public static double poly3degree(List <double> points) // n day polynomial fit must have degrees +1 nodes degree 3 is x^2+x+k
{
int nodes = points.Count;
List <double> vals = new List <double>();
// Tuple<double, double> p;
double[] p;
double[] ydata = new double[nodes];
double[] xdata = new double[nodes];
double m;
double b;
double s;
double val = 0F;
for (int i = 0; i < nodes; ++i)
{
xdata[i] = i;
}
ydata = points.ToArray();
p = Fit.Polynomial(xdata, ydata, 2);
b = p[0];
m = p[1];
s = p[2];
val = s * nodes * nodes + m * nodes + b;
return(val);
}
/*
* For tyre life estimates we want to know how long the tyres will last, so we're asking for a time prediction
* given a wear amount (100% wear). So y_data is the y-axis which may be time points (session running time) or
* number of sectors since session start incrementing +1 for each sector. When we change tyres we clear these
* data sets but the y-axis time / sector counts will start at however long into the session (time or total
* sectors) we are.
* x_data is the tyre wear at that y point (a percentage).
* the x_point is the point you want to predict the life - wear amount. So we pass 100% in here to give us
* a time / sector count estimate.
* order is the polynomial fit order - 1 for linear, 2 for quadratic etc. > 3 does not give a suitable
* curve and will produce nonsense. Use 2 for tyre wear.
*/
public static double getYEstimate(double[] x_data, double[] y_data, double x_point, int order)
{
// get the polynomial from the Numerics library:
double[] curveParams = Fit.Polynomial(x_data, y_data, order);
// solve for x_point:
double y_point = 0;
for (int power = 0; power < curveParams.Length; power++)
{
if (power == 0)
{
y_point = y_point + curveParams[power];
}
else if (power == 1)
{
y_point = y_point + curveParams[power] * x_point;
}
else
{
y_point = y_point + curveParams[power] * Math.Pow(x_point, power);
}
}
return(y_point);
}
public DlcpPoint(double bias, double[] dVseries, double[] Cseries, double eps)
{
Bias = bias;
dVs = dVseries;
Cs = Cseries;
var lineFitRes = Fit.Line(dVs, Cs);
double c0guess = lineFitRes.Item1;
double c1guess = lineFitRes.Item2;
var quadFitRes = Fit.Polynomial(dVs, Cs, 2);
double C0 = quadFitRes[0];
double C1 = quadFitRes[1];
double C2 = quadFitRes[2];
Density = -(C0 * C0 * C0) / (2 * eps * Consts.ElementaryCharge * C1);
Position = 2 * eps / C0;
//var f = new Func<double, double, double, double>((x, a, b) => a * (Math.Sqrt(1 + b * x) - 1) / x);
//double aGuess = -c0guess * c0guess / c1guess;
//double bGuess = c0guess / aGuess;
//Tuple<double, double> res = Fit.Curve(dVs, Cs, f, aGuess, bGuess);
//double alpha = res.Item1;
//double beta = res.Item2;
//Density = alpha * alpha * beta / (2 * eps * area * area * Consts.ElementaryCharge);
//Position = 2 * eps * area / (alpha * beta);
//var f = new Func<double, double, double, double>((x, c0, c1) => c0 + c1 * x + 2 * (c1 * c1 / c0) * x * x);
//Tuple<double, double> res = Fit.Curve(dVs, Cs, f, c0guess, c1guess);
//double C0 = res.Item1;
//double C1 = res.Item2;
//Density = -C0 * C0 * C0 / (2 * eps * area * area * Consts.ElementaryCharge * C1);
//Position = 2 * eps * area / C1;
}
private static void MathNetTest()
{
var datas = new Datas();
var sourceDatas = datas.LoadSourceDatas();
foreach (var data in sourceDatas)
{
var values = data.Skip(32).Take(6);
