[8521] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[9789] | 3 | * Copyright (C) 2002-2013 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8521] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using System.Linq;
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| 24 |
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| 25 | namespace HeuristicLab.Analysis.AlgorithmBehavior.Analyzers {
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| 26 | public class LinearLeastSquaresFitting {
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| 27 | public static void Calculate(double[] dataPoints, out double a1, out double a0) {
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| 28 | double sxy = 0.0;
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| 29 | double sxx = 0.0;
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| 30 | int n = dataPoints.Count();
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| 31 | double sy = dataPoints.Sum();
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| 32 | double sx = ((n - 1) * n) / 2;
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| 33 | double avgy = sy / n;
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| 34 | double avgx = sx / n;
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| 35 |
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| 36 | for (int i = 0; i < n; i++) {
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| 37 | sxy += i * dataPoints[i];
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| 38 | sxx += i * i;
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| 39 | }
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| 40 |
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| 41 | a1 = (sxy - (n * avgx * avgy)) / (sxx - (n * avgx * avgx));
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| 42 | a0 = avgy - a1 * avgx;
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| 43 | }
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| 44 |
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| 45 | public static double CalculateError(double[] dataPoints, double a1, double a0) {
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| 46 | double r = 0.0;
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[8522] | 47 | double avgy = dataPoints.Average();
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| 48 | double sstot = 0.0;
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| 49 | double sserr = 0.0;
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| 50 |
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[8521] | 51 | for (int i = 0; i < dataPoints.Count(); i++) {
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| 52 | double y = a1 * i + a0;
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[8522] | 53 | sstot += Math.Pow(dataPoints[i] - avgy, 2);
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| 54 | sserr += Math.Pow(dataPoints[i] - y, 2);
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[8521] | 55 | }
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[8522] | 56 |
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| 57 | r = 1.0 - (sserr / sstot);
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[8521] | 58 | return r;
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| 59 | }
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| 60 | }
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| 61 | }
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