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source: branches/HeuristicLab.TimeSeries/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/MeanConst.cs @ 8477

Last change on this file since 8477 was 8477, checked in by mkommend, 12 years ago

#1081:

  • Added autoregressive target variable Symbol
  • Merged trunk changes into the branch.
File size: 2.3 KB
RevLine 
[8401]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
[8323]22using System;
23using System.Linq;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
27
[8371]28namespace HeuristicLab.Algorithms.DataAnalysis {
[8323]29  [StorableClass]
30  [Item(Name = "MeanConst", Description = "Constant mean function for Gaussian processes.")]
31  public class MeanConst : Item, IMeanFunction {
32    [Storable]
33    private double c;
[8477]34    public double Value { get { return c; } }
35
[8323]36    public int GetNumberOfParameters(int numberOfVariables) {
37      return 1;
38    }
39    [StorableConstructor]
40    protected MeanConst(bool deserializing) : base(deserializing) { }
41    protected MeanConst(MeanConst original, Cloner cloner)
42      : base(original, cloner) {
43      this.c = original.c;
44    }
45    public MeanConst()
46      : base() {
47    }
48
[8416]49    public void SetParameter(double[] hyp) {
[8323]50      if (hyp.Length != 1) throw new ArgumentException("Only one hyper-parameter allowed for constant mean function.", "hyp");
51      this.c = hyp[0];
52    }
[8416]53    public void SetData(double[,] x) {
54      // nothing to do
55    }
[8323]56
[8366]57    public double[] GetMean(double[,] x) {
[8416]58      return Enumerable.Repeat(c, x.GetLength(0)).ToArray();
[8323]59    }
60
[8366]61    public double[] GetGradients(int k, double[,] x) {
[8323]62      if (k > 0) throw new ArgumentException();
[8416]63      return Enumerable.Repeat(1.0, x.GetLength(0)).ToArray();
[8323]64    }
65
66    public override IDeepCloneable Clone(Cloner cloner) {
67      return new MeanConst(this, cloner);
68    }
69  }
70}
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