STK++ 1.0
Classes | Enumerations | Functions

Statistical Models.

The project StatModel proposes classes for modeling Statistical Models. More...

Classes

class  STK::AICCriterion
 Derived class of Criterion for computing the AIC Criterion The AIC criteria is a penalization of the likelihood given by the formula

\[ -2 \cdot \ln{p(x|k)} \approx \mathrm{AIC} = {-2 \cdot \ln{L} +2 D } \]

where $ L $ represents the likelihood of the observations and $ D $ the number of free parameter of the model. More...

class  STK::BICCriterion
 Derived class of Criterion for computing the BIC Criterion The Bic criteria is a penalization of the likelihood given by the formula

\[ -2 \cdot \ln{p(x|k)} \approx \mathrm{BIC} = {-2 \cdot \ln{L} + D \ln(n) } \]

where $ L $ represents the likelihood of the observations, $ D $ the number of free parameter of the model and $ n $ the number of sample. More...

class  STK::Gaussian2BlocksStatModel
 Compute the the maximum likelihood estimates of a Gaussian tow blocks statistical model. More...
class  STK::GaussianStatModel
 Compute the the maximum likelihood estimates of a Gaussian statistical model. More...
class  STK::ICriterion
 Interface base class for the selection model criterions. More...
class  STK::IStatModelBase
 Interface base class for all statistical models. More...
class  STK::ITStatModel< TYPE, TContainerHo, TContainerVe, TContainer2D >
 Interface base class for all statistical models. More...

Enumerations

enum  STK::StatModel::TypeCriterion { STK::StatModel::unknown_, STK::StatModel::aic_, STK::StatModel::bic_, STK::StatModel::icl_ }
 

Model selection criteria.

More...

Functions

TypeCriterion STK::StatModel::StringToTypeCriterion (String const &type)
 convert a String to a TypeReduction.
String STK::StatModel::TypeCriterionToString (TypeCriterion const &type)
 convert a TypeCriterion to a String.

Detailed Description

The project StatModel proposes classes for modeling Statistical Models.

The aim of this project is to define Interface and specialized classes in order to manipulate and estimate the parameters of any kind of statistical model.

A "statistical model" is a formalization of relationships between variables in the form of mathematical equations. A statistical model describes how one or more random variables are related to one or more random variables. The model is statistical as the variables are not deterministically but stochastically related. In mathematical terms, a statistical model is frequently thought of as a pair $ (Y, P) $ where $ Y $ is the set of possible observations and $ P $ the set of possible probability distributions on $ Y $. It is assumed that there is a distinct element of $ P $ which generates the observed data. Statistical inference enables us to make statements about which element(s) of this set are likely to be the true one.

Enumeration Type Documentation

enum STK::StatModel::TypeCriterion

Model selection criteria.

Enumerator:
unknown_ 

unknown criterion

aic_ 

akaike criterion

bic_ 

information criterion

icl_ 

integrated likelihood criterion

Definition at line 52 of file STK_StatModel_Util.h.

{
  unknown_, 
  aic_, 
  bic_, 
  icl_  
};

Function Documentation

TypeCriterion STK::StatModel::StringToTypeCriterion ( String const &  type)

convert a String to a TypeReduction.

Parameters:
typethe String we want to convert
Returns:
the TypeCriterion represented by the String type. if the string does not match any known name, the unknown_ type is returned.

Definition at line 48 of file STK_StatModel_Util.cpp.

References _T, STK::StatModel::aic_, STK::StatModel::bic_, STK::StatModel::icl_, STK::toUpperString(), and STK::StatModel::unknown_.

{
  if (toUpperString(type) == toUpperString(_T("AIC")))
    return aic_;
  if (toUpperString(type) == toUpperString(_T("BIC")))
    return bic_;
  if (toUpperString(type) == toUpperString(_T("ICL")))
    return icl_;
  return unknown_;
}
String STK::StatModel::TypeCriterionToString ( TypeCriterion const &  type)

convert a TypeCriterion to a String.

Parameters:
typethe type of criterion we want to convert
Returns:
the string associated to this type.

Definition at line 60 of file STK_StatModel_Util.cpp.

References _T, STK::StatModel::aic_, STK::StatModel::bic_, STK::StatModel::icl_, and STK::StatModel::unknown_.

{
  switch (type)
  {
    case aic_:
      return String(_T("AIC"));
    case bic_:
      return String(_T("BIC"));
    case icl_:
      return String(_T("ICL"));
    case unknown_:
      return String(_T("unknown"));
  }
}