TRobustEstimator Class Reference

#include <TRobustEstimator.h>

Inheritance diagram for TRobustEstimator:

TObject TObject List of all members.

Public Member Functions

 TRobustEstimator ()
 TRobustEstimator (Int_t nvectors, Int_t nvariables, Int_t hh=0)
virtual ~TRobustEstimator ()
void AddColumn (Double_t *col)
void AddRow (Double_t *row)
void Evaluate ()
void EvaluateUni (Int_t nvectors, Double_t *data, Double_t &mean, Double_t &sigma, Int_t hh=0)
Int_t GetBDPoint ()
void GetCovariance (TMatrixDSym &matr)
const TMatrixDSymGetCovariance () const
void GetCorrelation (TMatrixDSym &matr)
const TMatrixDSymGetCorrelation () const
void GetHyperplane (TVectorD &vec)
const TVectorDGetHyperplane () const
Int_t GetNHyp ()
void GetMean (TVectorD &means)
const TVectorDGetMean () const
void GetRDistances (TVectorD &rdist)
const TVectorDGetRDistances () const
Int_t GetNumberObservations () const
Int_t GetNvar () const
const TArrayIGetOuliers () const
Int_t GetNOut ()
Double_t GetChiQuant (Int_t i) const
 TRobustEstimator ()
 TRobustEstimator (Int_t nvectors, Int_t nvariables, Int_t hh=0)
virtual ~TRobustEstimator ()
void AddColumn (Double_t *col)
void AddRow (Double_t *row)
void Evaluate ()
void EvaluateUni (Int_t nvectors, Double_t *data, Double_t &mean, Double_t &sigma, Int_t hh=0)
Int_t GetBDPoint ()
void GetCovariance (TMatrixDSym &matr)
const TMatrixDSymGetCovariance () const
void GetCorrelation (TMatrixDSym &matr)
const TMatrixDSymGetCorrelation () const
void GetHyperplane (TVectorD &vec)
const TVectorDGetHyperplane () const
Int_t GetNHyp ()
void GetMean (TVectorD &means)
const TVectorDGetMean () const
void GetRDistances (TVectorD &rdist)
const TVectorDGetRDistances () const
Int_t GetNumberObservations () const
Int_t GetNvar () const
const TArrayIGetOuliers () const
Int_t GetNOut ()
Double_t GetChiQuant (Int_t i) const

Protected Member Functions

void AddToSscp (TMatrixD &sscp, TVectorD &vec)
void ClearSscp (TMatrixD &sscp)
void Classic ()
void Covar (TMatrixD &sscp, TVectorD &m, TMatrixDSym &cov, TVectorD &sd, Int_t nvec)
void Correl ()
void CreateSubset (Int_t ntotal, Int_t htotal, Int_t p, Int_t *index, TMatrixD &data, TMatrixD &sscp, Double_t *ndist)
void CreateOrtSubset (TMatrixD &dat, Int_t *index, Int_t hmerged, Int_t nmerged, TMatrixD &sscp, Double_t *ndist)
Double_t CStep (Int_t ntotal, Int_t htotal, Int_t *index, TMatrixD &data, TMatrixD &sscp, Double_t *ndist)
Int_t Exact (Double_t *ndist)
Int_t Exact2 (TMatrixD &mstockbig, TMatrixD &cstockbig, TMatrixD &hyperplane, Double_t *deti, Int_t nbest, Int_t kgroup, TMatrixD &sscp, Double_t *ndist)
Int_t Partition (Int_t nmini, Int_t *indsubdat)
Int_t RDist (TMatrixD &sscp)
void RDraw (Int_t *subdat, Int_t ngroup, Int_t *indsubdat)
Double_t KOrdStat (Int_t ntotal, Double_t *arr, Int_t k, Int_t *work)
void AddToSscp (TMatrixD &sscp, TVectorD &vec)
void ClearSscp (TMatrixD &sscp)
void Classic ()
void Covar (TMatrixD &sscp, TVectorD &m, TMatrixDSym &cov, TVectorD &sd, Int_t nvec)
void Correl ()
void CreateSubset (Int_t ntotal, Int_t htotal, Int_t p, Int_t *index, TMatrixD &data, TMatrixD &sscp, Double_t *ndist)
void CreateOrtSubset (TMatrixD &dat, Int_t *index, Int_t hmerged, Int_t nmerged, TMatrixD &sscp, Double_t *ndist)
Double_t CStep (Int_t ntotal, Int_t htotal, Int_t *index, TMatrixD &data, TMatrixD &sscp, Double_t *ndist)
Int_t Exact (Double_t *ndist)
Int_t Exact2 (TMatrixD &mstockbig, TMatrixD &cstockbig, TMatrixD &hyperplane, Double_t *deti, Int_t nbest, Int_t kgroup, TMatrixD &sscp, Double_t *ndist)
Int_t Partition (Int_t nmini, Int_t *indsubdat)
Int_t RDist (TMatrixD &sscp)
void RDraw (Int_t *subdat, Int_t ngroup, Int_t *indsubdat)
Double_t KOrdStat (Int_t ntotal, Double_t *arr, Int_t k, Int_t *work)

