public void GenerateOptimalModel(OptimalModelAlgorithm alg)
{
if (!_initialized)
{
return;
}
ForOptMdl.Clear();
var n = Data.Count;
int fullM = 0;
foreach (bool b in TrueFunc)
{
if (b)
{
fullM++;
}
}
double fullR2 = calcR2(_Y, n);
TettaRSS fullXTettaRss = TettaRSS.Compute(generateX(Data.Count, fullM, TrueFunc.ToArray()), _Y);
var sigma2 = fullXTettaRss.Rss / (n - fullM);
if (alg == OptimalModelAlgorithm.Exception)
{
exceptionAlgorithm(n, fullM, fullR2, sigma2);
}
else
{
insertionAlgorithm(n, fullM, fullR2, sigma2);
}
selectBestF(ForOptMdl.Mellous, ref ForOptMdl.BestFMell);
selectBestF(ForOptMdl.MSEP, ref ForOptMdl.BestFMSEP);
selectBestF(ForOptMdl.AEV, ref ForOptMdl.BestFAEV);
selectBestF(ForOptMdl.E, ref ForOptMdl.BestFE);
selectBestFR(ForOptMdl.ManyKrit, ref ForOptMdl.BestFR);
}
public void GenerateOptimalModel(OptimalModelAlgorithm alg)
{
if (!_initialized) return;
ForOptMdl.Clear();
var n = Data.Count;
int fullM = 0;
foreach (bool b in TrueFunc) if (b) fullM++;
double fullR2 = calcR2(_Y, n);
TettaRSS fullXTettaRss = TettaRSS.Compute(generateX(Data.Count, fullM, TrueFunc.ToArray()), _Y);
var sigma2 = fullXTettaRss.Rss / (n - fullM);
if (alg == OptimalModelAlgorithm.Exception)
exceptionAlgorithm(n, fullM, fullR2, sigma2);
else
insertionAlgorithm(n, fullM, fullR2, sigma2);
selectBestF(ForOptMdl.Mellous, ref ForOptMdl.BestFMell);
selectBestF(ForOptMdl.MSEP, ref ForOptMdl.BestFMSEP);
selectBestF(ForOptMdl.AEV, ref ForOptMdl.BestFAEV);
selectBestF(ForOptMdl.E, ref ForOptMdl.BestFE);
selectBestFR(ForOptMdl.ManyKrit, ref ForOptMdl.BestFR);
}
