source: trunk/yat/regression/PolynomialWeighted.cc @ 1615

Last change on this file since 1615 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: 2.4 KB
Line 
1// $Id: PolynomialWeighted.cc 1487 2008-09-10 08:41:36Z jari $
2
3/*
4  Copyright (C) 2006, 2007 Jari Häkkinen, Peter Johansson
5  Copyright (C) 2008 Peter Johansson
6
7  This file is part of the yat library, http://dev.thep.lu.se/yat
8
9  The yat library is free software; you can redistribute it and/or
10  modify it under the terms of the GNU General Public License as
11  published by the Free Software Foundation; either version 3 of the
12  License, or (at your option) any later version.
13
14  The yat library is distributed in the hope that it will be useful,
15  but WITHOUT ANY WARRANTY; without even the implied warranty of
16  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
17  General Public License for more details.
18
19  You should have received a copy of the GNU General Public License
20  along with yat. If not, see <http://www.gnu.org/licenses/>.
21*/
22
23#include "PolynomialWeighted.h"
24#include "yat/utility/Matrix.h"
25#include "yat/utility/Vector.h"
26
27#include <cassert>
28
29namespace theplu {
30namespace yat {
31namespace regression {
32
33  PolynomialWeighted::PolynomialWeighted(size_t power)
34    : OneDimensionalWeighted(), power_(power)
35  {
36  }
37
38  PolynomialWeighted::~PolynomialWeighted(void)
39  {
40  }
41
42  void PolynomialWeighted::fit(const utility::VectorBase& x,
43                               const utility::VectorBase& y,
44                               const utility::VectorBase& w)
45  {
46    assert(x.size()==y.size());
47    assert(y.size()==w.size());
48    ap_.reset();
49    // AveragerPairWeighted requires 2 weights but works only on the
50    // product wx*wy, so we can send in w and a dummie to get what we
51    // want.
52    utility::Vector dummy(x.size(), 1.0);
53    add(ap_,x.begin(), x.end(),y.begin(),dummy.begin(),w.begin());
54    utility::Matrix X=utility::Matrix(x.size(),power_+1,1);
55    for (size_t i=0; i<X.rows(); ++i)
56      for (size_t j=1; j<X.columns(); ++j)
57        X(i,j)=X(i,j-1)*x(i);
58    md_.fit(X,y,w);
59    chisq_=md_.chisq();
60  }
61
62
63  const utility::Vector& PolynomialWeighted::fit_parameters(void) const
64  {
65    return md_.fit_parameters(); 
66  }
67
68
69  double PolynomialWeighted::s2(const double w) const
70  {
71    return md_.s2(w);
72  }
73
74  double PolynomialWeighted::predict(const double x) const
75  {
76    utility::Vector vec(power_+1,1);
77    for (size_t i=1; i<=power_; ++i)
78      vec(i) = vec(i-1)*x;
79    return md_.predict(vec);
80  }
81
82  double PolynomialWeighted::standard_error2(const double x) const
83  {
84    utility::Vector vec(power_+1,1);
85    for (size_t i=1; i<=power_; ++i)
86      vec(i) = vec(i-1)*x;
87    return md_.standard_error2(vec);
88  }
89
90}}} // of namespaces regression, yat, and theplu
Note: See TracBrowser for help on using the repository browser.