weka.experiment.PairedStatsCorrected Maven / Gradle / Ivy
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/*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see .
*/
/*
* PairedStatsCorrected.java
* Copyright (C) 2003-2012 University of Waikato, Hamilton, New Zealand
*
*/
package weka.experiment;
import weka.core.RevisionUtils;
import weka.core.Statistics;
import weka.core.Utils;
/**
* A class for storing stats on a paired comparison. This version is
* based on the corrected resampled t-test statistic, which uses the
* ratio of the number of test examples/the number of training examples.
*
* For more information see:
*
* Claude Nadeau and Yoshua Bengio, "Inference for the Generalization Error,"
* Machine Learning, 2001.
*
* @author Richard Kirkby ([email protected])
* @version $Revision: 8034 $
*/
public class PairedStatsCorrected
extends PairedStats {
/** The ratio used to correct the significane test */
protected double m_testTrainRatio;
/**
* Creates a new PairedStatsCorrected object with the supplied
* significance level and train/test ratio.
*
* @param sig the significance level for comparisons
* @param testTrainRatio the number test examples/training examples
*/
public PairedStatsCorrected(double sig, double testTrainRatio) {
super(sig);
m_testTrainRatio = testTrainRatio;
}
/**
* Calculates the derived statistics (significance etc).
*/
public void calculateDerived() {
xStats.calculateDerived();
yStats.calculateDerived();
differencesStats.calculateDerived();
correlation = Double.NaN;
if (!Double.isNaN(xStats.stdDev) && !Double.isNaN(yStats.stdDev)
&& !Utils.eq(xStats.stdDev, 0)) {
double slope = (xySum - xStats.sum * yStats.sum / count)
/ (xStats.sumSq - xStats.sum * xStats.mean);
if (!Utils.eq(yStats.stdDev, 0)) {
correlation = slope * xStats.stdDev / yStats.stdDev;
} else {
correlation = 1.0;
}
}
if (Utils.gr(differencesStats.stdDev, 0)) {
double tval = differencesStats.mean
/ Math.sqrt((1 / count + m_testTrainRatio)
* differencesStats.stdDev * differencesStats.stdDev);
if (count > 1) {
differencesProbability = Statistics.FProbability(tval * tval, 1,
(int) count - 1);
} else differencesProbability = 1;
} else {
if (differencesStats.sumSq == 0) {
differencesProbability = 1.0;
} else {
differencesProbability = 0.0;
}
}
differencesSignificance = 0;
if (differencesProbability <= sigLevel) {
if (xStats.mean > yStats.mean) {
differencesSignificance = 1;
} else {
differencesSignificance = -1;
}
}
}
/**
* Returns the revision string.
*
* @return the revision
*/
public String getRevision() {
return RevisionUtils.extract("$Revision: 8034 $");
}
}