Changeset 12492 for trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs

Timestamp:

06/22/15 20:04:01 (9 years ago)

Author:

gkronber

Message:

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

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRCalculator.cs (copied) (copied from trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlinePearsonsRSquaredCalculator.cs) (5 diffs)

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

@@ -25 +25 @@
 
 namespace HeuristicLab.Problems.DataAnalysis {
-  public class OnlinePearsonsRSquaredCalculator : IOnlineCalculator {
+  public class OnlinePearsonsRCalculator : IOnlineCalculator {
     private OnlineCovarianceCalculator covCalculator = new OnlineCovarianceCalculator();
     private OnlineMeanAndVarianceCalculator sxCalculator = new OnlineMeanAndVarianceCalculator();
     private OnlineMeanAndVarianceCalculator syCalculator = new OnlineMeanAndVarianceCalculator();
 
-    public double RSquared {
+    public double R {
       get {
         double xVar = sxCalculator.PopulationVariance;
@@ -37 +37 @@
           return 0.0;
         } else {
-          double r = covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
-          return r * r;
+          return covCalculator.Covariance / (Math.Sqrt(xVar) * Math.Sqrt(yVar));
         }
       }
     }
 
-    public OnlinePearsonsRSquaredCalculator() { }
+    public OnlinePearsonsRCalculator() { }
 
     #region IOnlineCalculator Members
@@ -50 +49 @@
     }
     public double Value {
-      get { return RSquared; }
+      get { return R; }
     }
     public void Reset() {
@@ -70 +69 @@
       IEnumerator<double> firstEnumerator = first.GetEnumerator();
       IEnumerator<double> secondEnumerator = second.GetEnumerator();
-      OnlinePearsonsRSquaredCalculator rSquaredCalculator = new OnlinePearsonsRSquaredCalculator();
+      var calculator = new OnlinePearsonsRCalculator();
 
       // always move forward both enumerators (do not use short-circuit evaluation!)
@@ -76 +75 @@
         double original = firstEnumerator.Current;
         double estimated = secondEnumerator.Current;
-        rSquaredCalculator.Add(original, estimated);
-        if (rSquaredCalculator.ErrorState != OnlineCalculatorError.None) break;
+        calculator.Add(original, estimated);
+        if (calculator.ErrorState != OnlineCalculatorError.None) break;
       }
 
       // check if both enumerators are at the end to make sure both enumerations have the same length
-      if (rSquaredCalculator.ErrorState == OnlineCalculatorError.None &&
+      if (calculator.ErrorState == OnlineCalculatorError.None &&
            (secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
         throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
       } else {
-        errorState = rSquaredCalculator.ErrorState;
-        return rSquaredCalculator.RSquared;
+        errorState = calculator.ErrorState;
+        return calculator.R;
       }
     }