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source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRSquaredCalculator.cs @ 6961

Last change on this file since 6961 was 6961, checked in by mkommend, 12 years ago

#1670: Corrected calculation of DataAnalysisSolution results and modified online calculators to have more meaningful parameter names.

File size: 3.7 KB
RevLine 
[3996]1#region License Information
2/* HeuristicLab
[5445]3 * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
[3996]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;
[5500]23using System.Collections.Generic;
[3996]24using HeuristicLab.Common;
25
[5490]26namespace HeuristicLab.Problems.DataAnalysis {
[5942]27  public class OnlinePearsonsRSquaredCalculator : IOnlineCalculator {
28    private OnlineCovarianceCalculator covCalculator = new OnlineCovarianceCalculator();
29    private OnlineMeanAndVarianceCalculator sxCalculator = new OnlineMeanAndVarianceCalculator();
30    private OnlineMeanAndVarianceCalculator syCalculator = new OnlineMeanAndVarianceCalculator();
[3996]31
32    public double RSquared {
33      get {
[5942]34        double xVar = sxCalculator.PopulationVariance;
35        double yVar = syCalculator.PopulationVariance;
[4126]36        if (xVar.IsAlmost(0.0) || yVar.IsAlmost(0.0)) {
37          return 0.0;
38        } else {
[5942]39          double r = covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
[4126]40          return r * r;
41        }
[3996]42      }
43    }
44
[5942]45    public OnlinePearsonsRSquaredCalculator() { }
[3996]46
[5942]47    #region IOnlineCalculator Members
48    public OnlineCalculatorError ErrorState {
49      get { return covCalculator.ErrorState | sxCalculator.PopulationVarianceErrorState | syCalculator.PopulationVarianceErrorState; }
[5894]50    }
[4022]51    public double Value {
52      get { return RSquared; }
53    }
[3996]54    public void Reset() {
[5942]55      covCalculator.Reset();
56      sxCalculator.Reset();
57      syCalculator.Reset();
[3996]58    }
59
[4122]60    public void Add(double x, double y) {
[5746]61      // no need to check validity of values explicitly here as it is checked in all three evaluators
[5942]62      covCalculator.Add(x, y);
63      sxCalculator.Add(x);
64      syCalculator.Add(y);
[3996]65    }
66
67    #endregion
68
[5942]69    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
[5500]70      IEnumerator<double> firstEnumerator = first.GetEnumerator();
71      IEnumerator<double> secondEnumerator = second.GetEnumerator();
[5942]72      OnlinePearsonsRSquaredCalculator rSquaredCalculator = new OnlinePearsonsRSquaredCalculator();
[5500]73
[5564]74      // always move forward both enumerators (do not use short-circuit evaluation!)
75      while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
[6961]76        double original = firstEnumerator.Current;
[5500]77        double estimated = secondEnumerator.Current;
[5942]78        rSquaredCalculator.Add(original, estimated);
[5945]79        if (rSquaredCalculator.ErrorState != OnlineCalculatorError.None) break;
[5500]80      }
81
[5564]82      // check if both enumerators are at the end to make sure both enumerations have the same length
[5945]83      if (rSquaredCalculator.ErrorState == OnlineCalculatorError.None &&
84           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
[5500]85        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
86      } else {
[5942]87        errorState = rSquaredCalculator.ErrorState;
88        return rSquaredCalculator.RSquared;
[5500]89      }
90    }
[3996]91  }
92}
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