STK_LocalVariance.h

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/*--------------------------------------------------------------------*/
/*     Copyright (C) 2004-2007  Serge Iovleff

    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU Lesser General Public License as
    published by the Free Software Foundation; either version 2 of the
    License, or (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this program; if not, write to the
    Free Software Foundation, Inc.,
    59 Temple Place,
    Suite 330,
    Boston, MA 02111-1307
    USA

    Contact : Serge.Iovleff@stkpp.org
*/

/*
 * Project:  stkpp::AAModels
 * created on: 17 avr. 2010
 * Purpose:  Implementation of the Index class using the local variance.
 * Author:   iovleff, serge.iovleff@stkpp.org
 **/

#ifndef STK_LOCALVARIANCE_H
#define STK_LOCALVARIANCE_H

#include "STK_ILinearReduct.h"

#include "../../Arrays/include/STK_MatrixSquare.h"

#include "../../STatistiK/include/STK_Stat_MultivariateReal.h"

namespace STK
{

class LocalVariance : public ILinearReduct
{
  public:
    enum TypeGraph { prim_, minimalDistance_, unknown_ };

    static TypeGraph StringToTypeGraph( String const& type);

    static String TypeGraphToString( TypeGraph const& type);

    LocalVariance( Matrix const& data
                 , TypeGraph const& type = minimalDistance_
                 , Integer const& nbNeighbor =1
                 );

    virtual ~LocalVariance();

    inline Integer const& nbNeighbor() const { return nbNeighbor_;}
    inline Array2D<Integer> const& pred() const { return neighbors_;}
    inline MatrixSquare const& covariance() const { return covariance_;}
    inline MatrixSquare const& localCovariance() const { return *p_localCov_;}

  protected:
    virtual void update();

    TypeGraph type_;
    Integer nbNeighbor_;
    Array2D<Integer> neighbors_;
    Matrix dist_;

    MatrixSquare * p_localCov_;
    MatrixSquare covariance_;
    Stat::MultivariateMatrix* p_dataStatistics_;

    virtual void maximizeIndex();

    virtual void maximizeIndex( Vector const& weights);

    void prim();
    void minimalDistance();

    void computeCovarianceMatrices();
    void computeCovarianceMatrices( Vector const& weights);

  private:
    void computeAxis();

    void initializeMemory();
    void clear();
};

} // namespace STK
#endif /* STK_LOCALVARIANCE_H */