pmlpp/stat/stat.h

91 lines
4.2 KiB
C++

#ifndef MLPP_STAT_H
#define MLPP_STAT_H
/*************************************************************************/
/* stat.h */
/*************************************************************************/
/* This file is part of: */
/* PMLPP Machine Learning Library */
/* https://github.com/Relintai/pmlpp */
/*************************************************************************/
/* Copyright (c) 2023-present Péter Magyar. */
/* Copyright (c) 2022-2023 Marc Melikyan */
/* */
/* Permission is hereby granted, free of charge, to any person obtaining */
/* a copy of this software and associated documentation files (the */
/* "Software"), to deal in the Software without restriction, including */
/* without limitation the rights to use, copy, modify, merge, publish, */
/* distribute, sublicense, and/or sell copies of the Software, and to */
/* permit persons to whom the Software is furnished to do so, subject to */
/* the following conditions: */
/* */
/* The above copyright notice and this permission notice shall be */
/* included in all copies or substantial portions of the Software. */
/* */
/* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */
/* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */
/* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/
/* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */
/* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */
/* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */
/* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */
/*************************************************************************/
#ifdef USING_SFW
#include "sfw.h"
#else
#include "core/math/math_defs.h"
#include "core/object/reference.h"
#endif
#include "../lin_alg/mlpp_matrix.h"
#include "../lin_alg/mlpp_vector.h"
#include <vector>
class MLPPStat : public Reference {
GDCLASS(MLPPStat, Reference);
public:
// These functions are for univariate lin reg module- not for users.
real_t b0_estimation(const Ref<MLPPVector> &x, const Ref<MLPPVector> &y);
real_t b1_estimation(const Ref<MLPPVector> &x, const Ref<MLPPVector> &y);
// Statistical Functions
real_t median(const Ref<MLPPVector> &x);
Ref<MLPPVector> mode(const Ref<MLPPVector> &x);
real_t range(const Ref<MLPPVector> &x);
real_t midrange(const Ref<MLPPVector> &x);
real_t abs_avg_deviation(const Ref<MLPPVector> &x);
real_t correlation(const Ref<MLPPVector> &x, const Ref<MLPPVector> &y);
real_t r2(const Ref<MLPPVector> &x, const Ref<MLPPVector> &y);
real_t chebyshev_ineq(const real_t k);
real_t meanv(const Ref<MLPPVector> &x);
real_t standard_deviationv(const Ref<MLPPVector> &x);
real_t variancev(const Ref<MLPPVector> &x);
real_t covariancev(const Ref<MLPPVector> &x, const Ref<MLPPVector> &y);
// Extras
real_t weighted_mean(const Ref<MLPPVector> &x, const Ref<MLPPVector> &weights);
real_t geometric_mean(const Ref<MLPPVector> &x);
real_t harmonic_mean(const Ref<MLPPVector> &x);
real_t rms(const Ref<MLPPVector> &x);
real_t power_mean(const Ref<MLPPVector> &x, const real_t p);
real_t lehmer_mean(const Ref<MLPPVector> &x, const real_t p);
real_t weighted_lehmer_mean(const Ref<MLPPVector> &x, const Ref<MLPPVector> &weights, const real_t p);
real_t contra_harmonic_mean(const Ref<MLPPVector> &x);
real_t heronian_mean(const real_t A, const real_t B);
real_t heinz_mean(const real_t A, const real_t B, const real_t x);
real_t neuman_sandor_mean(const real_t a, const real_t b);
real_t stolarsky_mean(const real_t x, const real_t y, const real_t p);
real_t identric_mean(const real_t x, const real_t y);
real_t log_mean(const real_t x, const real_t y);
protected:
static void _bind_methods();
};
#endif /* Stat_hpp */