1 | // $Id: Local.cc 682 2006-10-11 22:06:38Z jari $ |
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2 | |
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3 | /* |
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4 | Copyright (C) The authors contributing to this file. |
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5 | |
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6 | This file is part of the yat library, http://lev.thep.lu.se/trac/yat |
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7 | |
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8 | The yat library is free software; you can redistribute it and/or |
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9 | modify it under the terms of the GNU General Public License as |
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10 | published by the Free Software Foundation; either version 2 of the |
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11 | License, or (at your option) any later version. |
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12 | |
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13 | The yat library is distributed in the hope that it will be useful, |
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14 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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16 | General Public License for more details. |
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17 | |
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18 | You should have received a copy of the GNU General Public License |
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19 | along with this program; if not, write to the Free Software |
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20 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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21 | 02111-1307, USA. |
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22 | */ |
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23 | |
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24 | #include "Local.h" |
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25 | #include "Kernel.h" |
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26 | #include "OneDimensionalWeighted.h" |
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27 | #include "yat/utility/vector.h" |
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28 | |
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29 | #include <algorithm> |
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30 | #include <cassert> |
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31 | #include <iostream> |
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32 | |
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33 | namespace theplu { |
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34 | namespace yat { |
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35 | namespace regression { |
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36 | |
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37 | void Local::fit(const size_t step_size, const size_t nof_points) |
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38 | { |
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39 | if (step_size==0 || nof_points<3){ |
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40 | // Peter to Jari, throw exception? |
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41 | std::cerr << "theplu::regression::Local " |
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42 | << "Parameters invalid. Fitting ignored." << std::endl; |
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43 | return; |
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44 | } |
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45 | |
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46 | size_t nof_fits=data_.size()/step_size; |
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47 | x_= utility::vector(nof_fits); |
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48 | y_predicted_ = utility::vector(x_.size()); |
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49 | y_err_ = utility::vector(x_.size()); |
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50 | sort(data_.begin(), data_.end()); |
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51 | |
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52 | // coying data to 2 utility vectors ONCE to use views from |
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53 | utility::vector x(data_.size()); |
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54 | utility::vector y(data_.size()); |
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55 | for (size_t j=0; j<x.size(); j++){ |
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56 | x(j)=data_[j].first; |
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57 | y(j)=data_[j].second; |
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58 | } |
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59 | |
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60 | // looping over regression points and perform local regression |
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61 | for (size_t i=0; i<nof_fits; i++) { |
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62 | size_t max_index = static_cast<size_t>( (i+0.5)*step_size ); |
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63 | size_t min_index; |
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64 | double width; // distance from middle of windo to border of window |
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65 | double x_mid; // middle of window |
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66 | // right border case |
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67 | if (max_index > data_.size()-1){ |
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68 | min_index = max_index - nof_points + 1; |
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69 | max_index = data_.size()-1; |
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70 | width = ( (( x(max_index)-x(0) )*(nof_points-1)) / |
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71 | ( 2*(max_index-min_index)) ); |
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72 | x_mid = x(min_index)+width; |
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73 | } |
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74 | // normal middle case |
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75 | else if (max_index > nof_points-1){ |
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76 | min_index = max_index - nof_points + 1; |
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77 | width = (x(max_index)-x(min_index))/2; |
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78 | x_mid = x(min_index)+width; |
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79 | } |
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80 | // left border case |
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81 | else { |
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82 | min_index = 0; |
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83 | width = ( (( x(max_index)-x(0) )*(nof_points-1)) / |
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84 | ( 2*(max_index-min_index)) ); |
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85 | x_mid = x(max_index)-width; |
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86 | } |
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87 | assert(min_index<data_.size()); |
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88 | assert(max_index<data_.size()); |
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89 | |
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90 | utility::vector x_local(x, min_index, max_index-min_index+1); |
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91 | utility::vector y_local(y, min_index, max_index-min_index+1); |
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92 | |
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93 | // calculating weights |
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94 | utility::vector w(max_index-min_index+1); |
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95 | for (size_t j=0; j<w.size(); j++) |
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96 | w(j) = kernel_->weight( (x_local(j)- x_mid)/width ); |
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97 | |
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98 | // fitting the regressor locally |
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99 | regressor_->fit(x_local,y_local,w); |
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100 | assert(i<y_predicted_.size()); |
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101 | assert(i<y_err_.size()); |
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102 | y_predicted_(i) = regressor_->predict(x(i*step_size)); |
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103 | y_err_(i) = regressor_->standard_error(x(i*step_size)); |
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104 | } |
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105 | } |
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106 | |
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107 | std::ostream& operator<<(std::ostream& os, const Local& r) |
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108 | { |
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109 | os << "# column 1: x\n" |
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110 | << "# column 2: y\n" |
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111 | << "# column 3: y_err\n"; |
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112 | for (size_t i=0; i<r.x().size(); i++) { |
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113 | os << r.x()(i) << "\t" |
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114 | << r.y_predicted()(i) << "\t" |
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115 | << r.y_err()(i) << "\n"; |
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116 | } |
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117 | |
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118 | return os; |
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119 | } |
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120 | |
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121 | }}} // of namespaces regression, yat, and theplu |
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