/usr/include/openturns/FittingTest.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief StatTest implements statistical tests
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_FITTINGTEST_HXX
#define OPENTURNS_FITTINGTEST_HXX
#include "openturns/OTprivate.hxx"
#include "openturns/TestResult.hxx"
#include "openturns/Collection.hxx"
#include "openturns/Sample.hxx"
#include "openturns/Distribution.hxx"
#include "openturns/DistributionFactory.hxx"
#include "openturns/Pointer.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class FittingTest
*
*/
class OT_API FittingTest
{
public:
typedef Collection<DistributionFactory> DistributionFactoryCollection;
typedef Collection<Distribution> DistributionCollection;
/** Best model for a given numerical sample by BIC */
static Distribution BestModelBIC(const Sample & sample,
const DistributionFactoryCollection & factoryCollection);
/** Best model for a given numerical sample by BIC */
static Distribution BestModelBIC(const Sample & sample,
const DistributionCollection & distributionCollection);
/** Best model for a given numerical sample by Kolmogorov */
static Distribution BestModelKolmogorov(const Sample & sample,
const DistributionFactoryCollection & factoryCollection,
TestResult & bestResult);
/** Best model for a given numerical sample by Kolmogorov */
static Distribution BestModelKolmogorov(const Sample & sample,
const DistributionCollection & distributionCollection,
TestResult & bestResult);
/** Best model for a given numerical sample by ChiSquared */
static Distribution BestModelChiSquared(const Sample & sample,
const DistributionFactoryCollection & factoryCollection,
TestResult & bestResult);
/** Best model for a given numerical sample by ChiSquared */
static Distribution BestModelChiSquared(const Sample & sample,
const DistributionCollection & distributionCollection,
TestResult & bestResult);
/** Bayesian Information Criterion computation */
static Scalar BIC(const Sample & sample,
const Distribution & distribution,
const UnsignedInteger estimatedParameters = 0);
/** Bayesian Information Criterion computation */
static Scalar BIC(const Sample & sample,
const DistributionFactory & factory);
/** Kolmogorov fitting test for continuous distributions */
static TestResult Kolmogorov(const Sample & sample,
const Distribution & distribution,
const Scalar level = 0.95,
const UnsignedInteger estimatedParameters = 0);
/** Kolmogorov fitting test for continuous distributions */
static TestResult Kolmogorov(const Sample & sample,
const DistributionFactory & factory,
const Scalar level = 0.95);
/** Two-sample Kolmogorov–Smirnov test */
static TestResult TwoSamplesKolmogorov (const Sample & sample1,
const Sample & sample2,
const Scalar level = 0.95);
/** ChiSquared fitting test for discrete distributions */
static TestResult ChiSquared(const Sample & sample,
const Distribution & distribution,
const Scalar level = 0.95,
const UnsignedInteger estimatedParameters = 0);
/** ChiSquared fitting test for discrete distributions */
static TestResult ChiSquared(const Sample & sample,
const DistributionFactory & factory,
const Scalar level = 0.95);
protected:
/** Generic invocation of a R script for testing a distribution against a sample */
static TestResult RunRTest(const Sample & sample,
const Distribution & distribution,
const Scalar level,
const UnsignedInteger estimatedParameters,
const String & testName);
private:
FittingTest();
}; /* class FittingTest */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_FITTINGTEST_HXX */
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