source: trunk/yat/regression/Polynomial.cc @ 1650

Last change on this file since 1650 was 1487, checked in by Jari Häkkinen, 13 years ago

Addresses #436. GPL license copy reference should also be updated.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Id
File size: 2.1 KB
Line 
1// $Id: Polynomial.cc 1487 2008-09-10 08:41:36Z jari $
2
3/*
4  Copyright (C) 2005 Jari Häkkinen
5  Copyright (C) 2006, 2007 Jari Häkkinen, Peter Johansson
6  Copyright (C) 2008 Peter Johansson
7
8  This file is part of the yat library, http://dev.thep.lu.se/yat
9
10  The yat library is free software; you can redistribute it and/or
11  modify it under the terms of the GNU General Public License as
12  published by the Free Software Foundation; either version 3 of the
13  License, or (at your option) any later version.
14
15  The yat library is distributed in the hope that it will be useful,
16  but WITHOUT ANY WARRANTY; without even the implied warranty of
17  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
18  General Public License for more details.
19
20  You should have received a copy of the GNU General Public License
21  along with yat. If not, see <http://www.gnu.org/licenses/>.
22*/
23
24#include "Polynomial.h"
25#include "yat/utility/Matrix.h"
26#include "yat/utility/VectorBase.h"
27
28namespace theplu {
29namespace yat {
30namespace regression {
31
32  Polynomial::Polynomial(size_t power)
33    : OneDimensional(), power_(power)
34  {
35  }
36
37
38  Polynomial::~Polynomial(void)
39  {
40  }
41
42
43  const utility::Matrix& Polynomial::covariance(void) const
44  {
45    return md_.covariance();
46  }
47
48
49  void Polynomial::fit(const utility::VectorBase& x, 
50                       const utility::VectorBase& y)
51  {
52    add(ap_, x.begin(), x.end(), y.begin());
53    utility::Matrix X=utility::Matrix(x.size(),power_+1,1);
54    for (size_t i=0; i<X.rows(); ++i)
55      for (size_t j=1; j<X.columns(); ++j)
56        X(i,j)=X(i,j-1)*x(i);
57    md_.fit(X,y);
58    chisq_ = md_.chisq();
59  }
60
61
62  const utility::Vector& Polynomial::fit_parameters(void) const
63  {
64    return md_.fit_parameters(); 
65  }
66
67
68  double Polynomial::predict(const double x) const
69  {
70    utility::Vector vec(power_+1,1);
71    for (size_t i=1; i<=power_; ++i)
72      vec(i) = vec(i-1)*x;
73    return md_.predict(vec);
74  }
75
76
77  double Polynomial::s2(void) const
78  {
79    return chisq()/(ap_.n()-power_-1);
80  }
81
82
83  double Polynomial::standard_error2(const double x) const
84  {
85    utility::Vector vec(power_+1,1);
86    for (size_t i=1; i<=power_; ++i)
87      vec(i) = vec(i-1)*x;
88    return md_.standard_error2(vec);
89  }
90
91}}} // of namespaces regression, yat, and theplu
Note: See TracBrowser for help on using the repository browser.