stats_utils.h

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// -*- C++ -*-

// PLearn (A C++ Machine Learning Library)
// Copyright (C) 2003 Pascal Vincent, Yoshua Bengio

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/* *******************************************************      
   * $Id: stats_utils.h,v 1.6 2004/08/03 21:07:46 dorionc Exp $
   * This file is part of the PLearn library.
   ******************************************************* */


#ifndef stats_utils_INC
#define stats_utils_INC

#include "Mat.h"
#include <plearn/vmat/VMat.h>

namespace PLearn {
using namespace std;

void SpearmanRankCorrelation(const VMat &x, const VMat& y, Mat& r);

real testNoCorrelationAsymptotically(real r, int n);

void testSpearmanRankCorrelationPValues(const VMat &x, const VMat& y, Mat& pvalues);
void testSpearmanRankCorrelation(const VMat &x, const VMat& y, Mat& r, Mat& pvalues);

real max_cdf_diff(Vec& v1, Vec& v2);


real KS_test(real D, real N, int conv=10);

void KS_test(Vec& v1, Vec& v2, int conv, real& D, real& p_value);

real KS_test(Vec& v1, Vec& v2, int conv=10);

real paired_t_test(Vec u, Vec v);

} // end of namespace PLearn


#endif

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