source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs @ 14294

Last change on this file since 14294 was 14294, checked in by bburlacu, 3 years ago

#2672: Add cloning constructors.

File size: 4.4 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2016 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, IDeepCloneable {
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    protected OnlinePearsonsRCalculator(OnlinePearsonsRCalculator other, Cloner cloner) {
50      covCalculator = (OnlineCovarianceCalculator)other.covCalculator.Clone(cloner);
51      sxCalculator = (OnlineMeanAndVarianceCalculator)other.sxCalculator.Clone(cloner);
52      syCalculator = (OnlineMeanAndVarianceCalculator)other.syCalculator.Clone(cloner);
53    }
54
55    #region IOnlineCalculator Members
56    public OnlineCalculatorError ErrorState {
57      get { return covCalculator.ErrorState | sxCalculator.PopulationVarianceErrorState | syCalculator.PopulationVarianceErrorState; }
58    }
59    public double Value {
60      get { return R; }
61    }
62    public void Reset() {
63      covCalculator.Reset();
64      sxCalculator.Reset();
65      syCalculator.Reset();
66    }
67
68    public void Add(double x, double y) {
69      // no need to check validity of values explicitly here as it is checked in all three evaluators
70      covCalculator.Add(x, y);
71      sxCalculator.Add(x);
72      syCalculator.Add(y);
73    }
74
75    #endregion
76
77    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
78      IEnumerator<double> firstEnumerator = first.GetEnumerator();
79      IEnumerator<double> secondEnumerator = second.GetEnumerator();
80      var calculator = new OnlinePearsonsRCalculator();
81
82      // always move forward both enumerators (do not use short-circuit evaluation!)
83      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
84        double original = firstEnumerator.Current;
85        double estimated = secondEnumerator.Current;
86        calculator.Add(original, estimated);
87        if (calculator.ErrorState != OnlineCalculatorError.None) break;
88      }
89
90      // check if both enumerators are at the end to make sure both enumerations have the same length
91      if (calculator.ErrorState == OnlineCalculatorError.None &&
92           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
93        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
94      } else {
95        errorState = calculator.ErrorState;
96        return calculator.R;
97      }
98    }
99
100    // IDeepCloneable members
101    public object Clone() {
102      var cloner = new Cloner();
103      return new OnlinePearsonsRCalculator(this, cloner);
104    }
105
106    public IDeepCloneable Clone(Cloner cloner) {
107      var clone = cloner.GetClone(this);
108      if (clone == null) {
109        clone = new OnlinePearsonsRCalculator(this, cloner);
110        cloner.RegisterClonedObject(this, clone);
111      }
112      return clone;
113    }
114  }
115}
Note: See TracBrowser for help on using the repository browser.