public static double Calculate(IEnumerable <double> first, IEnumerable <double> second, out OnlineCalculatorError errorState)
{
IEnumerator <double> firstEnumerator = first.GetEnumerator();
IEnumerator <double> secondEnumerator = second.GetEnumerator();
OnlineCovarianceCalculator covarianceCalculator = new OnlineCovarianceCalculator();
// always move forward both enumerators (do not use short-circuit evaluation!)
while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext())
{
double x = secondEnumerator.Current;
double y = firstEnumerator.Current;
covarianceCalculator.Add(x, y);
if (covarianceCalculator.ErrorState != OnlineCalculatorError.None)
{
break;
}
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (covarianceCalculator.ErrorState == OnlineCalculatorError.None &&
(secondEnumerator.MoveNext() || firstEnumerator.MoveNext()))
{
throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
}
else
{
errorState = covarianceCalculator.ErrorState;
return(covarianceCalculator.Covariance);
}
}
public void Add(double x, double y)
{
// no need to check validity of values explicitly here as it is checked in all three evaluators
covCalculator.Add(x, y);
sxCalculator.Add(x);
syCalculator.Add(y);
}
/// <summary>
/// Calculates linear scaling parameters in one pass.
/// The formulas to calculate the scaling parameters were taken from Scaled Symblic Regression by Maarten Keijzer.
/// http://www.springerlink.com/content/x035121165125175/
/// </summary>
public void Add(double original, double target)
{
// validity of values is checked in mean calculator and covariance calculator
targetMeanCalculator.Add(target);
originalMeanAndVarianceCalculator.Add(original);
originalTargetCovarianceCalculator.Add(original, target);
}
public static double Calculate(IEnumerable<double> first, IEnumerable<double> second, out OnlineCalculatorError errorState) {
IEnumerator<double> firstEnumerator = first.GetEnumerator();
IEnumerator<double> secondEnumerator = second.GetEnumerator();
OnlineCovarianceCalculator covarianceCalculator = new OnlineCovarianceCalculator();
// always move forward both enumerators (do not use short-circuit evaluation!)
while (firstEnumerator.MoveNext() & secondEnumerator.MoveNext()) {
double x = secondEnumerator.Current;
double y = firstEnumerator.Current;
covarianceCalculator.Add(x, y);
if (covarianceCalculator.ErrorState != OnlineCalculatorError.None) break;
}
// check if both enumerators are at the end to make sure both enumerations have the same length
if (covarianceCalculator.ErrorState == OnlineCalculatorError.None &&
(secondEnumerator.MoveNext() || firstEnumerator.MoveNext())) {
throw new ArgumentException("Number of elements in first and second enumeration doesn't match.");
} else {
errorState = covarianceCalculator.ErrorState;
return covarianceCalculator.Covariance;
}
}
