THSIC.h

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// Copyright (C) 2013-2024 CEA/DES
//
// This program 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 any
// later version.
//
// This program 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 License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
// $Id$
// $Author$
// $Date$
// $Revision$
// $State$

#ifndef THSIC_H
#define THSIC_H

#include "TVector.h"
#include "TMatrixDSymfwd.h"

#include "TSensitivityTest.h"

#define NDefaultPermutation 500
#define NDefaultThresholdPermutation 7
#define NDefaultThresholdGamma 7
#define NMinimumPatterns 6
#define dEPSILONSigma 1.e-12

namespace URANIE {
namespace Sensitivity {
class THSIC: public TSensitivityTest {
public:
    
    enum EEstimatedVariance
    {
        kUnknown,
        kStdEmpirical,
        kMedianeDelta
    };

    //---------------------------------------------

    static TString convertRule(EEstimatedVariance evRule);




    //---------------------------------------------

    THSIC();

    THSIC(URANIE::DataServer::TDataServer* tds, const char* sInputs, const char* sOutputs, Option_t* option="");

    virtual ~THSIC();




    //---------------------------------------------

    EEstimatedVariance getEstimatedVariance(){
        return _nEstimatedVariance;
    }

    void setEstimatedVariance(EEstimatedVariance nMethod);

    Int_t getNPermutationSample(){
        return _nPermutationSample;
    }

    void setNPermutationSample(Int_t ns);

    void setThresholdPermutation(Int_t n);
    Int_t getThresholdPermutation(){
        return _nThresholdPermutation;
    }

    void setThresholdGamma(Int_t n);

    Int_t getThresholdGamma() {
        return _nThresholdGamma;
    }




    //---------------------------------------------

    virtual void parseOption(Option_t *option = "");




    //---------------------------------------------

    void printSummary();

    virtual void printLog(Option_t* option="");




    //---------------------------------------------

    void generateHMatrix(Option_t *option = "");

    TMatrixD doubleCenteringRect(const TMatrixD& matK);

    TMatrixDSym doubleCentering(const TMatrixDSym& matK);

    Double_t estimateSigma(const char* sAtt, Option_t* option="");

    TMatrixDSym getMatrixKGaussian(const char* sAtt, Double_t dTheta);

    Double_t biasedHSIC(const TMatrixDSym& matKx, const TMatrixDSym& matKy);

    Double_t unbiasedHSIC(const TMatrixDSym& matKx, const TMatrixDSym& matKy);

    Double_t getProductOfNorms(const TMatrixDSym& matKx, const TMatrixDSym& matKy);

    void permuteKMatrix(const TMatrixDSym& theMatK, TList* tlstPerm, TList* tlstPermMat);




    //---------------------------------------------

    virtual void generateSample(Option_t* option="");

    void computeIndexes(Option_t* option="");

    void evaluateIndexes(Option_t* option);

    void drawIndexes(TString sTitle, const char* select="", Option_t* option="");




    ClassDef(URANIE::Sensitivity::THSIC, ID_SENSITIVITY)

        //---------------------------------------------

        public:
            TMatrixDSym _matH;                        
        private:
            EEstimatedVariance _nEstimatedVariance;   
                Int_t _nPermutationSample;                  
                Int_t _nThresholdPermutation;                   
                Int_t _nThresholdGamma;                       




};

} // End Of namespace Sensitivity
} // End Of namespace URANIE

#endif