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src
shogun
mathematics
Statistics.h
Go to the documentation of this file.
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Written (W) 2011 Heiko Strathmann
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* Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
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*
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* ALGLIB Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier under GPL2+
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* http://www.alglib.net/
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* See method comments which functions are taken from ALGLIB (with adjustments
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* for shogun)
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*/
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#ifndef __STATISTICS_H_
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#define __STATISTICS_H_
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#include <
shogun/base/SGObject.h
>
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namespace
shogun
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{
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class
CStatistics
:
public
CSGObject
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{
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public
:
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static
float64_t
mean
(
SGVector<float64_t>
values);
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static
float64_t
variance
(
SGVector<float64_t>
values);
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static
float64_t
std_deviation
(
SGVector<float64_t>
values);
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static
float64_t
confidence_intervals_mean
(
SGVector<float64_t>
values,
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float64_t
alpha,
float64_t
& conf_int_low,
float64_t
& conf_int_up);
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static
float64_t
student_t_distribution
(int32_t k,
float64_t
t);
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static
float64_t
inverse_student_t_distribution
(int32_t k,
float64_t
p);
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static
float64_t
incomplete_beta
(
float64_t
a,
float64_t
b,
float64_t
x);
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static
float64_t
inverse_incomplete_beta
(
float64_t
a,
float64_t
b,
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float64_t
y);
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static
float64_t
inverse_normal_distribution
(
float64_t
y0);
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inline
virtual
const
char
*
get_name
()
const
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{
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return
"Statistics"
;
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}
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protected
:
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static
float64_t
ibetaf_incomplete_beta_ps
(
float64_t
a,
float64_t
b,
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float64_t
x,
float64_t
maxgam);
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static
float64_t
ibetaf_incomplete_beta_fe
(
float64_t
a,
float64_t
b,
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float64_t
x,
float64_t
big,
float64_t
biginv);
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static
float64_t
ibetaf_incomplete_beta_fe2
(
float64_t
a,
float64_t
b,
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float64_t
x,
float64_t
big,
float64_t
biginv);
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};
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}
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#endif
/* __STATISTICS_H_ */
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Machine Learning Toolbox - Documentation