Computation of the multivariate statistics of a Variable. More...

#include <STK_Stat_Multivariate.h>

Inheritance diagram for STK::Stat::Multivariate< Array, WColVector, Type >:

Public Types
typedef IRunnerUnsupervised< Array, WColVector >	Runner2D

Public Member Functions
	Multivariate (Array const *p_data)
	Constructor.

	Multivariate (Array const &data)
	Constructor.

virtual	~Multivariate ()
	virtual destructor.

int	nbSamples () const

int	nbVariable () const

Array1D< int > const &	nbMissingSamples () const
	Number of missing values.

Array1D< int > const &	nbAvailableSamples () const

virtual bool	run ()
	run the estimation of the Multivariate statistics.

virtual bool	run (WColVector const &weights)
	run the estimation of the weighted multivariate statistics.

Public Member Functions inherited from STK::IRunnerUnsupervised< Array, WColVector >
Array const *	p_data () const
	get the data set

virtual void	setData (Array const *p_data)
	Set the data set.

virtual void	setData (Array const &data)
	Set the data set.

Public Member Functions inherited from STK::IRunnerBase
String const &	error () const
	get the last error message.

Protected Attributes
int	nbSamples_
	number of samples

int	nbVar_
	Number of variables.

Array1D< int >	nbMiss_
	number of missing data of each variables

Array1D< int >	nbAvailable_
	number of observed data of each variables

Protected Attributes inherited from STK::IRunnerUnsupervised< Array, WColVector >
Array const *	p_data_
	A pointer on the original data set.

Protected Attributes inherited from STK::IRunnerBase
String	msg_error_
	String with the last error message.

bool	hasRun_
	`true` if run has been used, `false` otherwise

Additional Inherited Members
Protected Member Functions inherited from STK::IRunnerUnsupervised< Array, WColVector >
	IRunnerUnsupervised ()
	default constructor.

	IRunnerUnsupervised (Array const *const p_data)
	constructor with a pointer on the constant data set

	IRunnerUnsupervised (Array const &data)
	constructor with a constant reference on the data set

	IRunnerUnsupervised (IRunnerUnsupervised const &runner)
	copy constructor

	~IRunnerUnsupervised ()
	destructor

Protected Member Functions inherited from STK::IRunnerBase
	IRunnerBase ()
	default constructor

	IRunnerBase (IRunnerBase const &runner)
	copy constructor

virtual	~IRunnerBase ()
	destructor

virtual void	update ()
	update the runner.

Detailed Description

template<class Array, class WColVector, typename Type = typename Array::Type>
class STK::Stat::Multivariate< Array, WColVector, Type >

Computation of the multivariate statistics of a Variable.

The template parameter Array is the type of container used for storing the data : It should derive from ITContainer and contain elements of type Type.

Definition at line 54 of file STK_Stat_Multivariate.h.

Member Typedef Documentation

◆ Runner2D

template<class Array , class WColVector , typename Type = typename Array::Type>

typedef IRunnerUnsupervised< Array, WColVector> STK::Stat::Multivariate< Array, WColVector, Type >::Runner2D

Definition at line 57 of file STK_Stat_Multivariate.h.

Constructor & Destructor Documentation

◆ Multivariate() [1/2]

template<class Array , class WColVector , typename Type = typename Array::Type>

STK::Stat::Multivariate< Array, WColVector, Type >::Multivariate ( Array const * p_data )

inline

Constructor.

Data set are initialized but no computation is done in this constructor. Statistics of the number of missing data and available data are delegated to derived classes.

Parameters

p_data the data set

Definition at line 64 of file STK_Stat_Multivariate.h.

                : Runner2D(p_data)
                , nbSamples_(0)
                , nbVar_(0)
                , nbMiss_()
    {}

◆ Multivariate() [2/2]

template<class Array , class WColVector , typename Type = typename Array::Type>

STK::Stat::Multivariate< Array, WColVector, Type >::Multivariate ( Array const & data )

inline

Constructor.

