public static OLSResult OLS(PieceConstIntensityResult res)
{
int index = 0;
List <double> ts = res.Results.Select(x => (x.ConfInterval.Left + x.ConfInterval.Right) / 2).ToList();
List <ParamEstimation> parameters = new List <ParamEstimation>();
Func <double, List <ParamEstimation>, double> f = (t, ps) => ps[0].Value + ps[1].Value * t + ps[2].Value * t * t;
double _t = ts.Average();
double _t2 = ts.Average(x => x * x);
double _t3 = ts.Average(x => x * x * x);
double _t4 = ts.Average(x => x * x * x * x);
double _l = res.Results.Average(x => x.ConfInterval.Value);
var qts = res.Results.Zip(ts, (x, t) => new { Index = t, Value = x.ConfInterval.Value });
double _lt = qts.Average(x => x.Index * x.Value);
double _lt2 = qts.Average(x => x.Index * x.Index * x.Value);
List <double> numParams = SlauSolver.Solve(new List <double[]>
{
new double[] { 1, _t, _t2 },
new double[] { _t, _t2, _t3 },
new double[] { _t2, _t3, _t4 }
}, new List <double> {
_l, _lt, _lt2
});
parameters.Add(new ParamEstimation("A", numParams[0]));
parameters.Add(new ParamEstimation("B", numParams[1]));
parameters.Add(new ParamEstimation("C", numParams[2]));
return(new OLSResult(parameters, f));
}
public static ProbPieceConstIntensityResult ProbPieceIntensity(PieceConstIntensityResult res)
{
int i = 0, cls = 0;
List <ProbPieceConstIntensityClassResult> newlst = new List <ProbPieceConstIntensityClassResult>();
while (i < res.Results.Count)
{
cls++;
List <PieceConstIntensityClassResult> lst = new List <PieceConstIntensityClassResult>();
lst.Add(res.Results[i]);
if (i + 1 == res.Results.Count)
{
newlst.Add(new ProbPieceConstIntensityClassResult(lst, cls, res.Results[i].ConfInterval.Value));
break;
}
int nextNs = res.Results[i].Number;
double nextL = res.Results[i].ConfInterval.Value;
do
{
int _ns = nextNs, ns = res.Results[i + 1].Number;
double _l = nextL, l = res.Results[i + 1].ConfInterval.Value;
double t = (l - _l) / Math.Sqrt((_ns - 1) * l * l + (ns - 1) * _l * _l) * Math.Sqrt((ns * _ns * (ns + _ns - 2)) / (ns + _ns));
Hypothesis h = Hypothesis.Student(t, ns + _ns - 2);
if (h.IsAccepted)
{
nextNs += ns;
nextL = (ns * l + _ns * _l) / (ns + _ns);
lst.Add(res.Results[i + 1]);
i++;
}
if (!h.IsAccepted || i + 1 == res.Results.Count)
{
lst.ForEach(x => x.ConfInterval.ChangeValue(nextL));
newlst.Add(new ProbPieceConstIntensityClassResult(lst, cls, nextL));
i++;
break;
}
} while (true);
}
return(new ProbPieceConstIntensityResult(newlst));
}
