source: trunk/yat/regression/PolynomialWeighted.cc @ 682

Last change on this file since 682 was 682, checked in by Jari Häkkinen, 16 years ago

Addresses #153. Moved regression files to .../yat/regression.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Id
File size: 2.0 KB
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1// $Id: PolynomialWeighted.cc 682 2006-10-11 22:06:38Z jari $
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 "PolynomialWeighted.h"
25#include "yat/utility/matrix.h"
26#include "yat/utility/vector.h"
27
28#include <cassert>
29
30namespace theplu {
31namespace yat {
32namespace regression {
33
34  void PolynomialWeighted::fit(const utility::vector& x,
35                               const utility::vector& y,
36                               const utility::vector& w)
37  {
38    assert(x.size()==y.size());
39    assert(y.size()==w.size());
40    utility::matrix X=utility::matrix(x.size(),power_+1,1);
41    for (size_t i=0; i<X.rows(); ++i)
42      for (u_int j=1; j<X.columns(); j++)
43        X(i,j)=X(i,j-1)*x(i);
44    md_.fit(X,y,w);
45  }
46
47  double PolynomialWeighted::predict(const double x) const
48  {
49    utility::vector vec(power_+1,1);
50    for (size_t i=1; i<=power_; ++i)
51      vec(i) = vec(i-1)*x;
52    return md_.predict(vec);
53  }
54
55  double PolynomialWeighted::prediction_error(const double x, 
56                                              const double w) const
57  {
58    utility::vector vec(power_+1,1);
59    for (size_t i=1; i<=power_; ++i)
60      vec(i) = vec(i-1)*x;
61    return md_.prediction_error(vec, w);
62  }
63
64  double PolynomialWeighted::standard_error(const double x) const
65  {
66    utility::vector vec(power_+1,1);
67    for (size_t i=1; i<=power_; ++i)
68      vec(i) = vec(i-1)*x;
69    return md_.standard_error(vec);
70  }
71
72}}} // of namespaces regression, yat, and theplu
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