Data set are initialized but no computation is done in this constructor. Statistics of the number of missing data and available data are delegated to derived classes.

Parameters

data	the data set

Definition at line 77 of file STK_Stat_Multivariate.h.

                : Runner2D(data)
                , nbSamples_()
                , nbVar_()
                , nbMiss_()
    {}

◆ ~Multivariate()

template<class Array , class WColVector , typename Type = typename Array::Type>

virtual STK::Stat::Multivariate< Array, WColVector, Type >::~Multivariate ( )

inlinevirtual

virtual destructor.

Definition at line 84 of file STK_Stat_Multivariate.h.

84{}

Member Function Documentation

◆ nbAvailableSamples()

template<class Array , class WColVector , typename Type = typename Array::Type>

Array1D< int > const & STK::Stat::Multivariate< Array, WColVector, Type >::nbAvailableSamples ( ) const

inline

Returns: An array with the number of observed values for each variables of the data set (not missing).

Definition at line 97 of file STK_Stat_Multivariate.h.

97{return nbAvailable_;}

STK::Stat::Multivariate::nbAvailable_

Array1D< int > nbAvailable_

number of observed data of each variables

Definition STK_Stat_Multivariate.h:143

References STK::Stat::Multivariate< Array, WColVector, Type >::nbAvailable_.

◆ nbMissingSamples()

template<class Array , class WColVector , typename Type = typename Array::Type>

Array1D< int > const & STK::Stat::Multivariate< Array, WColVector, Type >::nbMissingSamples ( ) const

inline

Number of missing values.

Returns: An array with the number of missing values for each variables of the data set

Definition at line 93 of file STK_Stat_Multivariate.h.

93{return nbMiss_;}

References STK::Stat::Multivariate< Array, WColVector, Type >::nbMiss_.

◆ nbSamples()

template<class Array , class WColVector , typename Type = typename Array::Type>

int STK::Stat::Multivariate< Array, WColVector, Type >::nbSamples ( ) const

inline

Returns: the number of samples in the data set (the number of rows)

Definition at line 86 of file STK_Stat_Multivariate.h.

86{return nbSamples_;}

References STK::Stat::Multivariate< Array, WColVector, Type >::nbSamples_.

◆ nbVariable()

template<class Array , class WColVector , typename Type = typename Array::Type>

int STK::Stat::Multivariate< Array, WColVector, Type >::nbVariable ( ) const

inline

Returns: the number of variables in the data set (the number of columns)

Definition at line 88 of file STK_Stat_Multivariate.h.

88{return nbVar_;}

References STK::Stat::Multivariate< Array, WColVector, Type >::nbVar_.

◆ run() [1/2]

template<class Array , class WColVector , typename Type = typename Array::Type>

virtual bool STK::Stat::Multivariate< Array, WColVector, Type >::run ( )

inlinevirtual

run the estimation of the Multivariate statistics.

Implements STK::IRunnerUnsupervised< Array, WColVector >.

Definition at line 100 of file STK_Stat_Multivariate.h.

    {
      if (!this->p_data_)
      { this->msg_error_ = STKERROR_NO_ARG(Multivariate<Array>::run(),data are not set);
        return false;
      }
      nbSamples_ = this->p_data_->sizeRows();
      nbVar_     = this->p_data_->sizeCols();
      nbMiss_.resize(this->p_data_->cols());
      nbAvailable_.resize(this->p_data_->cols());
      // for each variables
      for (int j= this->p_data_->beginCols(); j<= this->p_data_->lastIdxCols(); j++)
      {
        // number of observations
        int nobs = nbSamples_;
        // compute the mean
        for (int i= this->p_data_->beginRows(); i<= this->p_data_->lastIdxRows(); i++)
        {  if (!Arithmetic<Type>::isFinite((*this->p_data_)(i,j))) nobs--;}
        nbAvailable_[j] = nobs;
        nbMiss_[j] = nbSamples_ - nobs;
      }
      return true;
    }

References STK::IRunnerBase::msg_error_, STK::Stat::Multivariate< Array, WColVector, Type >::nbAvailable_, STK::Stat::Multivariate< Array, WColVector, Type >::nbMiss_, STK::Stat::Multivariate< Array, WColVector, Type >::nbSamples_, STK::Stat::Multivariate< Array, WColVector, Type >::nbVar_, STK::IRunnerUnsupervised< Array, WColVector >::p_data_, STK::ITContainer1D< Derived >::resize(), and STKERROR_NO_ARG.