Protected Attributes

Int_t fNvar
Int_t fH
Int_t fN
Int_t fVarTemp
Int_t fVecTemp
Int_t fExact
TVectorD fMean
TMatrixDSym fCovariance
TMatrixDSym fInvcovariance
TMatrixDSym fCorrelation
TVectorD fRd
TVectorD fSd
TArrayI fOut
TVectorD fHyperplane
TMatrixD fData

Detailed Description

Definition at line 23 of file TRobustEstimator.h.


Constructor & Destructor Documentation

TRobustEstimator::TRobustEstimator (  ) 

Definition at line 127 of file TRobustEstimator.cxx.

TRobustEstimator::TRobustEstimator ( Int_t  nvectors,
Int_t  nvariables,
Int_t  hh = 0 
)

Definition at line 134 of file TRobustEstimator.cxx.

References TObject::Error(), fExact, fH, fN, fNvar, fVarTemp, fVecTemp, and TObject::Warning().

virtual TRobustEstimator::~TRobustEstimator (  )  [inline, virtual]

Definition at line 78 of file TRobustEstimator.h.

TRobustEstimator::TRobustEstimator (  ) 

TRobustEstimator::TRobustEstimator ( Int_t  nvectors,
Int_t  nvariables,
Int_t  hh = 0 
)

virtual TRobustEstimator::~TRobustEstimator (  )  [inline, virtual]

Definition at line 78 of file TRobustEstimator.h.


Member Function Documentation

void TRobustEstimator::AddToSscp ( TMatrixD sscp,
TVectorD vec 
) [protected]

Definition at line 772 of file TRobustEstimator.cxx.

References fNvar, i, and j.

Referenced by Classic(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact2(), and RDist().

void TRobustEstimator::ClearSscp ( TMatrixD sscp  )  [protected]

Definition at line 789 of file TRobustEstimator.cxx.

References fNvar, i, and j.

Referenced by Classic(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact2(), and RDist().

void TRobustEstimator::Classic (  )  [protected]

Definition at line 801 of file TRobustEstimator.cxx.

References AddToSscp(), ClearSscp(), Correl(), Covar(), fCovariance, fData, fMean, fN, fNvar, fSd, i, and j.

Referenced by Evaluate().

void TRobustEstimator::Covar ( TMatrixD sscp,
TVectorD m,
TMatrixDSym cov,
TVectorD sd,
Int_t  nvec 
) [protected]

Definition at line 819 of file TRobustEstimator.cxx.

References fNvar, i, j, m, and TMath::Sqrt().

Referenced by Classic(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact2(), and RDist().

void TRobustEstimator::Correl (  )  [protected]

Definition at line 842 of file TRobustEstimator.cxx.

References fCorrelation, fCovariance, fNvar, i, j, and TMath::Sqrt().

Referenced by Classic().

void TRobustEstimator::CreateSubset ( Int_t  ntotal,
Int_t  htotal,
Int_t  p,
Int_t index,
TMatrixD data,
TMatrixD sscp,
Double_t ndist 
) [protected]

Definition at line 862 of file TRobustEstimator.cxx.

