#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 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.Collections.Generic;
using System.Linq;
using HeuristicLab.Problems.DataAnalysis;
namespace HeuristicLab.Algorithms.DataAnalysis {
public static class AlglibUtil {
public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable variables, IEnumerable rows) {
return PrepareInputMatrix(dataset, variables, rows, new int[] { 0 });
}
public static double[,] PrepareInputMatrix(Dataset dataset, IEnumerable variables, IEnumerable rows, IEnumerable lags) {
int maxLag = lags.Max();
// drop last variable (target variable)
List inputVariablesList = variables
.Reverse()
.Skip(1)
.Reverse()
.ToList();
string targetVariable = variables.Last();
List rowsList = rows.ToList();
int nRows = rowsList.Count - maxLag;
double[,] matrix = new double[nRows, inputVariablesList.Count * lags.Count() + 1];
int col = 0;
int row = 0;
// input variables
foreach (int lag in lags) {
foreach (string column in inputVariablesList) {
var values = dataset.GetDoubleValues(column, rows.Select(x => x - lag).Take(nRows));
row = 0;
foreach (var value in values) {
if (row >= 0) {
matrix[row, col] = value;
}
row++;
}
col++;
}
}
// target variable
row = 0;
foreach (var value in dataset.GetDoubleValues(targetVariable, rows).Take(nRows)) {
matrix[row, col] = value;
row++;
}
return matrix;
}
}
}