double[] X = Enumerable.Range(1, 6).Select(r => (double)r).ToArray();
double[] Y = values.ToArray();
double[] parameters = Fit.Polynomial(X, Y, 2);
List <double> result = new List <double>();
for (int i = 1; i < 15; i++)
{
result.Add(parameters[0] + parameters[1] * i + parameters[2] * i * i);
}
for (int i = 0; i < 8; i++)
{
data[data.Count - 1 - i] = result[result.Count - 1 - i];
}
SetUnitary(data);
}
datas.SaveResultDatas(sourceDatas, "MathNetData.txt");
}
private static void GetPoly(List <float> listfTemp, List <short> ilstOutIR, List <float> flstTotalAcc, out List <double> poly2EstFACC, out List <double> poly2EstIR)
{
var ilstTemp = listfTemp.Select(o => (short)o * 10).ToList();
int i = 0;
//object objMini = wsfMini.LinEst(ilstOutIR.ToArray(), ilstTemp.ToArray(), true, true);
double[] xdata = new double[ilstTemp.Count];
double[] ydata = new double[ilstOutIR.Count];
double[] zdata = new double[flstTotalAcc.Count];
for (i = 0; i < ilstTemp.Count; i++)
{
xdata[i] = Convert.ToDouble(ilstTemp[i]);
}
for (i = 0; i < ilstOutIR.Count; i++)
{
ydata[i] = Convert.ToDouble(ilstOutIR[i]);
}
for (i = 0; i < flstTotalAcc.Count; i++)
{
zdata[i] = Convert.ToDouble(flstTotalAcc[i]);
}
//Tuple<double, double> lineEst = Fit.Line(xdata, ydata);
poly2EstIR = Fit.Polynomial(xdata, ydata, 2).ToList(); //2-order polynomial
poly2EstFACC = Fit.Polynomial(xdata, zdata, 2).ToList(); //2-order polynomial
}
private void fitToolStripMenuItem_Click(object sender, EventArgs e)
{
List <List <double> > fitOD = new List <List <double> >();
// data points
for (int i = 0; i < numChan; i++)
{
fitOD.Add(new List <double>());
var xdata = new double[Volt[i].Count];
var ydata = new double[OD[i].Count];
for (int j = 0; j < Volt[i].Count; j++)
{
xdata[j] = Math.Log(Volt[i][j]);
ydata[j] = (OD[i][j]);
}
double[] p = Fit.Polynomial(xdata, ydata, 1);
p0[i] = p[0]; p1[i] = p[1];
for (int j = 0; j < Volt[i].Count; j++)
{
fitOD[i].Add((Math.Log(Volt[i][j]) * p1[i]) + p0[i]);
}
charts[i].Series["fit"].Points.DataBindXY(Volt[i], fitOD[i]);
}
}
private List <DateTimeValues> DoPolynomialRegression(List <DateTimeValues> values)
{
myPolyFilteredData = new List <DateTimeValues>();
myPolyFilteredData = CopyList(values);
double[] _values = new double[myPolyFilteredData.Count];
double[] _time = new double[myPolyFilteredData.Count];
for (int i = 0; i < myPolyFilteredData.Count; i++)
{
_time[i] = i;
_values[i] = myPolyFilteredData[i].values;
}
double[] p = Fit.Polynomial(_time, _values, (int)numRank.Value);
for (int i = 0; i < myPolyFilteredData.Count; i++)
{
myPolyFilteredData[i].values = p[0];
for (int z = 1; z < p.Length; z++)
{
double t1 = p[z] * Math.Pow(_time[i], z);
myPolyFilteredData[i].values += p[z] * Math.Pow(_time[i], z);
}
}
return(myPolyFilteredData);
}
private void processData()
{
var x = measurements.Select(item => Convert.ToDouble(item)).ToArray();
var y = measureValues;
var constants = Fit.Polynomial(x, y, 2);
//foreach(int constant in constants) {
// Console.Write(constant + " ");
//}
//Console.WriteLine();
displayPolynomial(constants);
try
{
calibrationConstants[selectedFingerIndex][0] = (decimal)Math.Round(constants[2], 4);
calibrationConstants[selectedFingerIndex][1] = (decimal)Math.Round(constants[1], 4);
calibrationConstants[selectedFingerIndex][2] = (decimal)Math.Round(constants[0], 4);
saveCalibrationData();
string message = english ? "Calibration succesful!" : "Kalibratie succesvol!";
