mi32/statmultivar.h

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#ifndef  INC_MI32_STATMULTIVAR_H
#define  INC_MI32_STATMULTIVAR_H

#ifndef  INC_MI32_MIMATRIX_H
#include <mi32/mimatrix.h>
#endif


class STAT_MULTIVAR {
   public:

      STAT_MULTIVAR ();

      ~STAT_MULTIVAR ();

      ERRVALUE Accumulate (
         const double *values
         );

      ERRVALUE ComputeEigen (
         );

      const MIMATRIX& GetCorrelation (
         ) const { return (m_Correlation); }

      const MIMATRIX& GetCorrespondence (
         ) const { return (m_Correspondence); }

      const MIMATRIX& GetCovariance (
         ) const { return (m_Covariance); }

      const MIMATRIX& GetEigenValues (
         ) const { return (m_EigenValues); }

      const MIMATRIX& GetEigenVectors (
         ) const { return (m_EigenVectors); }

      ERRVALUE ComputeMultilinearRegression (
         MIMATRIX& CoeffRet,              
         UINT32 TgtVar,                   
         const UINT32 *SrcVars = 0,       
         UINT32 NumSrcVars = 0            
         ) const;

      const double* GetMaximums (
         ) const { return (m_Maximum); }

      const double* GetMeans (
         ) const { return (m_Mean); }

      const double* GetMinimums (
         ) const { return (m_Minimum); }

      UINT64 GetNumSamples (
         ) const { return (m_NumSamples); }

      ERRVALUE Finish (
         );

      ERRVALUE Start (
         UINT32 NumVars
         );

   private:
      #ifndef GENERATING_DOXYGEN_OUTPUT

      enum STATE {
         STATE_Invalid,
         STATE_Accumulating,
         STATE_Finished
         };

      MIMATRIX m_Sum2;
      MIMATRIX m_Covariance;
      MIMATRIX m_Correlation;
      MIMATRIX m_EigenVectors;
      MIMATRIX m_EigenValues;
      MIMATRIX m_Correspondence;             // Correspondence between variable and principal component
      DOUBLE_ARRAY<double> m_Minimum;
      DOUBLE_ARRAY<double> m_Maximum;
      DOUBLE_ARRAY<double> m_Mean;
      DOUBLE_ARRAY<double> m_Sum;
      double m_TotalVariance;
      UINT64 m_NumSamples;
      UINT32 m_NumVars;
      STATE m_State;
      bool m_HasEigen;

      STAT_MULTIVAR (const STAT_MULTIVAR&);
      STAT_MULTIVAR& operator= (const STAT_MULTIVAR&);
      #endif   // GENERATING_DOXYGEN_OUTPUT
   };

#endif   // INC_MI32_STATMULTIVAR_H

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