source: stable/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs @ 13152

Last change on this file since 13152 was 13152, checked in by gkronber, 6 years ago

#2492: merged r13038 from trunk to stable branch

File size: 3.6 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          var r = covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
40          if (r < -1.0) r = -1.0;
41          else if (r > 1.0) r = 1.0;
42          return r;
43        }
44      }
45    }
46
47    public OnlinePearsonsRCalculator() { }
48
49    #region IOnlineCalculator Members
50    public OnlineCalculatorError ErrorState {
51      get { return covCalculator.ErrorState | sxCalculator.PopulationVarianceErrorState | syCalculator.PopulationVarianceErrorState; }
52    }
53    public double Value {
54      get { return R; }
55    }
56    public void Reset() {
57      covCalculator.Reset();
58      sxCalculator.Reset();
59      syCalculator.Reset();
60    }
61
62    public void Add(double x, double y) {
63      // no need to check validity of values explicitly here as it is checked in all three evaluators
64      covCalculator.Add(x, y);
65      sxCalculator.Add(x);
66      syCalculator.Add(y);
67    }
68
69    #endregion
70
71    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
72      IEnumerator<double> firstEnumerator = first.GetEnumerator();
73      IEnumerator<double> secondEnumerator = second.GetEnumerator();
74      var calculator = new OnlinePearsonsRCalculator();
75
76      // always move forward both enumerators (do not use short-circuit evaluation!)
77      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
78        double original = firstEnumerator.Current;
79        double estimated = secondEnumerator.Current;
80        calculator.Add(original, estimated);
81        if (calculator.ErrorState != OnlineCalculatorError.None) break;
82      }
83
84      // check if both enumerators are at the end to make sure both enumerations have the same length
85      if (calculator.ErrorState == OnlineCalculatorError.None &&
86           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
87        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
88      } else {
89        errorState = calculator.ErrorState;
90        return calculator.R;
91      }
92    }
93  }
94}
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