MessageBox.Show(message, "Success!", MessageBoxButtons.OK, MessageBoxIcon.Information);
}
catch
{
MessageBox.Show("Kalibratie is niet gelukt :(\n Misschien is er iets mis gegaan met de verbinding, u kunt proberen dit te resetten.", "Mislukt", MessageBoxButtons.OK, MessageBoxIcon.Error);
}
exportDataBtn.Enabled = true;
}
void OnDrawGizmos()
{
List <Vector3> points = new List <Vector3>(parentTransform.childCount);
foreach (Transform child in parentTransform)
{
if (child.gameObject.activeInHierarchy)
{
points.Add(child.position);
}
}
if (fitType == FitType.Line)
{
Fit.Line(points, out origin, ref direction, 1, true);
}
else if (fitType == FitType.Plane)
{
Fit.Plane(points, out origin, out direction, 100, true);
}
else if (fitType == FitType.OrdinaryLine)
{
Fit.Polynomial(points, 1, true);
}
else if (fitType == FitType.OrdinaryParabola)
{
Fit.Polynomial(points, 2, true);
}
else if (fitType == FitType.OrdinaryCubic)
{
Fit.Polynomial(points, 3, true);
}
}
public static double FitToPolynomial(double[] xdata, double[] ydata, out double[] coeff)
{
double minTime = double.MaxValue;
double maxTime = double.MinValue;
foreach (double val in xdata)
{
if (val > maxTime)
{
maxTime = val;
}
if (val < minTime)
{
minTime = val;
}
}
var omega = 1.0 / (maxTime - minTime);
double[] xNormed = new double[xdata.Length];
for (int i = 0; i < xdata.Length; i++)
{
xNormed[i] = xdata[i] * omega;
}
coeff = Fit.Polynomial(xdata, ydata, 2);
return(AreaUnderTheCurve(minTime, maxTime, coeff));
}
public void FitsToOrder2PolynomialSameAsExcelTrendLine()
{
// X Y
// 1 0.2
// 2 0.3
// 4 1.3
// 6 4.2
// -> y = 0.7101 - 0.6675*x + 0.2077*x^2
var x = new[] { 1.0, 2.0, 4.0, 6.0 };
var y = new[] { 0.2, 0.3, 1.3, 4.2 };
var resp = Fit.Polynomial(x, y, 2);
Assert.AreEqual(0.7101, resp[0], 1e-3);
Assert.AreEqual(-0.6675, resp[1], 1e-3);
Assert.AreEqual(0.2077, resp[2], 1e-3);
var resf = Fit.PolynomialFunc(x, y, 2);
foreach (var z in Enumerable.Range(-3, 10))
{
Assert.AreEqual(0.7101 - 0.6675 * z + 0.2077 * z * z, resf(z), 1e-2);
}
}
/// <summary>
/// 根据 公式ID，拟合数据，返回公式系数
/// </summary>
/// <param name="EQID"></param>
/// <param name="x_arr"></param>
/// <param name="y_arr"></param>
/// <returns></returns>
public static double[] CurveFitting(int EQID, double[] x_arr, double[] y_arr)
{
double[] Coefs_arr;
if (EQID == PPMConsts.PerformanceMD_power_ID)
{
double[] y_hat = Generate.Map(y_arr, Math.Log);
Coefs_arr = Fit.LinearCombination(x_arr, y_hat, DirectRegressionMethod.QR, t => 1.0, t => t);
return(new[] { Math.Exp(Coefs_arr[0]), Coefs_arr[1], 0 });
}
else if (EQID == PPMConsts.PerformanceMD_poly2nd_ID)
{
//var design = Matrix<double>.Build.Dense(x_arr.Length, 3, (i, j) => Math.Pow(x_arr[i], j));
//return MultipleRegression.QR(design, Vector<double>.Build.Dense(y_arr)).ToArray();
Coefs_arr = Fit.Polynomial(x_arr, y_arr, 2, DirectRegressionMethod.QR);
return(Coefs_arr);
}
else if (EQID == PPMConsts.PerformanceMD_mihanshu_ID)
{
Power_Paras Param = Power_ISM(x_arr, y_arr);
List <double> Coefs_list = new List <double>();
Coefs_list.Add(Param.C);
Coefs_list.Add(Param.m);
Coefs_list.Add(Param.P);
Coefs_arr = Coefs_list.ToArray();
return(Coefs_arr);
}
else
{
throw new Exception("Unknown Equation ID: 30id ");
}
}
/// <summary>
/// Least-Squares fitting the points (x, y) to a k-order polynomial
/// y : x -> p0 + p1 * x + p2 * x^2 + ... + pk * x^k.
