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// $Id$ |
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/* |
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Copyright (C) 2004, 2005, 2006 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2007 Peter Johansson |
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Copyright (C) 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2012 Peter Johansson |
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This file is part of the yat library, http://dev.thep.lu.se/yat |
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The yat library is free software; you can redistribute it and/or |
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modify it under the terms of the GNU General Public License as |
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published by the Free Software Foundation; either version 3 of the |
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License, or (at your option) any later version. |
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|
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The yat library is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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General Public License for more details. |
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|
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You should have received a copy of the GNU General Public License |
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along with yat. If not, see <http://www.gnu.org/licenses/>. |
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*/ |
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#include <config.h> |
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#include "Linear.h" |
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#include "yat/statistics/AveragerPair.h" |
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#include "yat/utility/VectorBase.h" |
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namespace theplu { |
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namespace yat { |
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namespace regression { |
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Linear::Linear(void) |
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: OneDimensional(), alpha_(0), alpha_var_(0), beta_(0), beta_var_(0) |
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{ |
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} |
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|
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Linear::~Linear(void) |
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{ |
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} |
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double Linear::alpha(void) const |
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{ |
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return alpha_; |
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} |
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|
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double Linear::alpha_var(void) const |
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{ |
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return alpha_var_; |
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} |
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|
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double Linear::beta(void) const |
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{ |
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return beta_; |
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} |
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|
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double Linear::beta_var(void) const |
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{ |
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return beta_var_; |
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} |
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|
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void Linear::fit(const utility::VectorBase& x, const utility::VectorBase& y) |
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{ |
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ap_.reset(); |
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for (size_t i=0; i<x.size(); i++) |
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ap_.add(x(i),y(i)); |
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|
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alpha_ = ap_.y_averager().mean(); |
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beta_ = ap_.sum_xy_centered() / ap_.x_averager().sum_xx_centered(); |
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|
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// calculating deviation between data and model |
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chisq_ = (ap_.y_averager().sum_xx_centered() - ap_.sum_xy_centered()* |
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ap_.sum_xy_centered()/ap_.x_averager().sum_xx_centered() ); |
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alpha_var_ = s2() / x.size(); |
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beta_var_ = s2() / ap_.x_averager().sum_xx_centered(); |
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} |
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|
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double Linear::predict(const double x) const |
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{ |
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return alpha_ + beta_ * (x - ap_.x_averager().mean()); |
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} |
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|
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double Linear::s2(void) const |
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{ |
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return chisq()/(ap_.n()-2); |
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} |
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|
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double Linear::standard_error2(const double x) const |
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{ |
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return alpha_var_+beta_var_*(x-ap_.x_averager().mean())* |
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(x-ap_.x_averager().mean()); |
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} |
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|
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}}} // of namespaces regression, yat, and theplu |