/// <summary> /// Alternative regression method with different output. </summary> /// <param name="xData"> X values of data </param> /// <param name="yData"> Y values of data </param> /// <param name="degree"> Degree of polynomial which fits the given data </param> /// <param name="normalize"> Normalize xData by mean and standard deviation if normalize == true </param> /// <returns> PolynomialsLeastSquaresRegressionResult containing coefficients, rMatrix, degrees of freedom, norm of residuals, and mean, standard deviation </returns> public virtual PolynomialsLeastSquaresFitterResult regressVerbose(double[] xData, double[] yData, int degree, bool normalize) { LeastSquaresRegressionResult result = regress(xData, yData, degree, normalize); int nData = xData.Length; DoubleMatrix rMatriX = _qrResult.R; DoubleArray resResult = DoubleArray.copyOf(result.Residuals); double resNorm = OG_ALGEBRA.getNorm2(resResult); if (normalize == true) { return(new PolynomialsLeastSquaresFitterResult(result.Betas, rMatriX, nData - degree - 1, resNorm, _renorm)); } return(new PolynomialsLeastSquaresFitterResult(result.Betas, rMatriX, nData - degree - 1, resNorm)); }
/// <summary> /// Checks coefficients of polynomial f(x) are recovered and residuals, { y_i -f(x_i) }, are accurate /// </summary> public virtual void PolynomialFunctionRecoverTest() { //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter(); PolynomialsLeastSquaresFitter regObj = new PolynomialsLeastSquaresFitter(); //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double[] coeff = new double[] {3.4, 5.6, 1.0, -4.0 }; double[] coeff = new double[] { 3.4, 5.6, 1.0, -4.0 }; DoubleFunction1D func = new RealPolynomialFunction1D(coeff); //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final int degree = coeff.length - 1; int degree = coeff.Length - 1; const int nPts = 7; double[] xValues = new double[nPts]; double[] yValues = new double[nPts]; for (int i = 0; i < nPts; ++i) { xValues[i] = -5.0 + 10 * i / (nPts - 1); yValues[i] = func.applyAsDouble(xValues[i]); } double[] yValuesNorm = new double[nPts]; //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double mean = _meanCal.apply(xValues); double mean = _meanCal.apply(xValues); //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double std = _stdCal.apply(xValues); double std = _stdCal.apply(xValues); //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double ratio = mean / std; double ratio = mean / std; for (int i = 0; i < nPts; ++i) { //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double tmp = xValues[i] / std - ratio; double tmp = xValues[i] / std - ratio; yValuesNorm[i] = func.applyAsDouble(tmp); } /// <summary> /// Tests for regress(..) /// </summary> LeastSquaresRegressionResult result = regObj.regress(xValues, yValues, degree); double[] coeffResult = result.Betas; for (int i = 0; i < degree + 1; ++i) { assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i])); } //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double[] residuals = result.getResiduals(); double[] residuals = result.Residuals; func = new RealPolynomialFunction1D(coeffResult); double[] yValuesFit = new double[nPts]; for (int i = 0; i < nPts; ++i) { yValuesFit[i] = func.applyAsDouble(xValues[i]); } for (int i = 0; i < nPts; ++i) { assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), 0.0, Math.Abs(yValues[i]) * EPS); } for (int i = 0; i < nPts; ++i) { assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), Math.Abs(residuals[i]), Math.Abs(yValues[i]) * EPS); } double sum = 0.0; for (int i = 0; i < nPts; ++i) { sum += residuals[i] * residuals[i]; } sum = Math.Sqrt(sum); /// <summary> /// Tests for regressVerbose(.., false) /// </summary> PolynomialsLeastSquaresFitterResult resultVer = regObj.regressVerbose(xValues, yValues, degree, false); coeffResult = resultVer.Coeff; func = new RealPolynomialFunction1D(coeffResult); for (int i = 0; i < nPts; ++i) { yValuesFit[i] = func.applyAsDouble(xValues[i]); } assertEquals(nPts - (degree + 1), resultVer.Dof, 0); for (int i = 0; i < degree + 1; ++i) { assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i])); } for (int i = 0; i < nPts; ++i) { assertEquals(Math.Abs(yValuesFit[i] - yValues[i]), 0.0, Math.Abs(yValues[i]) * EPS); } assertEquals(sum, resultVer.DiffNorm, EPS); /// <summary> /// Tests for regressVerbose(.., true) /// </summary> PolynomialsLeastSquaresFitterResult resultNorm = regObj.regressVerbose(xValues, yValuesNorm, degree, true); coeffResult = resultNorm.Coeff; //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double[] meanAndStd = resultNorm.getMeanAndStd(); double[] meanAndStd = resultNorm.MeanAndStd; assertEquals(nPts - (degree + 1), resultNorm.Dof, 0); assertEquals(mean, meanAndStd[0], EPS); assertEquals(std, meanAndStd[1], EPS); for (int i = 0; i < degree + 1; ++i) { assertEquals(coeff[i], coeffResult[i], EPS * Math.Abs(coeff[i])); } func = new RealPolynomialFunction1D(coeffResult); for (int i = 0; i < nPts; ++i) { //JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final': //ORIGINAL LINE: final double tmp = xValues[i] / std - ratio; double tmp = xValues[i] / std - ratio; yValuesFit[i] = func.applyAsDouble(tmp); } for (int i = 0; i < nPts; ++i) { assertEquals(Math.Abs(yValuesFit[i] - yValuesNorm[i]), 0.0, Math.Abs(yValuesNorm[i]) * EPS); } sum = 0.0; for (int i = 0; i < nPts; ++i) { sum += (yValuesFit[i] - yValuesNorm[i]) * (yValuesFit[i] - yValuesNorm[i]); } sum = Math.Sqrt(sum); assertEquals(sum, resultNorm.DiffNorm, EPS); }
public WeightedLeastSquaresRegressionResult(LeastSquaresRegressionResult result) : base(result) { }