source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/DependencyCalculator/PearsonsRSquaredDependenceCalculator.cs @ 13938

Last change on this file since 13938 was 13938, checked in by mkommend, 5 years ago

#2619:

  • Refactored and separated the different feature correlation calculations.
  • Added a checkbox to ignore missing values in the calculation.
File size: 1.9 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;
24
25namespace HeuristicLab.Problems.DataAnalysis {
26  public class PearsonsRSquaredDependenceCalculator : IDependencyCalculator {
27
28    public double Maximum { get { return 1.0; } }
29
30    public double Minimum { get { return 0.0; } }
31
32    public string Name { get { return "Pearsons R Squared"; } }
33
34    public double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
35      var r = OnlinePearsonsRCalculator.Calculate(originalValues, estimatedValues, out errorState);
36      return r * r;
37    }
38
39    public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
40      var calculator = new OnlinePearsonsRCalculator();
41      foreach (var tuple in values) {
42        calculator.Add(tuple.Item1, tuple.Item2);
43        if (calculator.ErrorState != OnlineCalculatorError.None) break;
44      }
45      errorState = calculator.ErrorState;
46      var r = calculator.R;
47      return r * r;
48    }
49  }
50}
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