Referenced by STK::Stat::Multivariate< Array, WColVector, Type >::run().

◆ run() [2/2]

template<class Array , class WColVector , typename Type = typename Array::Type>

virtual bool STK::Stat::Multivariate< Array, WColVector, Type >::run ( WColVector const & weights )

inlinevirtual

run the estimation of the weighted multivariate statistics.

Parameters

weights the weights of the samples

Implements STK::IRunnerUnsupervised< Array, WColVector >.

Definition at line 126 of file STK_Stat_Multivariate.h.

    {
      if (!this->p_data_)
      { this->msg_error_ = STKERROR_NO_ARG(Multivariate<Array>::run(),data are not set);
        return false;
      }
      return run();
    }

References STK::IRunnerBase::msg_error_, STK::IRunnerUnsupervised< Array, WColVector >::p_data_, STK::Stat::Multivariate< Array, WColVector, Type >::run(), and STKERROR_NO_ARG.

Member Data Documentation

◆ nbAvailable_

template<class Array , class WColVector , typename Type = typename Array::Type>

Array1D<int> STK::Stat::Multivariate< Array, WColVector, Type >::nbAvailable_

protected

number of observed data of each variables

Definition at line 143 of file STK_Stat_Multivariate.h.

Referenced by STK::Stat::Multivariate< Array, WColVector, Type >::nbAvailableSamples(), and STK::Stat::Multivariate< Array, WColVector, Type >::run().

◆ nbMiss_

template<class Array , class WColVector , typename Type = typename Array::Type>

Array1D<int> STK::Stat::Multivariate< Array, WColVector, Type >::nbMiss_

protected

number of missing data of each variables

Definition at line 141 of file STK_Stat_Multivariate.h.

Referenced by STK::Stat::Multivariate< Array, WColVector, Type >::nbMissingSamples(), and STK::Stat::Multivariate< Array, WColVector, Type >::run().

◆ nbSamples_

template<class Array , class WColVector , typename Type = typename Array::Type>

int STK::Stat::Multivariate< Array, WColVector, Type >::nbSamples_

protected

number of samples

Definition at line 137 of file STK_Stat_Multivariate.h.

Referenced by STK::Stat::Multivariate< Array, WColVector, Type >::nbSamples(), STK::Stat::Multivariate< Array, Real >::nbSamples(), and STK::Stat::Multivariate< Array, WColVector, Type >::run().

◆ nbVar_

template<class Array , class WColVector , typename Type = typename Array::Type>

int STK::Stat::Multivariate< Array, WColVector, Type >::nbVar_

protected

Number of variables.

Definition at line 139 of file STK_Stat_Multivariate.h.

Referenced by STK::Stat::Multivariate< Array, WColVector, Type >::nbVariable(), STK::Stat::Multivariate< Array, Real >::nbVariable(), and STK::Stat::Multivariate< Array, WColVector, Type >::run().

The documentation for this class was generated from the following file:

STK_Stat_Multivariate.h

Public Types

Public Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Runner2D

Constructor & Destructor Documentation

◆ Multivariate() [1/2]

◆ Multivariate() [2/2]

◆ ~Multivariate()

Member Function Documentation

◆ nbAvailableSamples()

◆ nbMissingSamples()

◆ nbSamples()

◆ nbVariable()

◆ run() [1/2]

◆ run() [2/2]

Member Data Documentation

◆ nbAvailable_

◆ nbMiss_

◆ nbSamples_

◆ nbVar_