Changeset 740

Timestamp:

Jan 12, 2007, 4:17:22 PM (16 years ago)

Author:

Peter

Message:

added more test in MultiDimWeighted? and moved some stuff to be implemented in MultiDimWeighted? rather than in PolynomialWeighted?.

Location:

trunk

Files:

• test/regression_test.cc (modified) (2 diffs)
• yat/regression/MultiDimensionalWeighted.cc (modified) (2 diffs)
• yat/regression/MultiDimensionalWeighted.h (modified) (2 diffs)
• yat/regression/PolynomialWeighted.cc (modified) (2 diffs)
• yat/regression/PolynomialWeighted.h (modified) (2 diffs)

trunk/test/regression_test.cc

@@ -187 +187 @@
   *error << "  testing regression::PolynomialWeighted" << std::endl;
   regression::PolynomialWeighted pol_weighted(2);
-  // ok = equal(polynomial, pol_weighted, error) && ok;
+  regression::Polynomial polynomial2(2);
+  // ok = equal(polynomial2, pol_weighted, error) && ok;
 
   ok = multidim(error) && ok;
+
+  if (!ok)
+    *error << "Test failed\n" << std::endl;
 
   if (error!=&std::cerr)
@@ -392 +396 @@
   }
 
+  w(0)=1.0;  w(1)=1.0;  w(2)=0.5;  w(3)=0.2;  w(4)=0.2;
+  mdw.fit(data,y,w);
+  double predict = mdw.predict(z);
+  double prediction_error2 = mdw.prediction_error2(z, 1.0);
+  double s2 = mdw.s2(1.0);
+  double standard_error2 = mdw.standard_error2(z);
+
+  w.scale(2);
+  mdw.fit(data,y,w);
+  if (fabs(mdw.predict(z)-predict)>10e-10){
+    ok = false;
+    *error << "Error: predict not equal after rescaling.\n";
+    *error << "   predict = " << predict << " and after doubling weights.\n";
+    *error << "   predict = " << mdw.predict(z) << "\n";
+  }
+  if (fabs(mdw.prediction_error2(z,2)-prediction_error2)>10e-7){
+    ok = false;
+    *error << "Error: prediction_error2 not equal after rescaling.\n";
+    *error << "       predict_error2 = " << prediction_error2 
+           << " and after doubling weights.\n";
+    *error << "       predict_error2 = " << mdw.prediction_error2(z,2) << "\n";
+  }
+  if (fabs(mdw.s2(2)-s2)>10e-10){
+    ok = false;
+    *error << "Error: s2 not equal after rescaling.\n";
+    *error << "       s2 = " << s2 << " and after doubling weights.\n";
+    *error << "       s2 = " << mdw.s2(2) << "\n";
+  }
+  if (fabs(mdw.standard_error2(z)-standard_error2)>10e-7){
+    ok = false;
+    *error << "Error: standard_error2 not equal after rescaling.\n";
+    *error << " standard_error2 = " << standard_error2 
+           << " and after doubling weights.\n";
+    *error << " standard_error2 = " << mdw.standard_error2(z) << "\n";
+  }
+
   return ok;
 }

trunk/yat/regression/MultiDimensionalWeighted.cc

@@ -66 +66 @@
   }
 
+
+  const utility::vector& MultiDimensionalWeighted::fit_parameters(void) const
+  {
+    return fit_parameters_;
+  }
+
   double MultiDimensionalWeighted::predict(const utility::vector& x) const
   {
@@ -75 +81 @@
                                                      const double w) const
   {
-    return standard_error2(x) + s2_/w;
+    return standard_error2(x) + s2(w);
+  }
+
+
+  double MultiDimensionalWeighted::s2(const double w) const
+  {
+    return s2_/w;
   }
 

trunk/yat/regression/MultiDimensionalWeighted.h

@@ -66 +66 @@
     /// in @a x
     ///
-    double prediction_error2(const utility::vector& x, const double w) const;
+    double prediction_error2(const utility::vector& x, const double w=1) const;
 
     ///
@@ -76 +76 @@
     /// @return parameters of fitted model
     ///
-    utility::vector fit_parameters(void) { return fit_parameters_; }
+    const utility::vector& fit_parameters(void) const;
+
+    ///
+    /// @return variance of residuals
+    ///
+    double s2(const double w=1.0) const;
 
   private:

trunk/yat/regression/PolynomialWeighted.cc

@@ -33 +33 @@
 
   PolynomialWeighted::PolynomialWeighted(size_t power)
-    : OneDimensionalWeighted(), mse_(0), power_(power)
+    : OneDimensionalWeighted(), power_(power)
   {
   }
@@ -54 +54 @@
   }
 
-  double PolynomialWeighted::s2(const double) const
+
+  const utility::vector& PolynomialWeighted::fit_parameters(void) const
   {
-    return mse_;
+    return md_.fit_parameters(); 
+  }
+
+
+  double PolynomialWeighted::s2(const double w=1.0) const
+  {
+    return md_.s2(w);
   }
 

trunk/yat/regression/PolynomialWeighted.h

@@ -63 +63 @@
 
     ///
+    /// @return parameters of the model
+    ///
+    /// @see MultiDimensional
+    ///
+    const utility::vector& fit_parameters(void) const;
+
+    ///
     /// @return parameters for polynomial model
     ///
@@ -90 +97 @@
   private:
     MultiDimensionalWeighted md_;
-    double mse_;
     size_t power_;