THSIC.cxx File Reference

Implement the URANIE::Sensitivity::THSIC class. More...

#include "TPad.h"
#include "TProfile.h"
#include "TLeaf.h"
#include "TGaxis.h"
#include "TLatex.h"
#include "TLegend.h"
#include "TMap.h"
#include "TRegexp.h"
#include "TObjString.h"
#include "TDirectory.h"
#include "Math/Math.h"
#include "Math/ProbFuncMathCore.h"
#include "THSIC.h"
#include "TSensitivity.h"
#include "TKernel.h"
#include "TPatternsEventList.h"

Include dependency graph for THSIC.cxx:

Functions
	ClassImp (URANIE::Sensitivity::THSIC) namespace URANIE

Detailed Description

Implement the URANIE::Sensitivity::THSIC class.

Interface of the URANIE::Sensitivity::THSIC class.

Author

Fabrice Gaudier fabri.nosp@m.ce.g.nosp@m.audie.nosp@m.r@ce.nosp@m.a.fr, Rudy Chocat rudy..nosp@m.choc.nosp@m.at@ce.nosp@m.a.fr, Gabriel Sarazin gabri.nosp@m.el.s.nosp@m.arazi.nosp@m.n@ce.nosp@m.a.fr

Date

2025/01/15

Function Documentation

ClassImp()

ClassImp

(

URANIE::Sensitivity::THSIC

)

convertRule ///

Default constructor (by UTF) ///

Parameterized constructor (by UTF) ///

Destructor (by UTF) ///

setEstimatedVariance (by UTF) ///

setNPermutationSample (by UTF) ///

setThresholdPermutation (by UTF) ///

setThresholdGamma (by UTF) ///

parseOption (by UTF) ///

generateHMatrix (by UTF) ///

doubleCentering ///

Row Summation ///

Double Centering ///

doubleCenteringRect ///

Row Summation ///

Column Summation ///

Double Centering ///

estimateSigma ///

Rule of thumb 1: empirical standard deviation ///

Rule of thumb 2: median of pair distances ///

Throwing an exception in all other cases ///

Throwing an exception if the kernel parameter is negative ///

Throwing an exception if the kernel parameter is too small ///

getMatrixKGaussian ///

biasedHSIC ///

unbiasedHSIC ///

Computation of the double sum ///

Computation of the triple sum ///

Computation of the quadruple sum ///

Computation of the final HSIC estimate ///

getProductOfNorms ///

permuteKMatrix ///

Loop over all permutations ///

performing the permutations of the rows and columns ///

for diagonal coefficients ///

for off-diagonal coefficients ///

generateSample ///

computeIndexes ///

evaluateIndexes ///

Code to retrieve information ///

Code to handle the (user-requested) nb of permutations ///

Code to handle the (user-requested) type of estimator ///

Code to initialize variables for the estimation procedure ///

precomputed values ///

initialization of various local variables ///

Loop over output attributes ///

Rule of thumb to set the parameter of the output kernel ///

Construction of the output Gram matrix ///

Estimation of HSIC(Y, Y) ///

Data storage preparation ///

Asymptotic test procedure ///

Estimation of the expectations E[K(Y, Y)] and E[K(Y, Y')] ///

Permutation-based test procedure ///

Creation of the identity permutation ///

Creation of all other permutations ///

Loop over input attributes ///

Rule of thumb to set the parameter of the input kernel ///

Construction of the input Gram matrix ///

Estimation of HSIC(X, X) and HSIC(X, Y) ///

Estimation of R2-HSIC(X, Y) ///

Asymptotic test procedure ///

Estimation of the expectations E[K(X, X)] and E[K(X, X')] ///

Estimation of the first two moments ///

Throwing an exception if the variance of the HSIC estimator is negative ///

Parameters of the distribution used to approximate the law under (H0) ///

Parametric estimation of the p-value ///

Permutation-based test procedure ///

Non-parametric estimation of the p-value ///

Filling the TTree with the obtained results ///

End of job for this output attribute ///

Cleaning ///

drawIndexes (by UTF) ///

Case to activate the log (locally)

case to draw the legend

printSummary ///

Description of the original context ///

Double loop ///

printLog (by GS) ///

References URANIE::Sensitivity::TSensitivity::_blog, URANIE::Sensitivity::TSensitivity::_listOfInputAttributes, URANIE::Sensitivity::TSensitivity::_listOfOutputAttributes, URANIE::Sensitivity::THSIC::_nEstimatedVariance, URANIE::Sensitivity::THSIC::_nPermutationSample, URANIE::Sensitivity::TSensitivity::_nS, URANIE::Sensitivity::THSIC::_nThresholdGamma, URANIE::Sensitivity::THSIC::_nThresholdPermutation, URANIE::Sensitivity::TSensitivity::_ntresult, URANIE::Sensitivity::TSensitivity::_nX, URANIE::Sensitivity::TSensitivity::_nY, URANIE::Sensitivity::TSensitivity::_sMethodName, URANIE::Sensitivity::TSensitivity::_sOutputAttribute, URANIE::Sensitivity::TSensitivity::_sSelectedInput, URANIE::Sensitivity::TSensitivity::_sSelectedOutput, URANIE::Sensitivity::TSensitivity::_tds, URANIE::Sensitivity::THSIC::biasedHSIC(), URANIE::Sensitivity::THSIC::computeIndexes(), URANIE::Sensitivity::THSIC::convertRule(), dEPSILONSigma, URANIE::Sensitivity::THSIC::doubleCentering(), URANIE::Sensitivity::THSIC::doubleCenteringRect(), URANIE::Sensitivity::THSIC::drawIndexes(), URANIE::Sensitivity::THSIC::estimateSigma(), URANIE::Sensitivity::THSIC::evaluateIndexes(), URANIE::Sensitivity::TSensitivity::fillIndex(), URANIE::Sensitivity::THSIC::generateHMatrix(), URANIE::Sensitivity::THSIC::generateSample(), URANIE::Sensitivity::THSIC::getMatrixKGaussian(), URANIE::Sensitivity::THSIC::getProductOfNorms(), URANIE::Sensitivity::TSensitivity::getValue(), URANIE::Sensitivity::THSIC::kMedianeDelta, URANIE::Sensitivity::THSIC::kStdEmpirical, URANIE::Sensitivity::THSIC::kUnknown, NDefaultPermutation, NDefaultThresholdGamma, NDefaultThresholdPermutation, NMinimumPatterns, URANIE::Sensitivity::THSIC::parseOption(), URANIE::Sensitivity::THSIC::permuteKMatrix(), URANIE::Sensitivity::TSensitivityTest::printLog(), URANIE::Sensitivity::THSIC::printLog(), URANIE::Sensitivity::THSIC::printSummary(), URANIE::Sensitivity::THSIC::setEstimatedVariance(), URANIE::Sensitivity::TSensitivity::setLog(), URANIE::Sensitivity::THSIC::setNPermutationSample(), URANIE::Sensitivity::THSIC::setThresholdGamma(), URANIE::Sensitivity::THSIC::setThresholdPermutation(), URANIE::Sensitivity::THSIC::THSIC(), URANIE::Sensitivity::THSIC::unbiasedHSIC(), URANIE::Sensitivity::TSensitivity::unsetLog(), and URANIE::Sensitivity::THSIC::~THSIC().