Index: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/HeuristicLab.Problems.DataAnalysis-3.4.csproj
===================================================================
--- trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/HeuristicLab.Problems.DataAnalysis-3.4.csproj	(revision 8658)
+++ trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/HeuristicLab.Problems.DataAnalysis-3.4.csproj	(revision 8664)
@@ -151,4 +151,5 @@
     <Compile Include="Interfaces\Regression\IRegressionEnsembleSolution.cs" />
     <Compile Include="Implementation\Regression\RegressionSolutionBase.cs" />
+    <Compile Include="OnlineCalculators\OnlineBoundedMeanSquaredErrorCalculator.cs" />
     <Compile Include="OnlineCalculators\HoeffdingsDependenceCalculator.cs" />
     <Compile Include="OnlineCalculators\OnlineMaxAbsoluteErrorCalculator.cs" />
@@ -280,5 +281,5 @@
   -->
   <PropertyGroup>
-   <PreBuildEvent Condition=" '$(OS)' == 'Windows_NT' ">set Path=%25Path%25;$(ProjectDir);$(SolutionDir)
+    <PreBuildEvent Condition=" '$(OS)' == 'Windows_NT' ">set Path=%25Path%25;$(ProjectDir);$(SolutionDir)
 set ProjectDir=$(ProjectDir)
 set SolutionDir=$(SolutionDir)
@@ -287,5 +288,5 @@
 call PreBuildEvent.cmd
 </PreBuildEvent>
-<PreBuildEvent Condition=" '$(OS)' != 'Windows_NT' ">
+    <PreBuildEvent Condition=" '$(OS)' != 'Windows_NT' ">
 export ProjectDir=$(ProjectDir)
 export SolutionDir=$(SolutionDir)
Index: trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs
===================================================================
--- trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs	(revision 8664)
+++ trunk/sources/HeuristicLab.Problems.DataAnalysis/3.4/OnlineCalculators/OnlineBoundedMeanSquaredErrorCalculator.cs	(revision 8664)
@@ -0,0 +1,99 @@
+﻿#region License Information
+/* HeuristicLab
+ * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
+ *
+ * This file is part of HeuristicLab.
+ *
+ * HeuristicLab is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * HeuristicLab is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
+ */
+#endregion
+
+using System;
+using System.Collections.Generic;
+
+namespace HeuristicLab.Problems.DataAnalysis {
+  public class OnlineBoundedMeanSquaredErrorCalculator : IOnlineCalculator {
+
+    private double errorSum;
+    private int n;
+    public double BoundedMeanSquaredError {
+      get {
+        return n > 0 ? errorSum / n : 0.0;
+      }
+    }
+
+    public double LowerBound { get; private set; }
+    public double UpperBound { get; private set; }
+
+
+    public OnlineBoundedMeanSquaredErrorCalculator(double lowerBound, double upperbound) {
+      LowerBound = lowerBound;
+      UpperBound = upperbound;
+      Reset();
+    }
+
+    #region IOnlineCalculator Members
+    private OnlineCalculatorError errorState;
+    public OnlineCalculatorError ErrorState {
+      get { return errorState; }
+    }
+    public double Value {
+      get { return BoundedMeanSquaredError; }
+    }
+    public void Reset() {
+      n = 0;
+      errorSum = 0.0;
+      errorState = OnlineCalculatorError.InsufficientElementsAdded;
+    }
+
+    public void Add(double original, double estimated) {
+      if (double.IsNaN(estimated) || double.IsInfinity(estimated) ||
+          double.IsNaN(original) || double.IsInfinity(original) || (errorState & OnlineCalculatorError.InvalidValueAdded) > 0) {
+        errorState = errorState | OnlineCalculatorError.InvalidValueAdded;
+      } else {
+        double error = estimated - original;
+        if (estimated < LowerBound || estimated > UpperBound)
+          errorSum += Math.Abs(error);
+        else
+          errorSum += error * error;
+        n++;
+        errorState = errorState & (~OnlineCalculatorError.InsufficientElementsAdded);        // n >= 1
+      }
+    }
+    #endregion
+
+    public static double Calculate(IEnumerable<double> originalValues, IEnumerable<double> estimatedValues, double lowerBound, double upperBound, out OnlineCalculatorError errorState) {
+      IEnumerator<double> originalEnumerator = originalValues.GetEnumerator();
+      IEnumerator<double> estimatedEnumerator = estimatedValues.GetEnumerator();
+      OnlineBoundedMeanSquaredErrorCalculator boundedMseCalculator = new OnlineBoundedMeanSquaredErrorCalculator(lowerBound, upperBound);
+
+      // always move forward both enumerators (do not use short-circuit evaluation!)
+      while (originalEnumerator.MoveNext() & estimatedEnumerator.MoveNext()) {
+        double original = originalEnumerator.Current;
+        double estimated = estimatedEnumerator.Current;
+        boundedMseCalculator.Add(original, estimated);
+        if (boundedMseCalculator.ErrorState != OnlineCalculatorError.None) break;
+      }
+
+      // check if both enumerators are at the end to make sure both enumerations have the same length
+      if (boundedMseCalculator.ErrorState == OnlineCalculatorError.None &&
+         (estimatedEnumerator.MoveNext() || originalEnumerator.MoveNext())) {
+        throw new ArgumentException("Number of elements in originalValues and estimatedValues enumerations doesn't match.");
+      } else {
+        errorState = boundedMseCalculator.ErrorState;
+        return boundedMseCalculator.BoundedMeanSquaredError;
+      }
+    }
+  }
+}
