Changeset 741 for trunk/yat

Timestamp:

Jan 13, 2007, 3:41:40 PM (16 years ago)

Author:

Peter

Message:

fixes #161 and #164

Location:

trunk/yat/regression

Files:

• MultiDimensionalWeighted.cc (modified) (1 diff)
• MultiDimensionalWeighted.h (modified) (1 diff)
• Polynomial.cc (modified) (1 diff)
• PolynomialWeighted.cc (modified) (3 diffs)
• PolynomialWeighted.h (modified) (1 diff)

trunk/yat/regression/MultiDimensionalWeighted.cc

@@ -43 +43 @@
       gsl_multifit_linear_free(work_);
   }
+
+
+  double MultiDimensionalWeighted::chisq() const
+  {
+    return chisquare_;
+  }
+
 
   void MultiDimensionalWeighted::fit(const utility::matrix& x, 

trunk/yat/regression/MultiDimensionalWeighted.h

@@ -52 +52 @@
 
     ///
+    /// @return sum of squared residuals
+    ///
+    double chisq(void) const;
+
+    ///
     /// @see gsl_multifit_wlinear
     ///

trunk/yat/regression/Polynomial.cc

@@ -49 +49 @@
   void Polynomial::fit(const utility::vector& x, const utility::vector& y)
   {
+    ap_.add_values(x,y);
     utility::matrix X=utility::matrix(x.size(),power_+1,1);
     for (size_t i=0; i<X.rows(); ++i)

trunk/yat/regression/PolynomialWeighted.cc

@@ -47 +47 @@
     assert(x.size()==y.size());
     assert(y.size()==w.size());
+    ap_.reset();
+    // AveragerPairWeighted requires 2 weights but works only on the
+    // product wx*wy, so we can send in w and a dummie to get what we
+    // want.
+    ap_.add_values(x,y,utility::vector(x.size(),1),w);
     utility::matrix X=utility::matrix(x.size(),power_+1,1);
     for (size_t i=0; i<X.rows(); ++i)
@@ -52 +57 @@
         X(i,j)=X(i,j-1)*x(i);
     md_.fit(X,y,w);
+    chisq_=md_.chisq();
   }
 
@@ -74 +80 @@
   }
 
-  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_error2(vec, w);
-  }
-
   double PolynomialWeighted::standard_error2(const double x) const
   {

trunk/yat/regression/PolynomialWeighted.h

@@ -85 +85 @@
 
     ///
-    /// @return expected prediction error for a new data point in @a x
-    /// with weight @a w
-    ///
-    double prediction_error2(const double x, const double w=1) const;
-
-    ///
     /// @return error of model value in @a x
     ///