source: branches/LogResidualEvaluator/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/NormalizedGiniCalculator.cs @ 10202

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2013 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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Collections.Generic;
using System.Linq;
using HeuristicLab.Common;

namespace HeuristicLab.Problems.DataAnalysis {
  public class NormalizedGiniCalculator {

    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
      var originalValuesArr = originalValues.ToArray();
      var estimatedValuesArr = estimatedValues.ToArray();
      if (originalValuesArr.Count() != estimatedValuesArr.Count()) {
        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
      }
      double oe = Gini(originalValuesArr, estimatedValuesArr, out errorState);
      if (errorState != OnlineCalculatorError.None) return double.NaN;

      return oe / (Gini(originalValuesArr, originalValuesArr, out errorState));
    }

    private static double Gini(IEnumerable<double> original, IEnumerable<double> estimated, out OnlineCalculatorError errorState) {
      var pairs =
        estimated.Zip(original, (e, o) => new { e, o })
          .OrderByDescending(p => p.e);
      if (pairs.Any()) errorState = OnlineCalculatorError.None;
      else errorState = OnlineCalculatorError.InsufficientElementsAdded;
      double giniSum = 0.0;
      double sumOriginal = 0.0;
      int n = 0;
      foreach (var p in pairs) {
        if (double.IsNaN(p.o) || double.IsNaN(p.e)) {
          errorState = OnlineCalculatorError.InvalidValueAdded;
          return double.NaN;
        }
        sumOriginal += p.o;
        giniSum += sumOriginal;
        n++;
      }
      giniSum /= sumOriginal;

      return (giniSum - ((n + 1) / 2.0)) / n;
    }
  }
}