Changeset 739 for trunk/yat

Timestamp:

Jan 12, 2007, 1:14:21 PM (16 years ago)

Author:

Peter

Message:

fixes #178 and removes a bug in MultiDimensional?

Location:

trunk/yat/regression

Files:

• MultiDimensional.cc (modified) (2 diffs)
• MultiDimensional.h (modified) (1 diff)
• MultiDimensionalWeighted.cc (modified) (4 diffs)
• MultiDimensionalWeighted.h (modified) (2 diffs)
• PolynomialWeighted.cc (modified) (1 diff)
• PolynomialWeighted.h (modified) (1 diff)

trunk/yat/regression/MultiDimensional.cc

@@ -63 +63 @@
                         fit_parameters_.gsl_vector_p(),
                         covariance_.gsl_matrix_p(),&chisquare_,work_);
+    s2_ = chisquare_/(x.rows()-x.columns());
   }
 
@@ -86 +87 @@
   double MultiDimensional::prediction_error2(const utility::vector& x) const
   {
-    return standard_error2(x)+chisquare_;
+    return standard_error2(x) + s2_;
   }
 

trunk/yat/regression/MultiDimensional.h

@@ -90 +90 @@
   private:
     double chisquare_;
+    double s2_;
     utility::matrix covariance_;
     utility::vector fit_parameters_;

trunk/yat/regression/MultiDimensionalWeighted.cc

@@ -23 +23 @@
 
 #include "MultiDimensionalWeighted.h"
+#include "yat/statistics/AveragerWeighted.h"
 #include "yat/utility/matrix.h"
 #include "yat/utility/vector.h"
@@ -58 +59 @@
                          fit_parameters_.gsl_vector_p(),
                          covariance_.gsl_matrix_p(),&chisquare_,work_);
+
+    statistics::AveragerWeighted aw;
+    aw.add_values(y,w);
+    s2_ = chisquare_ / (aw.n()-fit_parameters_.size());
+    covariance_ *= s2_;
   }
 
@@ -66 +72 @@
   }
 
-  double MultiDimensionalWeighted::prediction_error(const utility::vector& x,
-                                                    const double w) const
+  double MultiDimensionalWeighted::prediction_error2(const utility::vector& x,
+                                                     const double w) const
   {
-    double s2 = 0;
-    for (size_t i=0; i<x.size(); ++i){
-      s2 += covariance_(i,i)*x(i)*x(i);
-      for (size_t j=i+1; j<x.size(); ++j)
-        s2 += 2*covariance_(i,j)*x(i)*x(j);
-    }
-    return sqrt(s2+chisquare_/w);
+    return standard_error2(x) + s2_/w;
   }
 
@@ -82 +82 @@
   MultiDimensionalWeighted::standard_error2(const utility::vector& x) const
   {
-    double s2 = 0;
+    double c = 0;
     for (size_t i=0; i<x.size(); ++i){
-      s2 += covariance_(i,i)*x(i)*x(i);
+      c += covariance_(i,i)*x(i)*x(i);
       for (size_t j=i+1; j<x.size(); ++j)
-        s2 += 2*covariance_(i,j)*x(i)*x(j);
+        c += 2*covariance_(i,j)*x(i)*x(j);
     }
-    return s2;
+    return c;
   }
 

trunk/yat/regression/MultiDimensionalWeighted.h

@@ -63 +63 @@
 
     ///
-    /// @return expected prediction error for a new data point in @a x
+    /// @return expected squared prediction error for a new data point
+    /// in @a x
     ///
-    double prediction_error(const utility::vector& x, const double w) const;
+    double prediction_error2(const utility::vector& x, const double w) const;
 
     ///
@@ -81 +82 @@
     utility::matrix covariance_;
     utility::vector fit_parameters_;
+    double s2_;
     gsl_multifit_linear_workspace* work_;
 

trunk/yat/regression/PolynomialWeighted.cc

@@ -67 +67 @@
   }
 
-  double PolynomialWeighted::prediction_error(const double x, 
-                                              const double w) const
+  double PolynomialWeighted::prediction_error2(const double x, 
+                                               const double w) const
   {
     utility::vector vec(power_+1,1);
     for (size_t i=1; i<=power_; ++i)
       vec(i) = vec(i-1)*x;
-    return md_.prediction_error(vec, w);
+    return md_.prediction_error2(vec, w);
   }
 

trunk/yat/regression/PolynomialWeighted.h

@@ -81 +81 @@
     /// with weight @a w
     ///
-    double prediction_error(const double x, const double w=1) const;
+    double prediction_error2(const double x, const double w=1) const;
 
     ///