source: trunk/yat/regression/Local.cc @ 767

Last change on this file since 767 was 767, checked in by Peter, 15 years ago

Fixes #65

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1// $Id: Local.cc 767 2007-02-22 15:14:40Z peter $
2
3/*
4  Copyright (C) The authors contributing to this file.
5
6  This file is part of the yat library, http://lev.thep.lu.se/trac/yat
7
8  The yat library is free software; you can redistribute it and/or
9  modify it under the terms of the GNU General Public License as
10  published by the Free Software Foundation; either version 2 of the
11  License, or (at your option) any later version.
12
13  The yat library is distributed in the hope that it will be useful,
14  but WITHOUT ANY WARRANTY; without even the implied warranty of
15  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16  General Public License for more details.
17
18  You should have received a copy of the GNU General Public License
19  along with this program; if not, write to the Free Software
20  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
21  02111-1307, USA.
22*/
23
24#include "Local.h"
25#include "Kernel.h"
26#include "OneDimensionalWeighted.h"
27#include "yat/utility/vector.h"
28
29#include <algorithm>
30#include <cassert>
31#include <iostream>
32
33namespace theplu {
34namespace yat {
35namespace regression {
36
37  Local::Local(OneDimensionalWeighted& r, Kernel& k)
38    : kernel_(&k), regressor_(&r)
39  {
40  }
41
42  Local::~Local(void)
43  {
44  }
45
46  void Local::add(const double x, const double y)
47  {
48    data_.push_back(std::make_pair(x,y));
49  }
50
51  void Local::fit(const size_t step_size, const size_t nof_points)
52  {
53    if (step_size==0 || nof_points<3){
54      std::cerr << "yat::regression::Local "
55                << "Parameters invalid. Fitting ignored." << std::endl;
56      return;
57    }
58
59    size_t nof_fits=data_.size()/step_size;
60    x_= utility::vector(nof_fits);
61    y_predicted_ = utility::vector(x_.size());
62    y_err_ = utility::vector(x_.size());
63    sort(data_.begin(), data_.end());
64
65    // coying data to 2 utility vectors ONCE to use views from
66    utility::vector x(data_.size());
67    utility::vector y(data_.size());
68    for (size_t j=0; j<x.size(); j++){
69      x(j)=data_[j].first;
70      y(j)=data_[j].second;
71    }
72
73    // looping over regression points and perform local regression
74    for (size_t i=0; i<nof_fits; i++) {
75      size_t max_index = static_cast<size_t>( (i+0.5)*step_size );
76      size_t min_index;
77      double width; // distance from middle of windo to border of window
78      double x_mid; // middle of window
79      // right border case
80      if (max_index > data_.size()-1){
81        min_index = max_index - nof_points + 1;
82        max_index = data_.size()-1;
83        width = ( (( x(max_index)-x(0) )*(nof_points-1)) / 
84                  ( 2*(max_index-min_index)) );
85        x_mid = x(min_index)+width;
86      }
87      // normal middle case
88      else if (max_index > nof_points-1){
89        min_index = max_index - nof_points + 1;
90        width = (x(max_index)-x(min_index))/2;
91        x_mid = x(min_index)+width;
92      }
93      // left border case
94      else {
95        min_index = 0;
96        width = ( (( x(max_index)-x(0) )*(nof_points-1)) / 
97                  ( 2*(max_index-min_index)) );
98        x_mid = x(max_index)-width;
99      }
100      assert(min_index<data_.size());
101      assert(max_index<data_.size());
102                               
103      utility::vector x_local(x, min_index, max_index-min_index+1);
104      utility::vector y_local(y, min_index, max_index-min_index+1);
105
106      // calculating weights
107      utility::vector w(max_index-min_index+1);
108      for (size_t j=0; j<w.size(); j++)
109        w(j) = (*kernel_)( (x_local(j)- x_mid)/width );
110     
111      // fitting the regressor locally
112      regressor_->fit(x_local,y_local,w);
113      assert(i<y_predicted_.size());
114      assert(i<y_err_.size());
115      y_predicted_(i) = regressor_->predict(x(i*step_size));
116      y_err_(i) = sqrt(regressor_->standard_error2(x(i*step_size)));
117    }
118  }
119
120  const utility::vector& Local::x(void) const
121  {
122    return x_;
123  }
124
125  const utility::vector& Local::y_predicted(void) const
126  {
127    return y_predicted_;
128  }
129
130  const utility::vector& Local::y_err(void) const
131  {
132    return y_err_;
133  }
134
135  std::ostream& operator<<(std::ostream& os, const Local& r)
136  {
137    os << "# column 1: x\n"
138      << "# column 2: y\n"
139      << "# column 3: y_err\n";
140    for (size_t i=0; i<r.x().size(); i++) {
141      os << r.x()(i) << "\t" 
142         << r.y_predicted()(i) << "\t"
143         << r.y_err()(i) << "\n";
144    }   
145
146    return os;
147  }
148
149}}} // of namespaces regression, yat, and theplu
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