Statistics.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2011 Heiko Strathmann
 * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
 *
 * ALGLIB Copyright 1984, 1987, 1995, 2000 by Stephen L. Moshier under GPL2+
 * http://www.alglib.net/
 * See method comments which functions are taken from ALGLIB (with adjustments
 * for shogun)
 */

#ifndef __STATISTICS_H_
#define __STATISTICS_H_

#include <shogun/base/SGObject.h>

namespace shogun
{

class CStatistics: public CSGObject
{

public:

    static float64_t mean(SGVector<float64_t> values);

    static float64_t variance(SGVector<float64_t> values);

    static float64_t std_deviation(SGVector<float64_t> values);

    static float64_t confidence_intervals_mean(SGVector<float64_t> values,
            float64_t alpha, float64_t& conf_int_low, float64_t& conf_int_up);

    static float64_t student_t_distribution(int32_t k, float64_t t);

    static float64_t inverse_student_t_distribution(int32_t k, float64_t p);

    static float64_t incomplete_beta(float64_t a, float64_t b, float64_t x);

    static float64_t inverse_incomplete_beta(float64_t a, float64_t b,
            float64_t y);

    static float64_t inverse_normal_distribution(float64_t y0);

    inline virtual const char* get_name() const
    {
        return "Statistics";
    }

protected:
    static float64_t ibetaf_incomplete_beta_ps(float64_t a, float64_t b,
            float64_t x, float64_t maxgam);

    static float64_t ibetaf_incomplete_beta_fe(float64_t a, float64_t b,
            float64_t x, float64_t big, float64_t biginv);

    static float64_t ibetaf_incomplete_beta_fe2(float64_t a, float64_t b,
            float64_t x, float64_t big, float64_t biginv);
};

}

#endif /* __STATISTICS_H_ */