Calculates the Fisher's z-transformed Pearson correlation between the two vectors. More...
#include <measure.h>
Public Member Functions | |
| CMeasurePearNorm () | |
| Construct a measure which will calculate Fisher's z-transformed Pearson correlations with no z-scoring. | |
| CMeasurePearNorm (double dAverage, double dStdev) | |
| Construct a measure which will calculate z-scored Fisher's z-transformed Pearson correlations. | |
| double | Measure (const float *adX, size_t iN, const float *adY, size_t iM, EMap eMap=EMapNone, const float *adWX=NULL, const float *adWY=NULL) const |
| Calculate the measure between two given vectors with optional element weights. | |
| const char * | GetName () const |
| Return the human-readable unique identifier of the measure type. | |
| bool | IsRank () const |
| Return true if the measure requires rank-based integer inputs. | |
| IMeasure * | Clone () const |
| Create a copy of the current measure object. | |
Detailed Description
Calculates the Fisher's z-transformed Pearson correlation between the two vectors.
Calculates Pearson correlation between two vectors and transforms the result using Fisher's z-transform. This is done using the formula:
log( (1 + dP) / (1 - dP) ) / 2
If constructed with a known average and standard deviation, the resulting correlations will also be z-scored (i.e. the resulting normal distribution of scores will be shifted to have mean zero and standard deviation one).
- See also:
- CMeasurePearson
Constructor & Destructor Documentation
| Sleipnir::CMeasurePearNorm::CMeasurePearNorm | ( | double | dAverage, |
| double | dStdev | ||
| ) | [inline] |
Construct a measure which will calculate z-scored Fisher's z-transformed Pearson correlations.
- Parameters:
-
dAverage Average used in z-scoring. dStdev Standard deviation used in z-scoring.
After z-transformation, the z-score is calculated as:
(dP - dAverage) / dStdev
Member Function Documentation
| IMeasure* Sleipnir::CMeasurePearNorm::Clone | ( | ) | const [inline, virtual] |
Create a copy of the current measure object.
- Returns:
- Copy of the current measure object.
- Remarks:
- Caller is, of course, responsible for destroying the created object.
Implements Sleipnir::IMeasure.
Definition at line 586 of file measure.h.
References CMeasurePearNorm().
| const char* Sleipnir::CMeasurePearNorm::GetName | ( | ) | const [inline, virtual] |
Return the human-readable unique identifier of the measure type.
- Returns:
- The string identifier of the measure type.
Implements Sleipnir::IMeasure.
| bool Sleipnir::CMeasurePearNorm::IsRank | ( | ) | const [inline, virtual] |
Return true if the measure requires rank-based integer inputs.
- Returns:
- True if the measure requires rank-based input vectors.
- Remarks:
- The input vectors for rank measures should contain only floating point values with no fractional part; behavior is undefined if they don't.
Implements Sleipnir::IMeasure.
| double Sleipnir::CMeasurePearNorm::Measure | ( | const float * | adX, |
| size_t | iN, | ||
| const float * | adY, | ||
| size_t | iM, | ||
| EMap | eMap = EMapNone, |
||
| const float * | adWX = NULL, |
||
| const float * | adWY = NULL |
||
| ) | const [virtual] |
Calculate the measure between two given vectors with optional element weights.
- Parameters:
-
adX First array of values. iN Length of first array. adY Second array of values. iM Length of second array. eMap Way in which returned value should be centered (implementation-specific). adWX If non-null, weights of elements in the first array. adWY If non-null, weights of elements in the second array.
- Returns:
- Measure calculated between the two input vectors and, optionally, weights.
- Remarks:
- Pretty much every implementation will puke if given bad input; bounds checking etc. is minimal.
Implements Sleipnir::IMeasure.
Definition at line 780 of file measure.cpp.
References Sleipnir::IMeasure::EMapNone, and Sleipnir::CMeasurePearson::Pearson().
The documentation for this class was generated from the following files:
- src/measure.h
- src/measure.cpp
