Changeset 4122

Timestamp:

07/31/10 16:29:42 (14 years ago)

Author:

gkronber

Message:

Fixed #1116

Location:

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.3

Files:

• Evaluators/OnlineMeanAndVarianceCalculator.cs (modified) (1 diff)
• Evaluators/OnlinePearsonsRSquaredEvaluator.cs (modified) (2 diffs)
• Tests/HeuristicLab.Problems.DataAnalysis.Tests-3.3.csproj (modified) (2 diffs)
• Tests/StatisticCalculatorsTest.cs (added)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.3/Evaluators/OnlineMeanAndVarianceCalculator.cs

@@ -31 +31 @@
       get {
         return (n > 1) ? m_newS / (n - 1) : 0.0;
+      }
+    }
+
+    public double PopulationVariance {
+      get {
+        return (n > 0) ? m_newS / n : 0.0;
       }
     }

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.3/Evaluators/OnlinePearsonsRSquaredEvaluator.cs

@@ -25 +25 @@
 namespace HeuristicLab.Problems.DataAnalysis.Evaluators {
   public class OnlinePearsonsRSquaredEvaluator : IOnlineEvaluator {
-
-    private double sum_sq_x;
-    private double sum_sq_y;
-    private double sum_coproduct;
-    private double mean_x;
-    private double mean_y;
-    private int n;
+    private OnlineCovarianceEvaluator covEvaluator = new OnlineCovarianceEvaluator();
+    private OnlineMeanAndVarianceCalculator sxEvaluator = new OnlineMeanAndVarianceCalculator();
+    private OnlineMeanAndVarianceCalculator syEvaluator = new OnlineMeanAndVarianceCalculator();
 
     public double RSquared {
       get {
-        if (n < 1)
-          throw new InvalidOperationException("No elements");
-        else {
-          double pop_sd_x = Math.Sqrt(sum_sq_x / n);
-          double pop_sd_y = Math.Sqrt(sum_sq_y / n);
-          double cov_x_y = sum_coproduct / n;
-
-          if (pop_sd_x.IsAlmost(0.0) || pop_sd_y.IsAlmost(0.0))
-            return 0.0;
-          else {
-            double r = cov_x_y / (pop_sd_x * pop_sd_y);
-            return r * r;
-          }
-        }
+        double r = covEvaluator.Covariance / (Math.Sqrt(sxEvaluator.PopulationVariance) * Math.Sqrt(syEvaluator.PopulationVariance));
+        return r * r;
       }
     }
@@ -59 +43 @@
     }
     public void Reset() {
-      sum_sq_x = 0.0;
-      sum_sq_y = 0.0;
-      sum_coproduct = 0.0;
-      mean_x = 0.0;
-      mean_y = 0.0;
-      n = 0;
+      covEvaluator.Reset();
+      sxEvaluator.Reset();
+      syEvaluator.Reset();
     }
 
-    public void Add(double original, double estimated) {
-      // stable and iterative calculation of R²
-      if (IsInvalidValue(original) || IsInvalidValue(estimated)) {
+    public void Add(double x, double y) {
+      if (IsInvalidValue(x) || IsInvalidValue(y)) {
         throw new ArgumentException("R² is not defined for variables with NaN or infinity values.");
       }
-      if (n == 0) {
-        mean_x = original;
-        mean_y = estimated;
-        n = 1;
-      } else {
-        double sweep = (n - 1.0) / n;
-        double delta_x = original - mean_x;
-        double delta_y = estimated - mean_y;
-        sum_sq_x += delta_x * delta_x * sweep;
-        sum_sq_y += delta_y * delta_y * sweep;
-        sum_coproduct += delta_x * delta_y * sweep;
-        mean_x += delta_x / n;
-        mean_y += delta_y / n;
-        n++;
-      }
+      covEvaluator.Add(x, y);
+      sxEvaluator.Add(x);
+      syEvaluator.Add(y);
     }
 

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.3/Tests/HeuristicLab.Problems.DataAnalysis.Tests-3.3.csproj

@@ -77 +77 @@
   </ItemGroup>
   <ItemGroup>
+    <Compile Include="StatisticCalculatorsTest.cs" />
     <Compile Include="LinearScalingTest.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />
@@ -104 +105 @@
       <Project>{125D3006-67F5-48CB-913E-73C0548F17FA}</Project>
       <Name>HeuristicLab.Encodings.SymbolicExpressionTreeEncoding-3.3</Name>
+    </ProjectReference>
+    <ProjectReference Include="..\..\..\HeuristicLab.ExtLibs\HeuristicLab.ALGLIB\2.5.0\ALGLIB-2.5.0\ALGLIB-2.5.0.csproj">
+      <Project>{29E4B033-1FEF-4FE1-AE17-0A9319D7C54E}</Project>
+      <Name>ALGLIB-2.5.0</Name>
     </ProjectReference>
     <ProjectReference Include="..\..\..\HeuristicLab.Operators\3.3\HeuristicLab.Operators-3.3.csproj">