public double CheckNewBasisFast(Basis basis, Basis basisReflected, double newKnotVal, Func <double[][], double[], double[]> solver, ref double [][] transformedData)
{
if (transformedData == null)
{
List <Basis> tempNewBasises = new List <Basis>(this.Basises);
tempNewBasises.Add(basis);
tempNewBasises.Add(basisReflected);
transformedData = Recalc(tempNewBasises, Regressors);
}
else
{
int ncol = transformedData[0].Length - 2;
int nrow = transformedData.Length;
bool b1Warning = true;
bool b2Warning = true;
double b1Temp = 0.0;
double b2Temp = 0.0;
for (int i = 0; i < nrow; i++)
{
transformedData[i][ncol] += basis.CalcFastDependedOnPrevious(Regressors[i], newKnotVal, basis.Hinges[basis.Hinges.Count - 1].Value, i);
transformedData[i][ncol + 1] += basisReflected.CalcFastDependedOnPrevious(Regressors[i], newKnotVal, basis.Hinges[basis.Hinges.Count - 1].Value, i);
if (b1Warning)
{
b1Warning = b1Temp == transformedData[i][ncol];
b1Temp = transformedData[i][ncol];
}
if (b2Warning)
{
b2Warning = b2Temp == transformedData[i][ncol];
b2Temp = transformedData[i][ncol];
}
}
if (b1Warning || b2Warning)
{
return(double.MaxValue);
}
//Console.WriteLine("Warn {0} {1} !" + ++_warns, b1Temp, b2Temp);
}
//var tempNewRegressionCoefficients = RegressionToolkit.CalculateLeastSquares(transformedData, Y);
var tempNewRegressionCoefficients = solver(transformedData, Y);
var tempNewpredicted = RegressionToolkit.Predict(tempNewRegressionCoefficients.ToArray(), transformedData);
var tempNewRSS = RegressionToolkit.CalcRSS(tempNewpredicted.ToArray(), Y);
return(tempNewRSS);
}
//public double[] YTransformed { get; set; }
public double CheckNewBasis(Basis basis, Basis basisReflected)
{
List <Basis> tempNewBasises = new List <Basis>(this.Basises);
tempNewBasises.Add(basis);
tempNewBasises.Add(basisReflected);
var transformedData = Recalc(tempNewBasises, Regressors);
var tempNewRegressionCoefficients = RegressionToolkit.CalculateLeastSquares(transformedData, Y);
var tempNewpredicted = RegressionToolkit.Predict(tempNewRegressionCoefficients.ToArray(), transformedData);
var tempNewRSS = RegressionToolkit.CalcRSS(tempNewpredicted.ToArray(), Y);
return(tempNewRSS);
}
public void Recalc()
{
RegressorsTransformed = Recalc(this.Basises, Regressors);
//_regressionCoefficients = RegressionToolkit.CalculateLeastSquares(RegressorsTransformed, Y);
//regressionCoefficients = PrepareAndCalcCholesskyFull(RegressorsTransformed, Y).ToList();
//Задать V нужный размер
_v = ResizeV(this._v, RegressorsTransformed[0].Length);
//А C можно пересчитать прямо тут
_c = __calcC(RegressorsTransformed);
_regressionCoefficients = PrepareAndCalcCholesskyNewColumns(RegressorsTransformed, Y).ToList();
var predicted = RegressionToolkit.Predict(_regressionCoefficients.ToArray(), RegressorsTransformed);
_RSS = RegressionToolkit.CalcRSS(predicted.ToArray(), Y);
_RSq = RegressionToolkit.CalcRSq(predicted.ToArray(), Y);
}
