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source: branches/ParameterBinding/HeuristicLab.Problems.DataAnalysis/3.3/Evaluators/OnlinePearsonsRSquaredEvaluator.cs @ 8812

Last change on this file since 8812 was 4126, checked in by gkronber, 14 years ago

Added check in correlation coefficient calculation to prevent division by zero. #1116

File size: 2.4 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2010 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 HeuristicLab.Common;
24
25namespace HeuristicLab.Problems.DataAnalysis.Evaluators {
26  public class OnlinePearsonsRSquaredEvaluator : IOnlineEvaluator {
27    private OnlineCovarianceEvaluator covEvaluator = new OnlineCovarianceEvaluator();
28    private OnlineMeanAndVarianceCalculator sxEvaluator = new OnlineMeanAndVarianceCalculator();
29    private OnlineMeanAndVarianceCalculator syEvaluator = new OnlineMeanAndVarianceCalculator();
30
31    public double RSquared {
32      get {
33        double xVar = sxEvaluator.PopulationVariance;
34        double yVar = syEvaluator.PopulationVariance;
35        if (xVar.IsAlmost(0.0) || yVar.IsAlmost(0.0)) {
36          return 0.0;
37        } else {
38          double r = covEvaluator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
39          return r * r;
40        }
41      }
42    }
43
44    public OnlinePearsonsRSquaredEvaluator() { }
45
46    #region IOnlineEvaluator Members
47    public double Value {
48      get { return RSquared; }
49    }
50    public void Reset() {
51      covEvaluator.Reset();
52      sxEvaluator.Reset();
53      syEvaluator.Reset();
54    }
55
56    public void Add(double x, double y) {
57      if (IsInvalidValue(x) || IsInvalidValue(y)) {
58        throw new ArgumentException("R² is not defined for variables with NaN or infinity values.");
59      }
60      covEvaluator.Add(x, y);
61      sxEvaluator.Add(x);
62      syEvaluator.Add(y);
63    }
64
65    #endregion
66
67    private bool IsInvalidValue(double x) {
68      return double.IsNaN(x) || double.IsInfinity(x);
69    }
70  }
71}
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