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source: trunk/sources/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/ValueGenerator.cs @ 8601

Last change on this file since 8601 was 8224, checked in by gkronber, 12 years ago

#1784: fixed uniform sampling. Adapted Nguyen instances.

File size: 4.7 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;
25using HeuristicLab.Random;
26
27namespace HeuristicLab.Problems.Instances.DataAnalysis {
28  public static class ValueGenerator {
29    private static FastRandom rand = new FastRandom();
30
31    /// <summary>
32    /// Generates a sequence of evenly spaced points between start and end (inclusive!).
33    /// </summary>
34    /// <param name="start">The smallest and first value of the sequence.</param>
35    /// <param name="end">The largest and last value of the sequence.</param>
36    /// <param name="stepWidth">The step size between subsequent values.</param>
37    /// <returns>An sequence of values from start to end (inclusive)</returns>
38    public static IEnumerable<double> GenerateSteps(double start, double end, double stepWidth) {
39      if (start > end) throw new ArgumentException("start must be less than or equal end.");
40      if (stepWidth <= 0) throw new ArgumentException("stepwith must be larger than zero.", "stepWidth");
41      double x = start;
42      while (x <= end) {
43        yield return x;
44        x += stepWidth;
45      }
46    }
47
48    /// <summary>
49    /// Generates uniformly distributed values between start and end (inclusive!)
50    /// </summary>
51    /// <param name="n">Number of values to generate.</param>
52    /// <param name="start">The lower value (inclusive)</param>
53    /// <param name="end">The upper value (inclusive)</param>
54    /// <returns>An enumerable including n values in [start, end]</returns>
55    public static IEnumerable<double> GenerateUniformDistributedValues(int n, double start, double end) {
56      for (int i = 0; i < n; i++) {
57        // we need to return a random value including end.
58        // so we cannot use rand.NextDouble() as it returns a value strictly smaller than 1.
59        double r = rand.NextUInt() / (double)uint.MaxValue;    // r \in [0,1]
60        yield return r * (end - start) + start;
61      }
62    }
63
64    /// <summary>
65    /// Generates normally distributed values sampling from N(mu, sigma)
66    /// </summary>
67    /// <param name="n">Number of values to generate.</param>
68    /// <param name="mu">The mu parameter of the normal distribution</param>
69    /// <param name="sigma">The sigma parameter of the normal distribution</param>
70    /// <returns>An enumerable including n values ~ N(mu, sigma)</returns>
71    public static IEnumerable<double> GenerateNormalDistributedValues(int n, double mu, double sigma) {
72      for (int i = 0; i < n; i++)
73        yield return NormalDistributedRandom.NextDouble(rand, mu, sigma);
74    }
75
76    // iterative approach
77    public static IEnumerable<IEnumerable<double>> GenerateAllCombinationsOfValuesInLists(List<List<double>> lists) {
78      List<List<double>> allCombinations = new List<List<double>>();
79      if (lists.Count < 1) {
80        return allCombinations;
81      }
82
83      List<IEnumerator<double>> enumerators = new List<IEnumerator<double>>();
84      foreach (var list in lists) {
85        allCombinations.Add(new List<double>());
86        enumerators.Add(list.GetEnumerator());
87      }
88
89      bool finished = !enumerators.All(x => x.MoveNext());
90
91      while (!finished) {
92        GetCurrentCombination(enumerators, allCombinations);
93        finished = MoveNext(enumerators, lists);
94      }
95      return allCombinations;
96    }
97
98    private static bool MoveNext(List<IEnumerator<double>> enumerators, List<List<double>> lists) {
99      int cur = enumerators.Count - 1;
100      while (cur >= 0 && !enumerators[cur].MoveNext()) {
101        enumerators[cur] = lists[cur].GetEnumerator();
102        enumerators[cur].MoveNext();
103        cur--;
104      }
105      return cur < 0;
106    }
107
108    private static void GetCurrentCombination(List<IEnumerator<double>> enumerators, List<List<double>> allCombinations) {
109      for (int i = 0; i < enumerators.Count(); i++) {
110        allCombinations[i].Add(enumerators[i].Current);
111      }
112    }
113  }
114}
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