Example #1
0
        public static string OutputFitResults(LinearFitBySvd fit, string[] paramNames)
        {
            // Output of results

            Current.Console.WriteLine("");
            Current.Console.WriteLine("---- " + DateTime.Now.ToString() + " -----------------------");
            Current.Console.WriteLine("Multivariate regression of order {0}", fit.NumberOfParameter);

            Current.Console.WriteLine("{0,-15} {1,20} {2,20} {3,20} {4,20}",
                                      "Name", "Value", "Error", "F-Value", "Prob>F");

            for (int i = 0; i < fit.Parameter.Length; i++)
            {
                Current.Console.WriteLine("{0,-15} {1,20} {2,20} {3,20} {4,20}",
                                          paramNames == null ? string.Format("A{0}", i) : paramNames[i],
                                          fit.Parameter[i],
                                          fit.StandardErrorOfParameter(i),
                                          fit.TofParameter(i),
                                          1 - FDistribution.CDF(fit.TofParameter(i), fit.NumberOfParameter, fit.NumberOfData - 1)
                                          );
            }

            Current.Console.WriteLine("R²: {0}, Adjusted R²: {1}",
                                      fit.RSquared,
                                      fit.AdjustedRSquared);

            Current.Console.WriteLine("------------------------------------------------------------");
            Current.Console.WriteLine("Source of  Degrees of");
            Current.Console.WriteLine("variation  freedom          Sum of Squares          Mean Square          F0                   P value");

            double regressionmeansquare = fit.RegressionCorrectedSumOfSquares / fit.NumberOfParameter;
            double residualmeansquare   = fit.ResidualSumOfSquares / (fit.NumberOfData - fit.NumberOfParameter - 1);

            Current.Console.WriteLine("Regression {0,10} {1,20} {2,20} {3,20} {4,20}",
                                      fit.NumberOfParameter,
                                      fit.RegressionCorrectedSumOfSquares,
                                      fit.RegressionCorrectedSumOfSquares / fit.NumberOfParameter,
                                      regressionmeansquare / residualmeansquare,
                                      1 - FDistribution.CDF(regressionmeansquare / residualmeansquare, fit.NumberOfParameter, fit.NumberOfData - 1)
                                      );

            Current.Console.WriteLine("Residual   {0,10} {1,20} {2,20}",
                                      fit.NumberOfData - 1 - fit.NumberOfParameter,
                                      fit.ResidualSumOfSquares,
                                      residualmeansquare
                                      );


            Current.Console.WriteLine("Total      {0,10} {1,20}",
                                      fit.NumberOfData - 1,
                                      fit.TotalCorrectedSumOfSquares

                                      );

            Current.Console.WriteLine("------------------------------------------------------------");


            return(null);
        }
Example #2
0
        public static string Fit(Altaxo.Graph.GUI.GraphController ctrl, int order, double fitCurveXmin, double fitCurveXmax, bool showFormulaOnGraph)
        {
            string error;

            int numberOfDataPoints;

            double[] xarr = null, yarr = null, earr = null;
            error = GetActivePlotPoints(ctrl, ref xarr, ref yarr, out numberOfDataPoints);

            if (null != error)
            {
                return(error);
            }

            string[] plotNames = GetActivePlotName(ctrl);


            // Error-Array
            earr = new double[numberOfDataPoints];
            for (int i = 0; i < earr.Length; i++)
            {
                earr[i] = 1;
            }

            int numberOfParameter = order + 1;

            double[]       parameter = new double[numberOfParameter];
            LinearFitBySvd fit       =
                new LinearFitBySvd(
                    xarr, yarr, earr, numberOfDataPoints, order + 1, new FunctionBaseEvaluator(EvaluatePolynomialBase), 1E-5);

            // Output of results

            Current.Console.WriteLine("");
            Current.Console.WriteLine("---- " + DateTime.Now.ToString() + " -----------------------");
            Current.Console.WriteLine("Polynomial regression of order {0} of {1} over {2}", order, plotNames[1], plotNames[0]);

            Current.Console.WriteLine(
                "Name           Value               Error               F-Value             Prob>F");

            for (int i = 0; i < fit.Parameter.Length; i++)
            {
                Current.Console.WriteLine("A{0,-3} {1,20} {2,20} {3,20} {4,20}",
                                          i,
                                          fit.Parameter[i],
                                          fit.StandardErrorOfParameter(i),
                                          fit.TofParameter(i),
                                          1 - FDistribution.CDF(fit.TofParameter(i), numberOfParameter, numberOfDataPoints - 1)
                                          );
            }