/// </summary>
public static IModelledFunction PolynomialFunc(double[] xArray, double[] yArray, int order)
{
double[] parameters = Fit.Polynomial(xArray, yArray, order);
Func <double, double> function = t => Polynomial.Evaluate(t, parameters);
return(new PolynomialFunction(function, parameters));
}
public bool Exists2()
{
try
{
var curve = _spectrum.SpectrumData.Where(p => p.X >= 700 && p.X <= 900).ToList();
var x = curve.Select(p => p.X).ToArray();
var y = curve.Select(p => p.Y).ToArray();
var minY = y.Min();
var maxY = y.Max();
y = y.Select(p => (p - minY) / (maxY - minY)).ToArray();
//fit cubic function
var p3 = Fit.Polynomial(x, y, 3);
//y = p3[3]x^3 + p3[2]x^2 + p3[1]x + p3[0]
var pointOfInflectionX = (-1 * p3[2]) / (3 * p3[3]);
var pointOfInflectionY = Polynomial.Evaluate(pointOfInflectionX, p3);
var slopeAtInflectionPoint = 3 * p3[3] * pointOfInflectionX * pointOfInflectionX
+ 2 + p3[2] * pointOfInflectionX + p3[1];
/*
* Debug.WriteLine("p3");
* foreach (var d in p3)
* Debug.WriteLine(d);
* Debug.WriteLine(pointOfInflection + "," + Polynomial.Evaluate(pointOfInflection, p3));
* Debug.WriteLine(slopeAtInflectionPoint);
* for (int i = 0; i < x.Length; i++)
* {
* String s = String.Format("{0},{1},{2}", x[i], y[i],
* Polynomial.Evaluate(x[i], p3));
* Debug.WriteLine(s);
* }
*/
bool rule1 = p3[3] > 0 && p3[2] < 0 && p3[1] > 0 && p3[0] < 0;
if (!rule1)
{
return(false);//wrong shape
}
bool rule2 = pointOfInflectionX > 800 && pointOfInflectionX <850 && pointOfInflectionY> 0.5;
if (!rule2)
{
return(false);//wrong position
}
bool rule3 = slopeAtInflectionPoint > 2 && slopeAtInflectionPoint < 4;
if (!rule3)
{
return(false);//wrong curve
}
return(true);
}
catch
{
}
return(true);
}
public bool CheckDiamondCurve()
{
try
{
//normalize
var curve = _spectrum.SpectrumData.Where(p => p.X >= 415 && p.X <= 500).ToList();
var x = curve.Select(p => p.X).ToArray();
var y = curve.Select(p => p.Y).ToArray();
var minY = y.Min();
var maxY = y.Max();
y = y.Select(p => (p - minY) / (maxY - minY)).ToArray();
curve = x.Zip(y, (xp, yp) => new System.Windows.Point(xp, yp)).ToList();
//fit quadratic function
var xq = curve.Select(p => p.X).ToArray();
var yq = curve.Select(p => p.Y).ToArray();
var p2 = Fit.Polynomial(xq, yq, 2);
//y = p2[2]x^2 + p2[1]x + p2[0]
if ((p2[2] >= -0.00055) && (p2[2] <= -0.0003) &&
(p2[1] >= 0.25) && (p2[1] <= 0.5) &&
(p2[0] >= -110) && (p2[0] <= -60))
{
return(true);
}
//normalize
var curve1 = _spectrum.SpectrumData.Where(p => p.X >= 423 && p.X <= 447).ToList();
var y2 = curve1.Select(p => p.Y).ToList();
var minY2 = y2.Min();
var maxY2 = y2.Max();
y2 = y2.Select(p => (p - minY2) / (maxY2 - minY2)).ToList();
List <double> Y2_sum = new List <double>();
Y2_sum.Add(y2.First());
for (int i = 1; i < y2.Count; i++)
{
Y2_sum.Add(Y2_sum[i - 1] + y2[i]);
}
var Y2_diff = Y1_sum.Zip(Y2_sum, (y_1, y_2) => Math.Abs(y_1 - y_2)).ToList();
var dissimilarity = Y2_diff.Max();
if (dissimilarity < 10)
{
return(true);
}
return(false);
}
catch
{
}
return(true);
}
/// <summary>
/// Performs a polynomial regression.