References AddToSscp(), ClearSscp(), Covar(), data, TMatrixTSym< Element >::Determinant(), fCovariance, fInvcovariance, fMean, fNvar, fSd, gRandom, i, TDecompChol::Invert(), j, kFALSE, KOrdStat(), kTRUE, num, and TRandom::Uniform().

Referenced by Evaluate().

void TRobustEstimator::CreateOrtSubset ( TMatrixD dat,
Int_t index,
Int_t  hmerged,
Int_t  nmerged,
TMatrixD sscp,
Double_t ndist 
) [protected]

Definition at line 958 of file TRobustEstimator.cxx.

References TMath::Abs(), AddToSscp(), ClearSscp(), Covar(), fCovariance, fHyperplane, fMean, fNvar, fSd, i, j, and KOrdStat().

Referenced by Evaluate().

Double_t TRobustEstimator::CStep ( Int_t  ntotal,
Int_t  htotal,
Int_t index,
TMatrixD data,
TMatrixD sscp,
Double_t ndist 
) [protected]

Definition at line 984 of file TRobustEstimator.cxx.

References AddToSscp(), ClearSscp(), Covar(), data, TMatrixTSym< Element >::Determinant(), fCovariance, fInvcovariance, fMean, fNvar, fSd, i, TDecompChol::Invert(), j, and KOrdStat().

Referenced by Evaluate().

Int_t TRobustEstimator::Exact ( Double_t ndist  )  [protected]

Definition at line 1028 of file TRobustEstimator.cxx.

References TMath::Abs(), fCovariance, fData, fHyperplane, fMean, fN, fNvar, TMatrixDSymEigen::GetEigenValues(), TMatrixDSymEigen::GetEigenVectors(), i, and j.

Referenced by Evaluate(), and Exact2().

Int_t TRobustEstimator::Exact2 ( TMatrixD mstockbig,
TMatrixD cstockbig,
TMatrixD hyperplane,
Double_t deti,
Int_t  nbest,
Int_t  kgroup,
TMatrixD sscp,
Double_t ndist 
) [protected]

Definition at line 1060 of file TRobustEstimator.cxx.

References AddToSscp(), ClearSscp(), Covar(), Exact(), fCovariance, fData, fExact, fH, fHyperplane, fMean, fN, fNvar, fSd, i, j, TMath::LocMax(), and nh.

Referenced by Evaluate().

Int_t TRobustEstimator::Partition ( Int_t  nmini,
Int_t indsubdat 
) [protected]

Definition at line 1109 of file TRobustEstimator.cxx.

References fN, and i.

Referenced by Evaluate().

Int_t TRobustEstimator::RDist ( TMatrixD sscp  )  [protected]

Definition at line 1161 of file TRobustEstimator.cxx.

References AddToSscp(), ClearSscp(), Covar(), fCovariance, fData, fInvcovariance, fMean, fN, fNvar, fRd, fSd, TVectorT< Element >::GetMatrixArray(), i, TDecompChol::Invert(), j, kChiQuant, and TMath::Median().

Referenced by Evaluate().

void TRobustEstimator::RDraw ( Int_t subdat,
Int_t  ngroup,
Int_t indsubdat 
) [protected]

Definition at line 1227 of file TRobustEstimator.cxx.

References fN, gRandom, i, j, k, m, and TRandom::Uniform().

Referenced by Evaluate().

Double_t TRobustEstimator::KOrdStat ( Int_t  ntotal,
Double_t arr,
Int_t  k,
Int_t work 
) [protected]

Definition at line 1260 of file TRobustEstimator.cxx.

References i, j, kFALSE, kTRUE, and l.

Referenced by CreateOrtSubset(), CreateSubset(), and CStep().

void TRobustEstimator::AddColumn ( Double_t col  ) 

Definition at line 171 of file TRobustEstimator.cxx.

References fCorrelation, fCovariance, fData, fHyperplane, fInvcovariance, fMean, fN, fNvar, fVarTemp, i, TMatrixTSym< Element >::ResizeTo(), TMatrixT< Element >::ResizeTo(), and TVectorT< Element >::ResizeTo().

void TRobustEstimator::AddRow ( Double_t row  ) 

Definition at line 194 of file TRobustEstimator.cxx.

