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source: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/SpearmansRankCorrelationCoefficientCalculator.cs @ 8689

Last change on this file since 8689 was 8689, checked in by sforsten, 12 years ago

#1292:

  • NaN values are used, if the calculation is invalid (e.g. missing values, infinity etc.)
  • Variables can now be filtered. Initially allowed input variables and target variable are shown, but with a right click a dialog can be opened to select variables, which shall be shown
File size: 1.5 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2012 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 System.Linq;
25
26namespace HeuristicLab.Problems.DataAnalysis {
27  public class SpearmansRankCorrelationCoefficientCalculator {
28
29    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, out OnlineCalculatorError errorState) {
30      double rs = double.NaN;
31      try {
32        rs = alglib.basestat.spearmancorr2(originalValues.ToArray(), estimatedValues.ToArray(), originalValues.Count());
33        errorState = OnlineCalculatorError.None;
34      }
35      catch (Exception ex) {
36        errorState = OnlineCalculatorError.InvalidValueAdded;
37      }
38
39      return rs;
40    }
41  }
42}
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