Changeset 386

Timestamp:

Aug 15, 2005, 1:16:52 AM (18 years ago)

Author:

Jari Häkkinen

Message:

Extracted the underlying GSL multifit algo from Polynomial into separate
class (MultiDimensional?).

Location:

trunk/lib/statistics

Files:

• Makefile.am (modified) (2 diffs)
• MultiDimensional.cc (added)
• MultiDimensional.h (added)
• Polynomial.cc (modified) (2 diffs)
• Polynomial.h (modified) (4 diffs)

trunk/lib/statistics/Makefile.am

@@ -9 +9 @@
 libstatistics_la_SOURCES = \
   Averager.cc AveragerPair.cc AveragerWeighted.cc Fisher.cc Histogram.cc \
-  Kernel.cc KernelBox.cc KernelTriCube.cc Linear.cc Local.cc Naive.cc \
+  Kernel.cc KernelBox.cc KernelTriCube.cc Linear.cc Local.cc \
+  MultiDimensional.cc Naive.cc \
   Pearson.cc Polynomial.cc ROC.cc Score.cc utility.cc
 
@@ -16 +17 @@
 include_statistics_HEADERS = \
   Averager.h AveragerPair.h AveragerWeighted.h Fisher.h Histogram.h \
-  Kernel.h KernelBox.h KernelTriCube.h Linear.h Local.h Naive.h \
+  Kernel.h KernelBox.h KernelTriCube.h Linear.h Local.h \
+  MultiDimensional.h Naive.h \
   OneDimensional.h Pearson.h Polynomial.h ROC.h Score.h tScore.h utility.h

trunk/lib/statistics/Polynomial.cc

@@ -3 +3 @@
 #include <c++_tools/statistics/Polynomial.h>
 #include <c++_tools/gslapi/matrix.h>
-
-#include <cmath>
+#include <c++_tools/gslapi/vector.h>
 
 namespace theplu {
@@ -11 +10 @@
 
 
-  Polynomial::~Polynomial(void)
-  {
-    if (work_)
-      gsl_multifit_linear_free(work_);
-  }
-
-
-
   void Polynomial::fit(const gslapi::vector& x, const gslapi::vector& y)
   {
-    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_);
+    gslapi::matrix X=gslapi::matrix(x.size(),power_+1,1);
+    for (size_t i=0; i<X.rows(); ++i)
+      for (u_int j=1; j<X.columns(); j++)
+        X(i,j)=X(i,j-1)*x(i);
+    md_.fit(X,y);
   }
 

trunk/lib/statistics/Polynomial.h

@@ -5 +5 @@
 
 #include <c++_tools/statistics/OneDimensional.h>
+#include <c++_tools/statistics/MultiDimensional.h>
 
-#include <c++_tools/gslapi/matrix.h>
 #include <c++_tools/gslapi/vector.h>
 
@@ -27 +27 @@
     ///
     inline Polynomial(size_t power)
-      : OneDimensional(), chisquare_(0),
-        covariance_(gslapi::matrix(power+1,power+1)),
-        fit_parameters_(gslapi::vector(power+1)), work_(NULL) {}
+      : OneDimensional(), power_(power) {}
 
     ///
     /// @brief Destructor
     ///
-    ~Polynomial(void);
+    inline ~Polynomial(void) {};
 
     ///
@@ -44 +42 @@
     ///
     ///
-    gslapi::vector fit_parameters(void) { return fit_parameters_; }
+    gslapi::vector fit_parameters(void) { return md_.fit_parameters(); }
 
     inline void fit(const gslapi::vector& x, const gslapi::vector& y,
@@ -60 +58 @@
 
   private:
-    double chisquare_;
-    gslapi::matrix covariance_;
-    gslapi::vector fit_parameters_;
-    gsl_multifit_linear_workspace* work_;
-    gslapi::matrix X_;    // matrix of predictor variables in GSL language
+    MultiDimensional md_;
+    size_t power_;
 
   };