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// $Id$ |
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/* |
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Copyright (C) 2005 Peter Johansson |
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Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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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 "LinearWeighted.h" |
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#include "yat/statistics/AveragerPairWeighted.h" |
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#include "yat/utility/Vector.h" |
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#include <cassert> |
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|
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namespace theplu { |
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namespace yat { |
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namespace regression { |
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|
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LinearWeighted::LinearWeighted(void) |
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: OneDimensionalWeighted(), alpha_(0), alpha_var_(0), beta_(0), |
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beta_var_(0) |
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{ |
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} |
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|
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LinearWeighted::~LinearWeighted(void) |
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{ |
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} |
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|
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double LinearWeighted::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 LinearWeighted::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 LinearWeighted::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 LinearWeighted::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 LinearWeighted::fit(const utility::VectorBase& x, |
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const utility::VectorBase& y, |
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const utility::VectorBase& w) |
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{ |
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assert(x.size()==y.size()); |
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assert(x.size()==w.size()); |
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|
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// AveragerPairWeighted requires 2 weights but works only on the |
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// product wx*wy, so we can send in w and a dummie to get what we |
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// want. |
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ap_.reset(); |
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yat::utility::Vector dummy(x.size(), 1.0); |
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add(ap_, x.begin(), x.end(), y.begin(),dummy.begin(),w.begin()); |
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|
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alpha_ = m_y(); |
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beta_ = sxy()/sxx(); |
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|
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chisq_=0; |
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for (size_t i=0; i<x.size(); ++i){ |
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double res = predict(x(i))-y(i); |
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chisq_ += w(i)*res*res; |
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} |
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|
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alpha_var_ = s2()/ap_.y_averager().sum_w(); |
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beta_var_ = s2()/sxx(); |
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} |
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|
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double LinearWeighted::m_x(void) const |
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{ |
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return ap_.x_averager().mean(); |
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} |
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|
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double LinearWeighted::m_y(void) const |
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{ |
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return ap_.y_averager().mean(); |
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} |
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|
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double LinearWeighted::predict(const double x) const |
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{ |
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return alpha_ + beta_ * (x-m_x()); |
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} |
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|
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|
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double LinearWeighted::s2(double w) const |
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{ |
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return chisq_/(w*(ap_.y_averager().n()-2)); |
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} |
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|
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double LinearWeighted::standard_error2(const double x) const |
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{ |
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return alpha_var_ + beta_var_*(x-m_x())*(x-m_x()); |
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} |
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|
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double LinearWeighted::sxx(void) const |
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{ |
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return ap_.x_averager().sum_xx_centered(); |
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} |
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|
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|
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double LinearWeighted::sxy(void) const |
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{ |
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return ap_.sum_xy_centered(); |
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} |
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|
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|
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double LinearWeighted::syy(void) const |
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{ |
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return ap_.y_averager().sum_xx_centered(); |
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} |
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|
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}}} // of namespaces regression, yat, and theplu |