95 lines
4.5 KiB
C
95 lines
4.5 KiB
C
/*************************************************************************/
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/* */
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/* Centre for Speech Technology Research */
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/* University of Edinburgh, UK */
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/* Copyright (c) 1995,1996 */
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/* All Rights Reserved. */
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/* */
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/* Permission is hereby granted, free of charge, to use and distribute */
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/* this software and its documentation without restriction, including */
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/* without limitation the rights to use, copy, modify, merge, publish, */
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/* distribute, sublicense, and/or sell copies of this work, and to */
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/* permit persons to whom this work is furnished to do so, subject to */
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/* the following conditions: */
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/* 1. The code must retain the above copyright notice, this list of */
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/* conditions and the following disclaimer. */
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/* 2. Any modifications must be clearly marked as such. */
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/* 3. Original authors' names are not deleted. */
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/* 4. The authors' names are not used to endorse or promote products */
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/* derived from this software without specific prior written */
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/* permission. */
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/* */
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/* THE UNIVERSITY OF EDINBURGH AND THE CONTRIBUTORS TO THIS WORK */
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/* DISCLAIM ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDING */
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/* ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT */
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/* SHALL THE UNIVERSITY OF EDINBURGH NOR THE CONTRIBUTORS BE LIABLE */
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/* FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES */
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/* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN */
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/* AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, */
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/* ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF */
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/* THIS SOFTWARE. */
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/* */
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/*************************************************************************/
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/* Author : Paul Taylor */
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/* Date : July 1995 */
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/*-----------------------------------------------------------------------*/
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/* Basic Multivariate Statistical Function Prototypes */
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/* */
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/*=======================================================================*/
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#ifndef __Multistats_H__
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#define __Multistats_H__
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#include "EST_FMatrix.h"
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#include "EST_types.h"
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float mean(EST_FVector &m);
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EST_FVector mean(EST_FMatrix &m);
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EST_FVector sample_variance(EST_FMatrix &m);
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EST_FVector sample_stdev(EST_FMatrix &m);
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EST_FMatrix sample_covariance(EST_FMatrix &m);
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EST_FMatrix sample_correlation(EST_FMatrix &m);
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EST_FMatrix euclidean_distance(EST_FMatrix &m);
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EST_FMatrix penrose_distance(EST_FMatrix &m);
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EST_FMatrix normalise(EST_FMatrix &m, EST_FVector &sub, EST_FVector &div);
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EST_FMatrix penrose_distance(EST_FMatrix &gu, EST_FVector &gv);
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EST_FMatrix mahalanobis_distance(EST_FMatrix &gu, EST_FMatrix &v);
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EST_FMatrix population_mean(EST_FMatrix *in, int num_pop);
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EST_FMatrix add_populations(EST_FMatrix *in, int num_pop);
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EST_FMatrix confusion(EST_StrStr_KVL &list, EST_StrList &lex);
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void print_confusion(const EST_FMatrix &a, EST_StrStr_KVL &list,
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EST_StrList &lex);
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#define OLS_IGNORE 100
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int ols(const EST_FMatrix &X,const EST_FMatrix &Y, EST_FMatrix &coeffs);
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int robust_ols(const EST_FMatrix &X,
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const EST_FMatrix &Y,
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EST_FMatrix &coeffs);
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int robust_ols(const EST_FMatrix &X,
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const EST_FMatrix &Y,
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EST_IVector &included,
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EST_FMatrix &coeffs);
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int stepwise_ols(const EST_FMatrix &X,
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const EST_FMatrix &Y,
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const EST_StrList &feat_names,
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float limit,
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EST_FMatrix &coeffs,
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const EST_FMatrix &Xtest,
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const EST_FMatrix &Ytest,
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EST_IVector &included);
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int ols_apply(const EST_FMatrix &samples,
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const EST_FMatrix &coeffs,
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EST_FMatrix &res);
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int ols_test(const EST_FMatrix &real,
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const EST_FMatrix &predicted,
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float &correlation,
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float &rmse);
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#endif // __Multistats_H__
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