Changeset 5894 for trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineCovarianceEvaluator.cs

Timestamp:

03/30/11 18:04:03 (13 years ago)

Author:

gkronber

Message:

#1453: Added an ErrorState property to online evaluators to indicate if the result value is valid or if there has been an error in the calculation. Adapted all classes that use one of the online evaluators to check this property.

File:

• trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineCovarianceEvaluator.cs (modified) (4 diffs)

trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineEvaluators/OnlineCovarianceEvaluator.cs

@@ -39 +39 @@
 
     #region IOnlineEvaluator Members
+    private OnlineEvaluatorError errorState;
+    public OnlineEvaluatorError ErrorState {
+      get { return errorState; }
+    }
     public double Value {
       get { return Covariance; }
@@ -47 +51 @@
       originalMean = 0.0;
       estimatedMean = 0.0;
+      errorState = OnlineEvaluatorError.InsufficientElementsAdded;
     }
 
     public void Add(double original, double estimated) {
-      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
-          double.IsNaN(original) || double.IsInfinity(original) ||
-         double.IsNaN(Cn)) {
-        Cn = double.NaN;
-      } else {
+      if (double.IsNaN(estimated) || double.IsInfinity(estimated) || double.IsNaN(original) || double.IsInfinity(original)) {
+        errorState = errorState | OnlineEvaluatorError.InvalidValueAdded;
+      } else if (!errorState.HasFlag(OnlineEvaluatorError.InvalidValueAdded)) {
         n++;
+        errorState = OnlineEvaluatorError.None;        // n >= 1
+
         // online calculation of tMean
         originalMean = originalMean + (original - originalMean) / n;
@@ -67 +72 @@
     #endregion
 
-    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second) {
+    public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineEvaluatorError errorState) {
       IEnumerator<double> firstEnumerator = first.GetEnumerator();
       IEnumerator<double> secondEnumerator = second.GetEnumerator();
@@ -83 +88 @@
         throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
       } else {
+        errorState = covarianceEvaluator.ErrorState;
         return covarianceEvaluator.Covariance;
       }