source: stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs @ 12669

Last change on this file since 12669 was 12669, checked in by gkronber, 6 years ago

#2392: merged r12492 and r12641 from trunk to stable

File size: 3.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2015 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 System.Collections.Generic;
24using HeuristicLab.Common;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class OnlinePearsonsRCalculator : IOnlineCalculator {
28    private OnlineCovarianceCalculator covCalculator = new OnlineCovarianceCalculator();
29    private OnlineMeanAndVarianceCalculator sxCalculator = new OnlineMeanAndVarianceCalculator();
30    private OnlineMeanAndVarianceCalculator syCalculator = new OnlineMeanAndVarianceCalculator();
31
32    public double R {
33      get {
34        double xVar = sxCalculator.PopulationVariance;
35        double yVar = syCalculator.PopulationVariance;
36        if (xVar.IsAlmost(0.0) || yVar.IsAlmost(0.0)) {
37          return 0.0;
38        } else {
39          return covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
40        }
41      }
42    }
43
44    public OnlinePearsonsRCalculator() { }
45
46    #region IOnlineCalculator Members
47    public OnlineCalculatorError ErrorState {
48      get { return covCalculator.ErrorState | sxCalculator.PopulationVarianceErrorState | syCalculator.PopulationVarianceErrorState; }
49    }
50    public double Value {
51      get { return R; }
52    }
53    public void Reset() {
54      covCalculator.Reset();
55      sxCalculator.Reset();
56      syCalculator.Reset();
57    }
58
59    public void Add(double x, double y) {
60      // no need to check validity of values explicitly here as it is checked in all three evaluators
61      covCalculator.Add(x, y);
62      sxCalculator.Add(x);
63      syCalculator.Add(y);
64    }
65
66    #endregion
67
68    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
69      IEnumerator<double> firstEnumerator = first.GetEnumerator();
70      IEnumerator<double> secondEnumerator = second.GetEnumerator();
71      var calculator = new OnlinePearsonsRCalculator();
72
73      // always move forward both enumerators (do not use short-circuit evaluation!)
74      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
75        double original = firstEnumerator.Current;
76        double estimated = secondEnumerator.Current;
77        calculator.Add(original, estimated);
78        if (calculator.ErrorState != OnlineCalculatorError.None) break;
79      }
80
81      // check if both enumerators are at the end to make sure both enumerations have the same length
82      if (calculator.ErrorState == OnlineCalculatorError.None &&
83           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
84        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
85      } else {
86        errorState = calculator.ErrorState;
87        return calculator.R;
88      }
89    }
90  }
91}
Note: See TracBrowser for help on using the repository browser.