References fData, fN, fNvar, fRd, fSd, fVecTemp, i, TMatrixT< Element >::ResizeTo(), and TVectorT< Element >::ResizeTo().

void TRobustEstimator::Evaluate (  ) 

Definition at line 212 of file TRobustEstimator.cxx.

References TMath::Abs(), AddToSscp(), Classic(), ClearSscp(), Covar(), CreateOrtSubset(), CreateSubset(), CStep(), TMatrixTSym< Element >::Determinant(), Exact(), Exact2(), fCovariance, fData, fExact, fH, fHyperplane, fMean, fN, fNvar, fOut, fRd, fSd, i, j, k, Rgl::Mc::k1, Rgl::Mc::k2, kChiQuant, kTRUE, TMath::LocMax(), TMath::LocMin(), nh, par, Partition(), RDist(), RDraw(), TArrayI::Set(), and TObject::Warning().

void TRobustEstimator::EvaluateUni ( Int_t  nvectors,
Double_t data,
Double_t mean,
Double_t sigma,
Int_t  hh = 0 
)

Definition at line 598 of file TRobustEstimator.cxx.

References i, j, kFALSE, len, TMath::Min(), TMath::Sort(), and TMath::Sqrt().

Int_t TRobustEstimator::GetBDPoint (  ) 

Definition at line 668 of file TRobustEstimator.cxx.

References fH, fN, and n.

void TRobustEstimator::GetCovariance ( TMatrixDSym matr  ) 

Definition at line 687 of file TRobustEstimator.cxx.

References fCovariance, fNvar, TMatrixTBase< Element >::GetNcols(), TMatrixTBase< Element >::GetNrows(), TMatrixTSym< Element >::ResizeTo(), and TObject::Warning().

const TMatrixDSym* TRobustEstimator::GetCovariance (  )  const [inline]

Definition at line 89 of file TRobustEstimator.h.

References fCovariance.

void TRobustEstimator::GetCorrelation ( TMatrixDSym matr  ) 

Definition at line 699 of file TRobustEstimator.cxx.

References fCorrelation, fNvar, TMatrixTBase< Element >::GetNcols(), TMatrixTBase< Element >::GetNrows(), TMatrixTSym< Element >::ResizeTo(), and TObject::Warning().

const TMatrixDSym* TRobustEstimator::GetCorrelation (  )  const [inline]

Definition at line 91 of file TRobustEstimator.h.

References fCorrelation.

void TRobustEstimator::GetHyperplane ( TVectorD vec  ) 

Definition at line 724 of file TRobustEstimator.cxx.

References TObject::Error(), fExact, fHyperplane, fNvar, TVectorT< Element >::GetNoElements(), TVectorT< Element >::ResizeTo(), and TObject::Warning().

const TVectorD * TRobustEstimator::GetHyperplane (  )  const

Definition at line 711 of file TRobustEstimator.cxx.

References TObject::Error(), fExact, and fHyperplane.

Int_t TRobustEstimator::GetNHyp (  )  [inline]

Definition at line 94 of file TRobustEstimator.h.

References fExact.

void TRobustEstimator::GetMean ( TVectorD means  ) 

Definition at line 740 of file TRobustEstimator.cxx.

References fMean, fNvar, TVectorT< Element >::GetNoElements(), TVectorT< Element >::ResizeTo(), and TObject::Warning().

const TVectorD* TRobustEstimator::GetMean ( void   )  const [inline]

Definition at line 96 of file TRobustEstimator.h.

References fMean.

void TRobustEstimator::GetRDistances ( TVectorD rdist  ) 

Definition at line 752 of file TRobustEstimator.cxx.

References fN, fRd, TVectorT< Element >::GetNoElements(), TVectorT< Element >::ResizeTo(), and TObject::Warning().

const TVectorD* TRobustEstimator::GetRDistances (  )  const [inline]

Definition at line 98 of file TRobustEstimator.h.

References fRd.

Int_t TRobustEstimator::GetNumberObservations (  )  const [inline]

Definition at line 99 of file TRobustEstimator.h.

References fN.

