#region License Information /* HeuristicLab * Copyright (C) 2002-2010 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; using System.Collections.Generic; using System.Linq; using System.Text; using HeuristicLab.Core; using HeuristicLab.Common; using HeuristicLab.Data; using HeuristicLab.Parameters; namespace HeuristicLab.Problems.DataAnalysis.Evaluators { public class SimpleRSquaredEvaluator : SimpleEvaluator { public ILookupParameter RSquaredParameter { get { return (ILookupParameter)Parameters["RSquared"]; } } public SimpleRSquaredEvaluator() { Parameters.Add(new LookupParameter("RSquared", "The squared Pearson's Product Moment Correlation (R²) of estimated values and original values.")); } protected override void Apply(DoubleMatrix values) { var original = from i in Enumerable.Range(0, values.Rows) select values[i, ORIGINAL_INDEX]; var estimated = from i in Enumerable.Range(0, values.Rows) select values[i, ESTIMATION_INDEX]; RSquaredParameter.ActualValue = new DoubleValue(Calculate(original, estimated)); } public static double Calculate(IEnumerable original, IEnumerable estimated) { var onlinePearsonRSquaredEvaluator = new OnlinePearsonsRSquaredEvaluator(); var originalEnumerator = original.GetEnumerator(); var estimatedEnumerator = estimated.GetEnumerator(); while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) { double e = estimatedEnumerator.Current; double o = originalEnumerator.Current; onlinePearsonRSquaredEvaluator.Add(o, e); } if (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext()) { throw new ArgumentException("Number of elements in original and estimated enumeration doesn't match."); } else { return onlinePearsonRSquaredEvaluator.RSquared; } } private static bool IsInvalidValue(double d) { return double.IsNaN(d) || double.IsInfinity(d); } } }