/// </summary>
/// <param name="x">x data</param>
/// <param name="y">y data</param>
/// <param name="n">Degree of polynomial.</param>
/// <returns></returns>
public static double[] PolyFit(double[] x, double[] y, int n)
{
double[] coeffs = Fit.Polynomial(x, y, n);
return(Generate.Map(x, xi =>
{
double term = 0.0;
for (int i = 0; i < coeffs.Length; i++)
{
term += coeffs[i] * Math.Pow(xi, i);
}
return term;
}));
}
public static void CalibrateWavelengthForPosition(Vector <double> z, Vector <double> w)
{
double[] fit = Fit.Polynomial(z.ToArray(), w.ToArray(), 2);
var model = z.PointwiseMultiply(z) * fit[2] + z * fit[1] + fit[0];
var dif = model - w;
double rms = Math.Sqrt(dif.DotProduct(dif) / (calibration_points + 1));
WebApiApplication.calibration.K0 = fit[0];
WebApiApplication.calibration.K1 = fit[1];
WebApiApplication.calibration.K2 = fit[2];
WebApiApplication.calibration.State = MbrCalibration.Calibrated;
WebApiApplication.calibration.RmsError = rms;
}
/// <summary>
/// Takes the position and intensity average arrays and fits a polynomial
/// </summary>
/// <param name="z">z position / height</param>
/// <param name="Data">average intensity</param>
/// <returns>returns maximum point</returns>
internal double FitPolynomial(double[] z, double[] Data)
{
//runs Math numerics fit polynomial finction
double[] p = Fit.Polynomial(z, Data, 2);
//performs operations to find maxima
double a = p[1];
double b = p[2];
b = b * 2;
double max = -a / b;
return(max);
}
// Implmenentation of the Savitsky Golay Filter. I am not sure that this implementation follows the exact defitinition.
// Basically we fit a line to the previous points (I found that a line worked the best) and adjust the point
// based on the point where it existed on the line.
private double SavGolay(double[] x, double[] y, int polyOrder = 1)
{
double[] fit = Fit.Polynomial(x, y, polyOrder);
double retVal = 0.0;
for (int i = 0; i <= polyOrder; i++)
{
retVal += fit[i] * Math.Pow(x[x.Length / 2], i);
}
return(retVal);
}
public void FitsToMeanOnOrder0Polynomial()
{
// Mathematica: Fit[{{1,4.986},{2,2.347},{3,2.061},{4,-2.995},{5,-2.352},{6,-5.782}}, {1}, x]
// -> -0.289167
var x = Enumerable.Range(1, 6).Select(Convert.ToDouble).ToArray();
var y = new[] { 4.986, 2.347, 2.061, -2.995, -2.352, -5.782 };
var resp = Fit.Polynomial(x, y, 0);
Assert.AreEqual(1, resp.Length);
Assert.AreEqual(-0.289167, resp[0], 1e-4);
Assert.AreEqual(y.Mean(), resp[0], 1e-4);
}
public InterpolatedUnit _Fitter(double[] values, double[] places, int order)
{
int arrayLength = values.Length;
double[] fit = Fit.Polynomial(places, values, order);
double[] fittedValues = new double[arrayLength];
for (int i = 0; i < arrayLength; i++)
{
fittedValues[i] = Polynomial.Evaluate(i, fit);
}
double error = _ErrorOfFit(values, fittedValues);
return(new InterpolatedUnit {
value = (int)Polynomial.Evaluate(arrayLength >> 1, fit), goodnessOfFit = error
});
}
private Func <double, double> CreateFitMethod(double[] xData, double[] yData)
{
var p = Fit.Polynomial(xData, yData, PolynomialOrder);
var func = new Func <double, double>(x =>
{
var endResult = p[0];
