#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 HeuristicLab.Core;
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);
}
}
}