1 | // $Id: PolynomialWeighted.cc 1121 2008-02-22 15:29:56Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2006 Jari Häkkinen, Peter Johansson |
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5 | Copyright (C) 2007 Peter Johansson |
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6 | |
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7 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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8 | |
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9 | The yat library is free software; you can redistribute it and/or |
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10 | modify it under the terms of the GNU General Public License as |
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11 | published by the Free Software Foundation; either version 2 of the |
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12 | License, or (at your option) any later version. |
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13 | |
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14 | The yat library is distributed in the hope that it will be useful, |
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15 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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17 | General Public License for more details. |
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18 | |
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19 | You should have received a copy of the GNU General Public License |
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20 | along with this program; if not, write to the Free Software |
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21 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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22 | 02111-1307, USA. |
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23 | */ |
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24 | |
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25 | #include "PolynomialWeighted.h" |
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26 | #include "yat/utility/Matrix.h" |
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27 | #include "yat/utility/Vector.h" |
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28 | |
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29 | #include <cassert> |
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30 | |
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31 | namespace theplu { |
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32 | namespace yat { |
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33 | namespace regression { |
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34 | |
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35 | PolynomialWeighted::PolynomialWeighted(size_t power) |
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36 | : OneDimensionalWeighted(), power_(power) |
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37 | { |
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38 | } |
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39 | |
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40 | PolynomialWeighted::~PolynomialWeighted(void) |
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41 | { |
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42 | } |
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43 | |
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44 | void PolynomialWeighted::fit(const utility::VectorBase& x, |
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45 | const utility::VectorBase& y, |
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46 | const utility::VectorBase& w) |
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47 | { |
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48 | assert(x.size()==y.size()); |
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49 | assert(y.size()==w.size()); |
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50 | ap_.reset(); |
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51 | // AveragerPairWeighted requires 2 weights but works only on the |
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52 | // product wx*wy, so we can send in w and a dummie to get what we |
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53 | // want. |
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54 | utility::Vector dummy(x.size(), 1.0); |
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55 | add(ap_,x.begin(), x.end(),y.begin(),dummy.begin(),w.begin()); |
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56 | utility::Matrix X=utility::Matrix(x.size(),power_+1,1); |
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57 | for (size_t i=0; i<X.rows(); ++i) |
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58 | for (u_int j=1; j<X.columns(); j++) |
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59 | X(i,j)=X(i,j-1)*x(i); |
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60 | md_.fit(X,y,w); |
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61 | chisq_=md_.chisq(); |
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62 | } |
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63 | |
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64 | |
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65 | const utility::Vector& PolynomialWeighted::fit_parameters(void) const |
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66 | { |
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67 | return md_.fit_parameters(); |
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68 | } |
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69 | |
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70 | |
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71 | double PolynomialWeighted::s2(const double w) const |
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72 | { |
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73 | return md_.s2(w); |
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74 | } |
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75 | |
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76 | double PolynomialWeighted::predict(const double x) const |
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77 | { |
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78 | utility::Vector vec(power_+1,1); |
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79 | for (size_t i=1; i<=power_; ++i) |
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80 | vec(i) = vec(i-1)*x; |
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81 | return md_.predict(vec); |
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82 | } |
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83 | |
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84 | double PolynomialWeighted::standard_error2(const double x) const |
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85 | { |
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86 | utility::Vector vec(power_+1,1); |
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87 | for (size_t i=1; i<=power_; ++i) |
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88 | vec(i) = vec(i-1)*x; |
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89 | return md_.standard_error2(vec); |
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90 | } |
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91 | |
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92 | }}} // of namespaces regression, yat, and theplu |
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