\since New in yat 0.11 |
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*/ |
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double p_value(void) const; |
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|
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private: |
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AveragerPairWeighted ap_; |
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}; |
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|
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}}} // of namespace statistics, yat, and theplu |
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#endif |