private static void Invert(double[] falseData, double[] trueData, out double[] xRes, out double[] zRes,
out double[] forwardOut, out double[] reverseOut, bool debug)
{
double xmin = double.MaxValue;
double xmax = -double.MaxValue;
for (int i = 0; i < falseData.GetLength(0); i++)
{
double xx = falseData[i];
if (xx < xmin)
{
xmin = xx;
}
if (xx > xmax)
{
xmax = xx;
}
}
for (int i = 0; i < trueData.GetLength(0); i++)
{
double xx = trueData[i];
if (xx < xmin)
{
xmin = xx;
}
if (xx > xmax)
{
xmax = xx;
}
}
double dx = xmax - xmin;
xmin -= 0.1 * dx;
xmax += 0.1 * dx;
double[] falseX;
double[] falseZ;
int n = trueData.GetLength(0);
double cov = ArrayUtils.CalcCovariance(trueData);
double fact = Math.Pow(n, 1.0 / 5.0);
double hinv = fact / Math.Sqrt(cov);
if (hinv == 0)
{
xRes = null;
zRes = null;
forwardOut = null;
reverseOut = null;
return;
}
EstimateBivariateDensity(falseData, out falseX, out falseZ, xmin, xmax, hinv);
double[] trueX;
double[] trueZ;
EstimateBivariateDensity(trueData, out trueX, out trueZ, xmin, xmax, hinv);
double[] x = UnifySupport(falseX, trueX);
falseZ = Interpolate(x, falseX, falseZ);
trueZ = Interpolate(x, trueX, trueZ);
double[] inverse = new double[x.Length];
for (int i = 0; i < x.Length; i++)
{
inverse[i] = falseZ[i] <= 0 ? double.Epsilon : Math.Max((falseZ[i] * 0.5) / trueZ[i], double.Epsilon);
}
double maxVal = double.MinValue;
int maxInd = -1;
for (int i = 0; i < x.Length; i++)
{
if (inverse[i] > maxVal)
{
maxVal = inverse[i];
maxInd = i;
}
}
for (int i = 0; i < maxInd; i++)
{
inverse[i] = maxVal;
}
xRes = x;
zRes = inverse;
if (debug)
{
forwardOut = trueZ;
reverseOut = falseZ;
}
else
{
forwardOut = null;
reverseOut = null;
}
}