/usr/include/openturns/FittingTest.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file FittingTest.hxx
* @brief StatTest implements statistical tests
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library 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 2.1 of the License.
*
* This library 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 library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: schueller $
* @date: $LastChangedDate: 2011-04-11 12:32:27 +0200 (Mon, 11 Apr 2011) $
* Id: $Id: FittingTest.hxx 1866 2011-04-11 10:32:27Z schueller $
*/
#ifndef OPENTURNS_FITTINGTEST_HXX
#define OPENTURNS_FITTINGTEST_HXX
#include "Exception.hxx"
#include "TestResult.hxx"
#include "Collection.hxx"
#include "NumericalSample.hxx"
#include "Distribution.hxx"
#include "DistributionFactory.hxx"
#include "Pointer.hxx"
namespace OpenTURNS
{
namespace Uncertainty
{
namespace StatTest
{
/**
* @class FittingTest
*
*/
class FittingTest
{
public:
typedef Base::Common::InvalidArgumentException InvalidArgumentException;
typedef Base::Common::InternalException InternalException;
typedef Base::Stat::TestResult TestResult;
typedef Base::Stat::NumericalSample NumericalSample;
typedef Model::Distribution Distribution;
typedef Model::DistributionFactory Factory;
typedef Base::Type::Collection<Factory> DistributionFactoryCollection;
typedef Base::Type::Collection<Distribution> DistributionCollection;
/** Default constructor, needed by SWIG */
FittingTest();
/** Best model for a given numerical sample by BIC */
static Distribution BestModelBIC(const NumericalSample & sample,
const DistributionFactoryCollection & factoryCollection);
/** Best model for a given numerical sample by BIC */
static Distribution BestModelBIC(const NumericalSample & sample,
const DistributionCollection & distributionCollection);
/** Best model for a given numerical sample by Kolmogorov */
static Distribution BestModelKolmogorov(const NumericalSample & sample,
const DistributionFactoryCollection & factoryCollection);
/** Best model for a given numerical sample by Kolmogorov */
static Distribution BestModelKolmogorov(const NumericalSample & sample,
const DistributionCollection & distributionCollection);
/** Best model for a given numerical sample by ChiSquared */
static Distribution BestModelChiSquared(const NumericalSample & sample,
const DistributionFactoryCollection & factoryCollection);
/** Best model for a given numerical sample by ChiSquared */
static Distribution BestModelChiSquared(const NumericalSample & sample,
const DistributionCollection & distributionCollection);
/** Bayesian Information Criterion computation */
static NumericalScalar BIC(const NumericalSample & sample,
const Distribution & distribution,
const UnsignedLong estimatedParameters = 0)
/* throw(InvalidArgumentException) */;
/** Bayesian Information Criterion computation */
static NumericalScalar BIC(const NumericalSample & sample,
const Factory & factory)
/* throw(InvalidArgumentException) */;
/** Kolmogorov fitting test for continuous distributions */
static TestResult Kolmogorov(const NumericalSample & sample,
const Distribution & distribution,
const NumericalScalar level = 0.95,
const UnsignedLong estimatedParameters = 0)
/* throw(InvalidArgumentException) */;
/** Kolmogorov fitting test for continuous distributions */
static TestResult Kolmogorov(const NumericalSample & sample,
const Factory & factory,
const NumericalScalar level = 0.95)
/* throw(InvalidArgumentException) */;
/** ChiSquared fitting test for discrete distributions */
static TestResult ChiSquared(const NumericalSample & sample,
const Distribution & distribution,
const NumericalScalar level = 0.95,
const UnsignedLong estimatedParameters = 0)
/* throw(InvalidArgumentException) */;
/** ChiSquared fitting test for discrete distributions */
static TestResult ChiSquared(const NumericalSample & sample,
const Factory & factory,
const NumericalScalar level = 0.95)
/* throw(InvalidArgumentException) */;
/** Get last fitting measure */
static TestResult GetLastResult();
protected:
/** Generic invocation of a R script for testing a distribution against a sample */
static TestResult RunRTest(const NumericalSample & sample,
const Distribution & distribution,
const NumericalScalar level,
const UnsignedLong estimatedParameters,
const String & testName)
/* throw(InternalException) */;
private:
/** Stores last measure of test */
static TestResult lastResult_;
}; /* class FittingTest */
} /* namespace StatTest */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_FITTINGTEST_HXX */
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