EST_multistats.h

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/*                     Author :  Paul Taylor                             */
/*                     Date   :  July 1995                               */
/*-----------------------------------------------------------------------*/
/*          Basic Multivariate Statistical Function Prototypes           */
/*                                                                       */
/*=======================================================================*/
#ifndef __Multistats_H__
#define __Multistats_H__

#include "EST_FMatrix.h"
#include "EST_types.h"

float mean(EST_FVector &m);

EST_FVector mean(EST_FMatrix &m);
EST_FVector sample_variance(EST_FMatrix &m);
EST_FVector sample_stdev(EST_FMatrix &m);

EST_FMatrix sample_covariance(EST_FMatrix &m);
EST_FMatrix sample_correlation(EST_FMatrix &m);

EST_FMatrix euclidean_distance(EST_FMatrix &m);
EST_FMatrix penrose_distance(EST_FMatrix &m);


EST_FMatrix normalise(EST_FMatrix &m, EST_FVector &sub, EST_FVector &div);

EST_FMatrix penrose_distance(EST_FMatrix &gu, EST_FVector &gv);
EST_FMatrix mahalanobis_distance(EST_FMatrix &gu, EST_FMatrix &v);
EST_FMatrix population_mean(EST_FMatrix *in, int num_pop);
EST_FMatrix add_populations(EST_FMatrix *in, int num_pop);

EST_FMatrix confusion(EST_StrStr_KVL &list, EST_StrList &lex);
void print_confusion(const EST_FMatrix &a, EST_StrStr_KVL &list, 
             EST_StrList &lex);

#define OLS_IGNORE 100
int ols(const EST_FMatrix &X,const EST_FMatrix &Y, EST_FMatrix &coeffs);
int robust_ols(const EST_FMatrix &X,
           const EST_FMatrix &Y, 
           EST_FMatrix &coeffs);
int robust_ols(const EST_FMatrix &X,
           const EST_FMatrix &Y, 
           EST_IVector &included,
           EST_FMatrix &coeffs);
int stepwise_ols(const EST_FMatrix &X,
         const EST_FMatrix &Y,
         const EST_StrList &feat_names,
         float limit,
         EST_FMatrix &coeffs,
         const EST_FMatrix &Xtest,
         const EST_FMatrix &Ytest,
                 EST_IVector &included);
int ols_apply(const EST_FMatrix &samples,
          const EST_FMatrix &coeffs,
          EST_FMatrix &res);
int ols_test(const EST_FMatrix &real,
         const EST_FMatrix &predicted,
         float &correlation,
         float &rmse);

#endif // __Multistats_H__