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
    };
    //---------------------------------------------
    THSIC();
 
    THSIC(URANIE::DataServer::TDataServer *tds, const char *sInputs, const char *sOutputs, Option_t * option = "");
 
    virtual ~THSIC();
 
    //---------------------------------------------
    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 = "");
 
 
 
    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;
    }
 
    //---------------------------------------------
    void generateHMatrix(Option_t *option = "");
 
    Double_t computeTrace(TMatrixD mat, TMatrixD crtMatHLH);
 
    TMatrixDSym doubleCentering(const TMatrixDSym& mat);
    
    TMatrixDSym getMatrixKGaussian(const char *sAtt, Double_t dvariance);
 
    Double_t getSumOfMatrixBk(TMatrixD matHLkH, TMatrixD matHLH);
 
    Double_t estimateSigma(const char *sAtt, Option_t *option = "");
 
    Double_t unBiasedHSIC( TMatrixD matKx, TMatrixD matKy);
 
    void permutedPermMatrix(TMatrixDSym& theMatK, TList *tlstIndex, TList *tlstMatrix);
 
    //---------------------------------------------
    virtual void parseOption(Option_t *option = "");
 
    //---------------------------------------------
    virtual void printLog(Option_t *option = "");
 
    void printSummary(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