text: /*=========================================================================
  
  Program:   Visualization Toolkit
  Module:    vtkCorrelativeStatistics.h
  
  Copyright (c) Ken Martin, Will Schroeder, Bill Lorensen
  All rights reserved.
  See Copyright.txt or http://www.kitware.com/Copyright.htm for details.
  
  This software is distributed WITHOUT ANY WARRANTY; without even
  the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
  PURPOSE.  See the above copyright notice for more information.
  
  =========================================================================*/
  /*-------------------------------------------------------------------------
    Copyright 2011 Sandia Corporation.
    Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
    the U.S. Government retains certain rights in this software.
    -------------------------------------------------------------------------*/
  /**
   * @class   vtkCorrelativeStatistics
   * @brief   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
   *
   * @par Thanks:
   * Thanks to Philippe Pebay and David Thompson from Sandia National Laboratories
   * for implementing this class.
   * Updated by Philippe Pebay, Kitware SAS 2012
  */
  
  #ifndef vtkCorrelativeStatistics_h
  #define vtkCorrelativeStatistics_h
  
  #include "vtkFiltersStatisticsModule.h" // For export macro
  #include "vtkStatisticsAlgorithm.h"
  
  class vtkMultiBlockDataSet;
  class vtkStringArray;
  class vtkTable;
  class vtkVariant;
  class vtkDoubleArray;
  
  class VTKFILTERSSTATISTICS_EXPORT vtkCorrelativeStatistics : public vtkStatisticsAlgorithm
  {
  public:
    vtkTypeMacro(vtkCorrelativeStatistics, vtkStatisticsAlgorithm);
    void PrintSelf(ostream& os, vtkIndent indent) VTK_OVERRIDE;
    static vtkCorrelativeStatistics* New();
  
    /**
     * Given a collection of models, calculate aggregate model
     */
    void Aggregate( vtkDataObjectCollection*,
                    vtkMultiBlockDataSet* ) VTK_OVERRIDE;
  
  protected:
    vtkCorrelativeStatistics();
    ~vtkCorrelativeStatistics() VTK_OVERRIDE;
  
    /**
     * Execute the calculations required by the Learn option.
     */
    void Learn( vtkTable*,
                vtkTable*,
                vtkMultiBlockDataSet* ) VTK_OVERRIDE;
  
    /**
     * Execute the calculations required by the Derive option.
     */
    void Derive( vtkMultiBlockDataSet* ) VTK_OVERRIDE;
  
    /**
     * Execute the calculations required by the Test option.
     */
    void Test( vtkTable*,
               vtkMultiBlockDataSet*,
               vtkTable* ) VTK_OVERRIDE;
  
    /**
     * Execute the calculations required by the Assess option.
     */
    void Assess( vtkTable* inData,
                 vtkMultiBlockDataSet* inMeta,
                 vtkTable* outData ) VTK_OVERRIDE
    { this->Superclass::Assess( inData, inMeta, outData, 2 ); }
  
    /**
     * Calculate p-value. This will be overridden using the object factory with an
     * R implementation if R is present.
     */
    virtual vtkDoubleArray* CalculatePValues(vtkDoubleArray*);
  
    /**
     * Provide the appropriate assessment functor.
     */
    void SelectAssessFunctor( vtkTable* outData,
                              vtkDataObject* inMeta,
                              vtkStringArray* rowNames,
                              AssessFunctor*& dfunc ) VTK_OVERRIDE;
  
  private:
    vtkCorrelativeStatistics(const vtkCorrelativeStatistics&) VTK_DELETE_FUNCTION;
    void operator=(const vtkCorrelativeStatistics&) VTK_DELETE_FUNCTION;
  };
  
  #endif
  