mutable
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RDC.hpp
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1#pragma once
2
3#include <Eigen/Core>
4#include <random>
5
6
7namespace m {
8
10Eigen::MatrixXf create_CDF_matrix(const Eigen::MatrixXf &data);
11
24float rdc(const Eigen::MatrixXf &X, const Eigen::MatrixXf &Y, unsigned k = 5, float stddev = 1.f/6.f);
25
27template<typename URBG = std::mt19937_64>
28float rdc_precomputed_CDF(Eigen::MatrixXf &CDFs_of_X, Eigen::MatrixXf &CDFs_of_Y, unsigned k = 5,
29 float stddev = 1.f/6.f, URBG &&g = URBG());
30
31}
‍mutable namespace
Definition: Backend.hpp:10
Eigen::MatrixXf create_CDF_matrix(const Eigen::MatrixXf &data)
Creates a new matrix, mapping every cell of data to its position according to the cell's column's CDF...
float rdc(const Eigen::MatrixXf &X, const Eigen::MatrixXf &Y, unsigned k=5, float stddev=1.f/6.f)
Compute the Randomized Dependence Coefficient of two random variables.
Definition: RDC.cpp:78
float rdc_precomputed_CDF(Eigen::MatrixXf &CDFs_of_X, Eigen::MatrixXf &CDFs_of_Y, unsigned k=5, float stddev=1.f/6.f, URBG &&g=URBG())
Compute the RDC value without having to compute CDF matrices to avoid sorting the same data multiple ...