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source: branches/DatasetFeatureCorrelation/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRSquaredCalculator.cs @ 8483

Last change on this file since 8483 was 8483, checked in by sforsten, 12 years ago

#1292:

  • Renamed ExtendedHeatMap to FeatureCorrelation
  • deleted old CorrelationHeatMapView
  • added FeatureCorrelationView
File size: 4.0 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlinePearsonsRSquaredCalculator : IOnlineCalculator {
28    private OnlineCovarianceCalculator covCalculator = new OnlineCovarianceCalculator();
29    private OnlineMeanAndVarianceCalculator sxCalculator = new OnlineMeanAndVarianceCalculator();
30    private OnlineMeanAndVarianceCalculator syCalculator = new OnlineMeanAndVarianceCalculator();
31
32    public double PearsonsR {
33      get {
34        double xVar = sxCalculator.PopulationVariance;
35        double yVar = syCalculator.PopulationVariance;
36        if (xVar.IsAlmost(0.0) || yVar.IsAlmost(0.0)) {
37          return 0.0;
38        } else {
39          double r = covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
40          return r;
41        }
42      }
43    }
44
45    public double RSquared {
46      get {
47        return Math.Pow(PearsonsR, 2);
48      }
49    }
50
51    public OnlinePearsonsRSquaredCalculator() { }
52
53    #region IOnlineCalculator Members
54    public OnlineCalculatorError ErrorState {
55      get { return covCalculator.ErrorState | sxCalculator.PopulationVarianceErrorState | syCalculator.PopulationVarianceErrorState; }
56    }
57    public double Value {
58      get { return RSquared; }
59    }
60    public void Reset() {
61      covCalculator.Reset();
62      sxCalculator.Reset();
63      syCalculator.Reset();
64    }
65
66    public void Add(double x, double y) {
67      // no need to check validity of values explicitly here as it is checked in all three evaluators
68      covCalculator.Add(x, y);
69      sxCalculator.Add(x);
70      syCalculator.Add(y);
71    }
72
73    #endregion
74
75    public static double CalculateR(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
76      IEnumerator<double> firstEnumerator = first.GetEnumerator();
77      IEnumerator<double> secondEnumerator = second.GetEnumerator();
78      OnlinePearsonsRSquaredCalculator rSquaredCalculator = new OnlinePearsonsRSquaredCalculator();
79
80      // always move forward both enumerators (do not use short-circuit evaluation!)
81      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
82        double original = firstEnumerator.Current;
83        double estimated = secondEnumerator.Current;
84        rSquaredCalculator.Add(original, estimated);
85        if (rSquaredCalculator.ErrorState != OnlineCalculatorError.None) break;
86      }
87
88      // check if both enumerators are at the end to make sure both enumerations have the same length
89      if (rSquaredCalculator.ErrorState == OnlineCalculatorError.None &&
90           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
91        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
92      } else {
93        errorState = rSquaredCalculator.ErrorState;
94        return rSquaredCalculator.PearsonsR;
95      }
96    }
97
98    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
99      return Math.Pow(CalculateR(first, second, out errorState), 2);
100    }
101  }
102}
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