[8276] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[12012] | 3 | * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[8276] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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[13938] | 22 | using System;
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[8276] | 23 | using System.Collections.Generic;
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| 24 | using System.Linq;
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| 25 |
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| 26 | namespace HeuristicLab.Problems.DataAnalysis {
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[8833] | 27 | public class SpearmansRankCorrelationCoefficientCalculator : IDependencyCalculator {
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[8276] | 28 |
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[8861] | 29 | public double Maximum { get { return 1.0; } }
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[8833] | 30 |
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[8861] | 31 | public double Minimum { get { return -1.0; } }
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| 32 |
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[8833] | 33 | public string Name { get { return "Spearmans Rank"; } }
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| 34 |
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| 35 | public double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
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[13938] | 36 | return CalculateSpearmansRank(originalValues, estimatedValues, out errorState);
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[8833] | 37 | }
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[13938] | 38 | public double Calculate(IEnumerable<Tuple<double, double>> values, out OnlineCalculatorError errorState) {
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| 39 | return CalculateSpearmansRank(values.Select(v => v.Item1), values.Select(v => v.Item2), out errorState);
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| 40 | }
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[8833] | 41 |
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| 42 | public static double CalculateSpearmansRank(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
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[8689] | 43 | double rs = double.NaN;
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| 44 | try {
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[8728] | 45 | var original = originalValues.ToArray();
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| 46 | var estimated = estimatedValues.ToArray();
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[12817] | 47 | rs = alglib.basestat.spearmancorr2(original, estimated, original.Length);
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[8689] | 48 | errorState = OnlineCalculatorError.None;
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| 49 | }
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[8728] | 50 | catch (alglib.alglibexception) {
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[8689] | 51 | errorState = OnlineCalculatorError.InvalidValueAdded;
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| 52 | }
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| 53 |
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[8276] | 54 | return rs;
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| 55 | }
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[13938] | 56 |
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| 57 |
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[8276] | 58 | }
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| 59 | }
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