1 | #ifndef _theplu_yat_regression_polynomial_ |
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2 | #define _theplu_yat_regression_polynomial_ |
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3 | |
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4 | // $Id: Polynomial.h 1487 2008-09-10 08:41:36Z jari $ |
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5 | |
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6 | /* |
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7 | Copyright (C) 2005, 2006, 2007 Jari Häkkinen, Peter Johansson |
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8 | Copyright (C) 2008 Peter Johansson |
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9 | |
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10 | This file is part of the yat library, http://dev.thep.lu.se/yat |
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11 | |
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12 | The yat library is free software; you can redistribute it and/or |
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13 | modify it under the terms of the GNU General Public License as |
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14 | published by the Free Software Foundation; either version 3 of the |
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15 | License, or (at your option) any later version. |
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16 | |
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17 | The yat library is distributed in the hope that it will be useful, |
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18 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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19 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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20 | General Public License for more details. |
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21 | |
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22 | You should have received a copy of the GNU General Public License |
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23 | along with yat. If not, see <http://www.gnu.org/licenses/>. |
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24 | */ |
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25 | |
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26 | #include "OneDimensional.h" |
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27 | #include "MultiDimensional.h" |
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28 | |
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29 | namespace theplu { |
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30 | namespace yat { |
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31 | namespace utility { |
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32 | class VectorBase; |
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33 | } |
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34 | namespace regression { |
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35 | |
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36 | /** |
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37 | @brief Polynomial regression |
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38 | |
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39 | Data are modeled as \f$ y = \alpha + \beta x + \gamma x^2 + |
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40 | ... + \delta x_i^{\textrm{power}} + \epsilon_i \f$ |
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41 | */ |
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42 | class Polynomial : public OneDimensional |
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43 | { |
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44 | public: |
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45 | |
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46 | /// |
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47 | /// @param power degree of polynomial, e.g. 1 for a linear model |
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48 | /// |
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49 | explicit Polynomial(size_t power); |
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50 | |
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51 | /// |
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52 | /// @brief Destructor |
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53 | /// |
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54 | ~Polynomial(void); |
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55 | |
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56 | /// |
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57 | /// @brief covariance of parameters |
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58 | /// |
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59 | const utility::Matrix& covariance(void) const; |
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60 | |
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61 | /// |
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62 | /// Fit the model by minimizing the mean squared deviation between |
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63 | /// model and data. |
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64 | /// |
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65 | void fit(const utility::VectorBase& x, const utility::VectorBase& y); |
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66 | |
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67 | /// |
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68 | /// @return parameters of the model |
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69 | /// |
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70 | /// @see MultiDimensional |
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71 | /// |
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72 | const utility::Vector& fit_parameters(void) const; |
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73 | |
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74 | /// |
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75 | /// @return value in @a x of model |
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76 | /// |
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77 | double predict(const double x) const; |
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78 | |
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79 | /** |
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80 | \f$ \frac{\sum \epsilon_i^2}{N-\textrm{DF}} \f$ |
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81 | where DF is number of parameters in model. |
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82 | |
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83 | @return variance of residuals |
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84 | */ |
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85 | double s2(void) const; |
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86 | |
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87 | /// |
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88 | /// @return squared error of model value in @a x |
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89 | /// |
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90 | double standard_error2(const double x) const; |
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91 | |
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92 | private: |
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93 | MultiDimensional md_; |
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94 | size_t power_; |
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95 | |
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96 | }; |
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97 | |
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98 | }}} // of namespaces regression, yat, and theplu |
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99 | |
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100 | #endif |
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