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// $Id$ |
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/* |
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Copyright (C) 2004 Peter Johansson |
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Copyright (C) 2005, 2006, 2007, 2008 Jari Häkkinen, Peter Johansson |
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Copyright (C) 2010, 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 "Local.h" |
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#include "Kernel.h" |
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#include "OneDimensionalWeighted.h" |
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#include "yat/utility/Exception.h" |
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#include "yat/utility/Vector.h" |
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#include "yat/utility/VectorView.h" |
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|
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#include <algorithm> |
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#include <cassert> |
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#include <ostream> |
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#include <sstream> |
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#include <stdexcept> |
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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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Local::Local(OneDimensionalWeighted& r, Kernel& k) |
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: kernel_(&k), regressor_(&r) |
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{ |
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} |
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|
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Local::~Local(void) |
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{ |
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} |
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|
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void Local::add(const double x, const double y) |
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{ |
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data_.push_back(std::make_pair(x,y)); |
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} |
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|
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void Local::fit(const size_t step_size, const size_t nof_points) |
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{ |
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if (step_size==0){ |
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std::stringstream ss; |
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ss << "yat::regression::Local: step_size must be larger than zero."; |
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throw utility::runtime_error(ss.str()); |
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} |
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if (nof_points<3){ |
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std::stringstream ss; |
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ss << "yat::regression::Local: too few data points. " |
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<< "At least 3 data points are needed to perform fitting."; |
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throw utility::runtime_error(ss.str()); |
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} |
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if (data_.size()<step_size){ |
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std::stringstream ss; |
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ss << "yat::regression::Local: too large step_size " |
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<< "step_size, " << step_size |
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<< ", is larger than number of added data points " << data_.size(); |
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throw utility::runtime_error(ss.str()); |
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} |
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|
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size_t nof_fits=data_.size()/step_size; |
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x_.resize(nof_fits); |
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y_predicted_.resize(x_.size()); |
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y_err_.resize(x_.size()); |
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sort(data_.begin(), data_.end()); |
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|
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// copying data to 2 utility vectors ONCE to use views from |
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utility::Vector x(data_.size()); |
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utility::Vector y(data_.size()); |
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for (size_t j=0; j<x.size(); j++){ |
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x(j)=data_[j].first; |
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y(j)=data_[j].second; |
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} |
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|
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// looping over regression points and perform local regression |
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for (size_t i=0; i<nof_fits; i++) { |
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size_t max_index = static_cast<size_t>( (i+0.5)*step_size ); |
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size_t min_index; |
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double width; // distance from middle of windo to border of window |
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double x_mid; // middle of window |
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// right border case |
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if (max_index > data_.size()-1){ |
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min_index = max_index - nof_points + 1; |
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max_index = data_.size()-1; |
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width = ( (( x(max_index)-x(0) )*(nof_points-1)) / |
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( 2*(max_index-min_index)) ); |
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x_mid = x(min_index)+width; |
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} |
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// normal middle case |
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else if (max_index > nof_points-1){ |
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min_index = max_index - nof_points + 1; |
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width = (x(max_index)-x(min_index))/2; |
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x_mid = x(min_index)+width; |
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} |
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// left border case |
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else { |
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min_index = 0; |
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width = ( (( x(max_index)-x(0) )*(nof_points-1)) / |
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( 2*(max_index-min_index)) ); |
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x_mid = x(max_index)-width; |
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} |
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assert(min_index<data_.size()); |
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assert(max_index<data_.size()); |
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|
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utility::VectorView x_local(x, min_index, max_index-min_index+1); |
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utility::VectorView y_local(y, min_index, max_index-min_index+1); |
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|
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// calculating weights |
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utility::Vector w(max_index-min_index+1); |
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for (size_t j=0; j<w.size(); j++) |
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w(j) = (*kernel_)( (x_local(j)- x_mid)/width ); |
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|
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// fitting the regressor locally |
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regressor_->fit(x_local,y_local,w); |
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assert(i<y_predicted_.size()); |
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assert(i<y_err_.size()); |
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x_(i) = x(i*step_size); |
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y_predicted_(i) = regressor_->predict(x(i*step_size)); |
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y_err_(i) = sqrt(regressor_->standard_error2(x(i*step_size))); |
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} |
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} |
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|
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|
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void Local::reset(void) |
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{ |
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data_.clear(); |
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x_.resize(0); |
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y_predicted_.resize(0); |
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y_err_.resize(0); |
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} |
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|
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|
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const utility::Vector& Local::x(void) const |
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{ |
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return x_; |
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} |
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|
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const utility::Vector& Local::y_predicted(void) const |
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{ |
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return y_predicted_; |
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} |
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|
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const utility::Vector& Local::y_err(void) const |
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{ |
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return y_err_; |
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} |
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|
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std::ostream& operator<<(std::ostream& os, const Local& r) |
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{ |
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os << "# column 1: x\n" |
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<< "# column 2: y\n" |
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<< "# column 3: y_err\n"; |
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for (size_t i=0; i<r.x().size(); i++) { |
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os << r.x()(i) << "\t" |
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<< r.y_predicted()(i) << "\t" |
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<< r.y_err()(i) << "\n"; |
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} |
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|
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return os; |
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} |
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|
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}}} // of namespaces regression, yat, and theplu |