Changeset 385

Timestamp:

Aug 13, 2005, 11:24:18 AM (17 years ago)

Author:

Jari Häkkinen

Message:

Continued fixing of regression stuff.

Location:

trunk

Files:

• TODO (modified) (1 diff)
• lib/statistics/Linear.cc (modified) (1 diff)
• lib/statistics/Linear.h (modified) (2 diffs)
• lib/statistics/Polynomial.cc (modified) (1 diff)
• lib/statistics/Polynomial.h (modified) (4 diffs)
• test/Makefile.am (modified) (2 diffs)
• test/data/regression_gauss.data (added)
• test/regression_linear_test.cc (deleted)
• test/regression_local_test.cc (deleted)
• test/regression_naive_test.cc (deleted)
• test/regression_test.cc (added)

trunk/TODO

@@ -6 +6 @@
 
 see also todo.html
+
+implement 'make doc+stat+publish' properly.

trunk/lib/statistics/Linear.cc

@@ -4 +4 @@
 
 #include <c++_tools/statistics/AveragerPair.h>
-#include <c++_tools/statistics/Regression.h>
 #include <c++_tools/gslapi/vector.h>
 

trunk/lib/statistics/Linear.h

@@ -27 +27 @@
       : OneDimensional(), alpha_(0), alpha_var_(0), beta_(0), beta_var_(0),
         m_x_(0), s2_(0) {}
-
-    ///
-    /// Copy Constructor. (not implemented)
-    ///
-    Linear(const Linear&);
 
     ///
@@ -110 +105 @@
 
   private:
+    ///
+    /// Copy Constructor. (not implemented)
+    ///
+    Linear(const Linear&);
+
     double alpha_;
     double alpha_var_;

trunk/lib/statistics/Polynomial.cc

@@ -11 +11 @@
 
 
-  Polynomial::Polynomial(gslapi::matrix& data, size_t power)
-    : chisquare_(0), covariance_(gslapi::matrix(power+1,power+1)),
-      fit_parameters_(gslapi::vector(power+1)),
-      target_(gslapi::vector(data.rows())),
-      X_(gslapi::matrix(data.rows(),power+1))
+  Polynomial::~Polynomial(void)
   {
-    work_=gsl_multifit_linear_alloc(data.rows(),power+1);
-    for (size_t i=0; i<data.rows(); ++i) {
-      target_[i]=data(i,1);
-      for (u_int j=0; j<=power; j++)
-        X_(i,j)=pow(data(i,0),j);
-    }
+    if (work_)
+      gsl_multifit_linear_free(work_);
   }
 
 
 
-  Polynomial::~Polynomial(void)
+  void Polynomial::fit(const gslapi::vector& x, const gslapi::vector& y)
   {
-    gsl_multifit_linear_free(work_);
+    if (work_)
+      gsl_multifit_linear_free(work_);
+    work_=gsl_multifit_linear_alloc(x.size(),fit_parameters_.size());
+    X_=gslapi::matrix(x.size(),fit_parameters_.size());
+    for (size_t i=0; i<x.size(); ++i)
+      for (u_int j=0; j<fit_parameters_.size(); j++)
+        X_(i,j)=pow(x(i),j);
+    gsl_multifit_linear(X_.gsl_matrix_pointer(),y.gsl_vector_pointer(),
+                        fit_parameters_.TEMP_gsl_vector_pointer(),
+                        covariance_.gsl_matrix_pointer(),&chisquare_,work_);
   }
 

trunk/lib/statistics/Polynomial.h

@@ -26 +26 @@
     ///
     ///
-    Polynomial(gslapi::matrix&,size_t);
+    inline Polynomial(size_t power)
+      : OneDimensional(), chisquare_(0),
+        covariance_(gslapi::matrix(power+1,power+1)),
+        fit_parameters_(gslapi::vector(power+1)), work_(NULL) {}
 
     ///
@@ -36 +39 @@
     ///
     ///
-    int fit(void)
-      { return gsl_multifit_linear(X_.gsl_matrix_pointer(),
-                                   target_.TEMP_gsl_vector_pointer(),
-                                   fit_parameters_.TEMP_gsl_vector_pointer(),
-                                   covariance_.gsl_matrix_pointer(),
-                                   &chisquare_,work_); }
+    void fit(const gslapi::vector& x, const gslapi::vector& y);
 
     ///
@@ -48 +46 @@
     gslapi::vector fit_parameters(void) { return fit_parameters_; }
 
+    inline void fit(const gslapi::vector& x, const gslapi::vector& y,
+                    const gslapi::vector& w) { assert(0); }
+
+    inline void predict(const double x, double& y, double& y_err,
+                         const double w=1) { assert(0); }
+
+    inline std::ostream& print(std::ostream& s) const
+      { assert(0); return s; }
+
+    inline std::ostream& print_header(std::ostream& s) const
+      { assert(0); return s; }
+
 
   private:
@@ -53 +63 @@
     gslapi::matrix covariance_;
     gslapi::vector fit_parameters_;
-    gslapi::vector target_;
     gsl_multifit_linear_workspace* work_;
     gslapi::matrix X_;    // matrix of predictor variables in GSL language

trunk/test/Makefile.am

@@ -5 +5 @@
 TESTS = alignment_test averagerpair_test consensus_inputranker_test \
   crossvalidation_test inputranker_test kernel_test matrix_test \
-  nni_test pca_test regression_linear_test \
-  regression_local_test regression_naive_test rnd_test roc_test \
+  nni_test pca_test regression_test rnd_test roc_test \
   statistics_test stl_utility_test svd_test svm_test vector_test
 
@@ -26 +25 @@
 nni_test_SOURCES = nni_test.cc
 pca_test_SOURCES = pca_test.cc
-regression_linear_test_SOURCES = regression_linear_test.cc
-regression_local_test_SOURCES = regression_local_test.cc
-regression_naive_test_SOURCES = regression_naive_test.cc
+regression_test_SOURCES = regression_test.cc
 rnd_test_SOURCES = rnd_test.cc
 roc_test_SOURCES = roc_test.cc