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Timestamp:
06/22/15 20:04:01 (8 years ago)
Author:
gkronber
Message:

#2392: implemented PearsonsRCalculator to fix incorrect correlation values in the correlation matrix.

File:
1 copied

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  • trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs

    r12491 r12492  
    2525
    2626namespace HeuristicLab.Problems.DataAnalysis {
    27   public class OnlinePearsonsRSquaredCalculator : IOnlineCalculator {
     27  public class OnlinePearsonsRCalculator : IOnlineCalculator {
    2828    private OnlineCovarianceCalculator covCalculator = new OnlineCovarianceCalculator();
    2929    private OnlineMeanAndVarianceCalculator sxCalculator = new OnlineMeanAndVarianceCalculator();
    3030    private OnlineMeanAndVarianceCalculator syCalculator = new OnlineMeanAndVarianceCalculator();
    3131
    32     public double RSquared {
     32    public double R {
    3333      get {
    3434        double xVar = sxCalculator.PopulationVariance;
     
    3737          return 0.0;
    3838        } else {
    39           double r = covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
    40           return r * r;
     39          return covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
    4140        }
    4241      }
    4342    }
    4443
    45     public OnlinePearsonsRSquaredCalculator() { }
     44    public OnlinePearsonsRCalculator() { }
    4645
    4746    #region IOnlineCalculator Members
     
    5049    }
    5150    public double Value {
    52       get { return RSquared; }
     51      get { return R; }
    5352    }
    5453    public void Reset() {
     
    7069      IEnumerator<double> firstEnumerator = first.GetEnumerator();
    7170      IEnumerator<double> secondEnumerator = second.GetEnumerator();
    72       OnlinePearsonsRSquaredCalculator rSquaredCalculator = new OnlinePearsonsRSquaredCalculator();
     71      var calculator = new OnlinePearsonsRCalculator();
    7372
    7473      // always move forward both enumerators (do not use short-circuit evaluation!)
     
    7675        double original = firstEnumerator.Current;
    7776        double estimated = secondEnumerator.Current;
    78         rSquaredCalculator.Add(original, estimated);
    79         if (rSquaredCalculator.ErrorState != OnlineCalculatorError.None) break;
     77        calculator.Add(original, estimated);
     78        if (calculator.ErrorState != OnlineCalculatorError.None) break;
    8079      }
    8180
    8281      // check if both enumerators are at the end to make sure both enumerations have the same length
    83       if (rSquaredCalculator.ErrorState == OnlineCalculatorError.None &&
     82      if (calculator.ErrorState == OnlineCalculatorError.None &&
    8483           (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
    8584        throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
    8685      } else {
    87         errorState = rSquaredCalculator.ErrorState;
    88         return rSquaredCalculator.RSquared;
     86        errorState = calculator.ErrorState;
     87        return calculator.R;
    8988      }
    9089    }
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