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