Int_t TRobustEstimator::GetNvar (  )  const [inline]

Definition at line 100 of file TRobustEstimator.h.

References fNvar.

const TArrayI* TRobustEstimator::GetOuliers (  )  const [inline]

Definition at line 101 of file TRobustEstimator.h.

References fOut.

Int_t TRobustEstimator::GetNOut (  ) 

Definition at line 764 of file TRobustEstimator.cxx.

References fOut, and TArray::GetSize().

Double_t TRobustEstimator::GetChiQuant ( Int_t  i  )  const

Definition at line 678 of file TRobustEstimator.cxx.

References kChiQuant.

void TRobustEstimator::AddToSscp ( TMatrixD sscp,
TVectorD vec 
) [protected]

void TRobustEstimator::ClearSscp ( TMatrixD sscp  )  [protected]

void TRobustEstimator::Classic (  )  [protected]

void TRobustEstimator::Covar ( TMatrixD sscp,
TVectorD m,
TMatrixDSym cov,
TVectorD sd,
Int_t  nvec 
) [protected]

void TRobustEstimator::Correl (  )  [protected]

void TRobustEstimator::CreateSubset ( Int_t  ntotal,
Int_t  htotal,
Int_t  p,
Int_t index,
TMatrixD data,
TMatrixD sscp,
Double_t ndist 
) [protected]

void TRobustEstimator::CreateOrtSubset ( TMatrixD dat,
Int_t index,
Int_t  hmerged,
Int_t  nmerged,
TMatrixD sscp,
Double_t ndist 
) [protected]

Double_t TRobustEstimator::CStep ( Int_t  ntotal,
Int_t  htotal,
Int_t index,
TMatrixD data,
TMatrixD sscp,
Double_t ndist 
) [protected]

Int_t TRobustEstimator::Exact ( Double_t ndist  )  [protected]

Int_t TRobustEstimator::Exact2 ( TMatrixD mstockbig,
TMatrixD cstockbig,
TMatrixD hyperplane,
Double_t deti,
Int_t  nbest,
Int_t  kgroup,
TMatrixD sscp,
Double_t ndist 
) [protected]

Int_t TRobustEstimator::Partition ( Int_t  nmini,
Int_t indsubdat 
) [protected]

Int_t TRobustEstimator::RDist ( TMatrixD sscp  )  [protected]

void TRobustEstimator::RDraw ( Int_t subdat,
Int_t  ngroup,
Int_t indsubdat 
) [protected]

Double_t TRobustEstimator::KOrdStat ( Int_t  ntotal,
Double_t arr,
Int_t  k,
Int_t work 
) [protected]

void TRobustEstimator::AddColumn ( Double_t col  ) 

void TRobustEstimator::AddRow ( Double_t row  ) 

void TRobustEstimator::Evaluate (  ) 

void TRobustEstimator::EvaluateUni ( Int_t  nvectors,
Double_t data,
Double_t mean,
Double_t sigma,
Int_t  hh = 0 
)

Int_t TRobustEstimator::GetBDPoint (  ) 

void TRobustEstimator::GetCovariance ( TMatrixDSym matr  ) 

const TMatrixDSym* TRobustEstimator::GetCovariance (  )  const [inline]

Definition at line 89 of file TRobustEstimator.h.

References fCovariance.

void TRobustEstimator::GetCorrelation ( TMatrixDSym matr  ) 

const TMatrixDSym* TRobustEstimator::GetCorrelation (  )  const [inline]

Definition at line 91 of file TRobustEstimator.h.

References fCorrelation.

void TRobustEstimator::GetHyperplane ( TVectorD vec  ) 

const TVectorD* TRobustEstimator::GetHyperplane (  )  const

Int_t TRobustEstimator::GetNHyp (  )  [inline]

Definition at line 94 of file TRobustEstimator.h.

References fExact.

void TRobustEstimator::GetMean ( TVectorD means  ) 

const TVectorD* TRobustEstimator::GetMean ( void   )  const [inline]

Definition at line 96 of file TRobustEstimator.h.

References fMean.

void TRobustEstimator::GetRDistances ( TVectorD rdist  ) 

const TVectorD* TRobustEstimator::GetRDistances (  )  const [inline]

Definition at line 98 of file TRobustEstimator.h.

