A class for bivariate linear correlation. More...
#include <vtkCorrelativeStatistics.h>
Detailed Description
A class for bivariate linear correlation.
Given a selection of pairs of columns of interest, this class provides the following functionalities, depending on the chosen execution options: Learn: calculate sample mean and M2 aggregates for each pair of variables (cf. P. Pebay, Formulas for robust, one-pass parallel computation of covariances and Arbitrary-Order Statistical Moments, Sandia Report SAND2008-6212, Sep 2008, http://infoserve.sandia.gov/sand_doc/2008/086212.pdf for details) Derive: calculate unbiased covariance matrix estimators and its determinant, linear regressions, and Pearson correlation coefficient. Assess: given an input data set, two means and a 2x2 covariance matrix, mark each datum with corresponding relative deviation (2-dimensional Mahlanobis distance). Test: Perform Jarque-Bera-Srivastava test of 2-d normality
- Thanks:
- Thanks to Philippe Pebay and David Thompson from Sandia National Laboratories for implementing this class. Updated by Philippe Pebay, Kitware SAS 2012
- Examples:
- vtkCorrelativeStatistics (Examples)
Definition at line 61 of file vtkCorrelativeStatistics.h.
Member Typedef Documentation
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
Definition at line 64 of file vtkCorrelativeStatistics.h.
Constructor & Destructor Documentation
| vtkCorrelativeStatistics::vtkCorrelativeStatistics | ( | ) | [protected] |
| vtkCorrelativeStatistics::~vtkCorrelativeStatistics | ( | ) | [protected] |
Member Function Documentation
| static int vtkCorrelativeStatistics::IsTypeOf | ( | const char * | name | ) | [static] |
Return 1 if this class type is the same type of (or a subclass of) the named class. Returns 0 otherwise. This method works in combination with vtkTypeMacro found in vtkSetGet.h.
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| virtual int vtkCorrelativeStatistics::IsA | ( | const char * | name | ) | [virtual] |
Return 1 if this class is the same type of (or a subclass of) the named class. Returns 0 otherwise. This method works in combination with vtkTypeMacro found in vtkSetGet.h.
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| static vtkCorrelativeStatistics* vtkCorrelativeStatistics::SafeDownCast | ( | vtkObjectBase * | o | ) | [static] |
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| virtual vtkObjectBase* vtkCorrelativeStatistics::NewInstanceInternal | ( | ) | const [protected, virtual] |
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| void vtkCorrelativeStatistics::PrintSelf | ( | ostream & | os, |
| vtkIndent | indent | ||
| ) | [virtual] |
Methods invoked by print to print information about the object including superclasses. Typically not called by the user (use Print() instead) but used in the hierarchical print process to combine the output of several classes.
Reimplemented from vtkStatisticsAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| static vtkCorrelativeStatistics* vtkCorrelativeStatistics::New | ( | ) | [static] |
Create an object with Debug turned off, modified time initialized to zero, and reference counting on.
Reimplemented from vtkTableAlgorithm.
Reimplemented in vtkCorrelativeStatisticsGnuR, and vtkPCorrelativeStatistics.
| virtual void vtkCorrelativeStatistics::Aggregate | ( | vtkDataObjectCollection * | , |
| vtkMultiBlockDataSet * | |||
| ) | [virtual] |
Given a collection of models, calculate aggregate model
Implements vtkStatisticsAlgorithm.
| virtual void vtkCorrelativeStatistics::Learn | ( | vtkTable * | , |
| vtkTable * | , | ||
| vtkMultiBlockDataSet * | |||
| ) | [protected, virtual] |
Execute the calculations required by the Learn option.
Implements vtkStatisticsAlgorithm.
Reimplemented in vtkPCorrelativeStatistics.
| virtual void vtkCorrelativeStatistics::Derive | ( | vtkMultiBlockDataSet * | ) | [protected, virtual] |
Execute the calculations required by the Derive option.
Implements vtkStatisticsAlgorithm.
| virtual void vtkCorrelativeStatistics::Test | ( | vtkTable * | , |
| vtkMultiBlockDataSet * | , | ||
| vtkTable * | |||
| ) | [protected, virtual] |
Execute the calculations required by the Test option.
Implements vtkStatisticsAlgorithm.
Reimplemented in vtkPCorrelativeStatistics.
| virtual void vtkCorrelativeStatistics::Assess | ( | vtkTable * | inData, |
| vtkMultiBlockDataSet * | inMeta, | ||
| vtkTable * | outData | ||
| ) | [inline, protected, virtual] |
Execute the calculations required by the Assess option.
Implements vtkStatisticsAlgorithm.
Definition at line 97 of file vtkCorrelativeStatistics.h.
| virtual vtkDoubleArray* vtkCorrelativeStatistics::CalculatePValues | ( | vtkDoubleArray * | ) | [protected, virtual] |
Calculate p-value. This will be overridden using the object factory with an R implementation if R is present.
Reimplemented in vtkCorrelativeStatisticsGnuR.
| virtual void vtkCorrelativeStatistics::SelectAssessFunctor | ( | vtkTable * | outData, |
| vtkDataObject * | inMeta, | ||
| vtkStringArray * | rowNames, | ||
| AssessFunctor *& | dfunc | ||
| ) | [protected, virtual] |
Provide the appropriate assessment functor.
Implements vtkStatisticsAlgorithm.
The documentation for this class was generated from the following file:
- dox/Filters/Statistics/vtkCorrelativeStatistics.h
