#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq;
namespace HeuristicLab.Problems.DataAnalysis {
public class SpearmansRankCorrelationCoefficientCalculator : IDependencyCalculator {
public double Maximum { get { return 1.0; } }
public double Minimum { get { return -1.0; } }
public string Name { get { return "Spearmans Rank"; } }
public double Calculate(IEnumerable originalValues, IEnumerable estimatedValues, out OnlineCalculatorError errorState) {
return CalculateSpearmansRank(originalValues, estimatedValues, out errorState);
}
public double Calculate(IEnumerable> values, out OnlineCalculatorError errorState) {
return CalculateSpearmansRank(values.Select(v => v.Item1), values.Select(v => v.Item2), out errorState);
}
public static double CalculateSpearmansRank(IEnumerable originalValues, IEnumerable estimatedValues, out OnlineCalculatorError errorState) {
double rs = double.NaN;
try {
var original = originalValues.ToArray();
var estimated = estimatedValues.ToArray();
rs = alglib.basestat.spearmancorr2(original, estimated, original.Length);
errorState = OnlineCalculatorError.None;
}
catch (alglib.alglibexception) {
errorState = OnlineCalculatorError.InvalidValueAdded;
}
return rs;
}
}
}