References fRd.

Int_t TRobustEstimator::GetNumberObservations (  )  const [inline]

Definition at line 99 of file TRobustEstimator.h.

References fN.

Int_t TRobustEstimator::GetNvar (  )  const [inline]

Definition at line 100 of file TRobustEstimator.h.

References fNvar.

const TArrayI* TRobustEstimator::GetOuliers (  )  const [inline]

Definition at line 101 of file TRobustEstimator.h.

References fOut.

Int_t TRobustEstimator::GetNOut (  ) 

Double_t TRobustEstimator::GetChiQuant ( Int_t  i  )  const


Member Data Documentation

Int_t TRobustEstimator::fNvar [protected]

Definition at line 27 of file TRobustEstimator.h.

Referenced by AddColumn(), AddRow(), AddToSscp(), Classic(), ClearSscp(), Correl(), Covar(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact(), Exact2(), GetCorrelation(), GetCovariance(), GetHyperplane(), GetMean(), GetNvar(), RDist(), and TRobustEstimator().

Int_t TRobustEstimator::fH [protected]

Definition at line 28 of file TRobustEstimator.h.

Referenced by Evaluate(), Exact2(), GetBDPoint(), and TRobustEstimator().

Int_t TRobustEstimator::fN [protected]

Definition at line 29 of file TRobustEstimator.h.

Referenced by AddColumn(), AddRow(), Classic(), Evaluate(), Exact(), Exact2(), GetBDPoint(), GetNumberObservations(), GetRDistances(), Partition(), RDist(), RDraw(), and TRobustEstimator().

Int_t TRobustEstimator::fVarTemp [protected]

Definition at line 31 of file TRobustEstimator.h.

Referenced by AddColumn(), and TRobustEstimator().

Int_t TRobustEstimator::fVecTemp [protected]

Definition at line 32 of file TRobustEstimator.h.

Referenced by AddRow(), and TRobustEstimator().

Int_t TRobustEstimator::fExact [protected]

Definition at line 34 of file TRobustEstimator.h.

Referenced by Evaluate(), Exact2(), GetHyperplane(), GetNHyp(), and TRobustEstimator().

TVectorD TRobustEstimator::fMean [protected]

Definition at line 36 of file TRobustEstimator.h.

Referenced by AddColumn(), Classic(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact(), Exact2(), GetMean(), and RDist().

TMatrixDSym TRobustEstimator::fCovariance [protected]

Definition at line 37 of file TRobustEstimator.h.

Referenced by AddColumn(), Classic(), Correl(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact(), Exact2(), GetCovariance(), and RDist().

TMatrixDSym TRobustEstimator::fInvcovariance [protected]

Definition at line 38 of file TRobustEstimator.h.

Referenced by AddColumn(), CreateSubset(), CStep(), and RDist().

TMatrixDSym TRobustEstimator::fCorrelation [protected]

Definition at line 39 of file TRobustEstimator.h.

Referenced by AddColumn(), Correl(), and GetCorrelation().

TVectorD TRobustEstimator::fRd [protected]

Definition at line 40 of file TRobustEstimator.h.

Referenced by AddRow(), Evaluate(), GetRDistances(), and RDist().

TVectorD TRobustEstimator::fSd [protected]

Definition at line 41 of file TRobustEstimator.h.

Referenced by AddRow(), Classic(), CreateOrtSubset(), CreateSubset(), CStep(), Evaluate(), Exact2(), and RDist().

TArrayI TRobustEstimator::fOut [protected]

Definition at line 42 of file TRobustEstimator.h.

Referenced by Evaluate(), GetNOut(), and GetOuliers().

TVectorD TRobustEstimator::fHyperplane [protected]

Definition at line 43 of file TRobustEstimator.h.

Referenced by AddColumn(), CreateOrtSubset(), Evaluate(), Exact(), Exact2(), and GetHyperplane().

TMatrixD TRobustEstimator::fData [protected]

Definition at line 46 of file TRobustEstimator.h.

Referenced by AddColumn(), AddRow(), Classic(), Evaluate(), Exact(), Exact2(), and RDist().


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