            Current.Console.WriteLine("R²: {0}, Adjusted R²: {1}",
                                      fit.RSquared,
                                      fit.AdjustedRSquared);

            Current.Console.WriteLine("------------------------------------------------------------");
            Current.Console.WriteLine("Source of  Degrees of");
            Current.Console.WriteLine("variation  freedom          Sum of Squares          Mean Square          F0                   P value");

            double regressionmeansquare = fit.RegressionCorrectedSumOfSquares / numberOfParameter;
            double residualmeansquare   = fit.ResidualSumOfSquares / (numberOfDataPoints - numberOfParameter - 1);

            Current.Console.WriteLine("Regression {0,10} {1,20} {2,20} {3,20} {4,20}",
                                      numberOfParameter,
                                      fit.RegressionCorrectedSumOfSquares,
                                      fit.RegressionCorrectedSumOfSquares / numberOfParameter,
                                      regressionmeansquare / residualmeansquare,
                                      1 - FDistribution.CDF(regressionmeansquare / residualmeansquare, numberOfParameter, numberOfDataPoints - 1)
                                      );

            Current.Console.WriteLine("Residual   {0,10} {1,20} {2,20}",
                                      numberOfDataPoints - 1 - numberOfParameter,
                                      fit.ResidualSumOfSquares,
                                      residualmeansquare
                                      );


            Current.Console.WriteLine("Total      {0,10} {1,20}",
                                      numberOfDataPoints - 1,
                                      fit.TotalCorrectedSumOfSquares

                                      );

            Current.Console.WriteLine("------------------------------------------------------------");


            // add the fit curve to the graph
            IScalarFunctionDD  plotfunction = new PolynomialFunction(fit.Parameter);
            XYFunctionPlotItem fittedCurve  = new XYFunctionPlotItem(new XYFunctionPlotData(plotfunction), new G2DPlotStyleCollection(LineScatterPlotStyleKind.Line));

            ctrl.ActiveLayer.PlotItems.Add(fittedCurve);

            return(null);
        }
    public static string OutputFitResults(LinearFitBySvd fit, string[] paramNames)
    {
     

      // Output of results

      Current.Console.WriteLine("");
      Current.Console.WriteLine("---- " + DateTime.Now.ToString() + " -----------------------");
      Current.Console.WriteLine("Multivariate regression of order {0}",fit.NumberOfParameter);

      Current.Console.WriteLine("{0,-15} {1,20} {2,20} {3,20} {4,20}",
        "Name","Value","Error","F-Value","Prob>F");

      for(int i=0;i<fit.Parameter.Length;i++)
        Current.Console.WriteLine("{0,-15} {1,20} {2,20} {3,20} {4,20}",
          paramNames==null ? string.Format("A{0}",i) : paramNames[i],
          fit.Parameter[i],
          fit.StandardErrorOfParameter(i),
          fit.TofParameter(i),
          1-FDistribution.CDF(fit.TofParameter(i),fit.NumberOfParameter,fit.NumberOfData-1)
          );

      Current.Console.WriteLine("R²: {0}, Adjusted R²: {1}",
        fit.RSquared,
        fit.AdjustedRSquared);

      Current.Console.WriteLine("------------------------------------------------------------");
      Current.Console.WriteLine("Source of  Degrees of");
      Current.Console.WriteLine("variation  freedom          Sum of Squares          Mean Square          F0                   P value");

      double regressionmeansquare = fit.RegressionCorrectedSumOfSquares/fit.NumberOfParameter;
      double residualmeansquare = fit.ResidualSumOfSquares/(fit.NumberOfData-fit.NumberOfParameter-1);
     
      Current.Console.WriteLine("Regression {0,10} {1,20} {2,20} {3,20} {4,20}",
        fit.NumberOfParameter,
        fit.RegressionCorrectedSumOfSquares,
        fit.RegressionCorrectedSumOfSquares/fit.NumberOfParameter,
        regressionmeansquare/residualmeansquare,
        1-FDistribution.CDF(regressionmeansquare/residualmeansquare,fit.NumberOfParameter,fit.NumberOfData-1)
        );

      Current.Console.WriteLine("Residual   {0,10} {1,20} {2,20}",
        fit.NumberOfData-1-fit.NumberOfParameter,
        fit.ResidualSumOfSquares,
        residualmeansquare
        );


      Current.Console.WriteLine("Total      {0,10} {1,20}",
        fit.NumberOfData-1,
        fit.TotalCorrectedSumOfSquares
       
        );

      Current.Console.WriteLine("------------------------------------------------------------");


      return null;
    }