VecStatsCollector.h

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// -*- C++ -*-
// VecStatsCollector.h
// 
// Copyright (C) 2002 Pascal Vincent
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
// 
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
// 
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
// 
// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org

/* *******************************************************      
   * $Id: VecStatsCollector.h,v 1.19 2004/07/21 16:30:53 chrish42 Exp $ 
   ******************************************************* */

#ifndef VecStatsCollector_INC
#define VecStatsCollector_INC

#include <plearn/base/Object.h>
#include "StatsCollector.h"

namespace PLearn {
using namespace std;

class VecStatsCollector: public Object
{    
private:
  typedef Object inherited;

public:
  // ************************
  // * public build options *
  // ************************

  int maxnvalues; 

  TVec<string> fieldnames;

  bool compute_covariance; 

  // * "learnt" options *
  TVec<StatsCollector> stats; // the stats for each element
  Mat cov; // the uncentered covariance matrix (mean not subtracted: X'.X)

  // ****************
  // * Constructors *
  // ****************

  VecStatsCollector();


  // ******************
  // * Object methods *
  // ******************

private: 
  // (Please implement in .cc)
  void build_();

protected: 
  static void declareOptions(OptionList& ol);

public:
  
  int length() const { return stats.length(); }
  int size() const { return length(); }

  virtual void build();

  virtual void forget();

  virtual void update(const Vec& x, real weight = 1.0);

  void setFieldNames(TVec<string> the_fieldnames)
  { fieldnames = the_fieldnames; }
  
  TVec<string> getFieldNames() const
  { return fieldnames; }

  int getFieldNum(const string& fieldname_or_num) const;


  virtual double getStat(const string& statspec);

  void update(const Mat& m);

  void update(const Mat& m, const Vec& weights);

  virtual void finalize();

  const StatsCollector& getStats(int i) const 
  { return stats[i]; }

  Vec getMean() const;

  Vec getVariance() const;

  Vec getStdDev() const;

  Vec getStdError() const;

  const Mat& getXtX() const
  { return cov; }

  Mat getCovariance() const;
  
  Mat getCorrelation() const;

  Vec getAllStats(Vec& st) const;

  int getIndexInAllStats(int fieldindex, const string& statname) const;

  virtual void makeDeepCopyFromShallowCopy(map<const void*, void*>& copies);

  PLEARN_DECLARE_OBJECT(VecStatsCollector);
};

// Declares a few other classes and functions related to this class
  DECLARE_OBJECT_PTR(VecStatsCollector);

  
} // end of namespace PLearn

#endif

---