for (var i = 1; i <= PolynomialOrder; i++)
{
endResult += (p[i] * Math.Pow(x, i));
}
return(endResult);
});
return(func);
}
public PolynomialInjectWithdrawConstraint([NotNull] IEnumerable <InjectWithdrawRangeByInventory> injectWithdrawRanges,
double newtonRaphsonAccuracy = 1E-10, int newtonRaphsonMaxNumIterations = 100, int newtonRaphsonSubdivision = 20)
{
if (injectWithdrawRanges == null)
{
throw new ArgumentNullException(nameof(injectWithdrawRanges));
}
// TODO check in MATH.NET that this preconditions are consistent with their implementation
if (newtonRaphsonAccuracy < 0)
{
throw new ArgumentException("Newton Raphson Accuracy must be positive number.", nameof(newtonRaphsonAccuracy));
}
if (newtonRaphsonMaxNumIterations < 2)
{
throw new ArgumentException("Newton Raphson max number of iteration must be at least 2.", nameof(newtonRaphsonMaxNumIterations));
}
if (newtonRaphsonSubdivision < 1)
{
throw new ArgumentException("Newton Raphson subdivision must be at least 1.", nameof(newtonRaphsonSubdivision));
}
List <InjectWithdrawRangeByInventory> injectWithdrawRangesList = injectWithdrawRanges.ToList();
if (injectWithdrawRangesList.Count < 2)
{
throw new ArgumentException("At least 2 inject/withdraw constraints must be specified", nameof(injectWithdrawRanges));
}
double[] inventories = injectWithdrawRangesList.Select(iwi => iwi.Inventory).ToArray();
double[] maxInjectWithdrawRates = injectWithdrawRangesList.Select(iwi => iwi.InjectWithdrawRange.MaxInjectWithdrawRate).ToArray();
double[] minInjectWithdrawRates = injectWithdrawRangesList.Select(iwi => iwi.InjectWithdrawRange.MinInjectWithdrawRate).ToArray();
// Polynomial of order n can be fitted exactly to n + 1 data points
int polyOrder = injectWithdrawRangesList.Count - 1;
_maxInjectWithdrawPolynomial = new Polynomial(Fit.Polynomial(inventories, maxInjectWithdrawRates, polyOrder));
_maxInjectWithdrawPolynomial1StDeriv = _maxInjectWithdrawPolynomial.Differentiate();
_minInjectWithdrawPolynomial = new Polynomial(Fit.Polynomial(inventories, minInjectWithdrawRates, polyOrder));
_minInjectWithdrawPolynomial1StDeriv = _minInjectWithdrawPolynomial.Differentiate();
_newtonRaphsonAccuracy = newtonRaphsonAccuracy;
_newtonRaphsonMaxNumIterations = newtonRaphsonMaxNumIterations;
_newtonRaphsonSubdivision = newtonRaphsonSubdivision;
}
public static void FitGaussian(int[] data, int[] peakData, int index, int window, string fileName)
{
var logData = data.Where((x, i) => i > peakData[index] - window && i < peakData[index] + window).Select(x => x != 0 ? Math.Log(x) : 0).ToArray();
var xData = Enumerable.Range(peakData[index] - window, logData.Length).Select(x => (double)x).ToArray();
double[] p = Fit.Polynomial(xData, logData, 2);
var sigma = Math.Sqrt(-(1 / (p[2])));
var centroid = -(p[1] / (2 * p[2]));
var area = Math.Pow(Math.E, (p[0] + (p[1] * p[1]) / 2.0));
// Write them to a file
using (StreamWriter writetext = new StreamWriter(String.Format("{0}_{1}_fitData.txt", fileName, index)))
{
writetext.WriteLine("{0}:{1}:{2}", area, centroid, sigma);
}
return;
}
/// <summary>
/// Polynominal 커브피팅
/// </summary>
/// <param name="x">x축 값 배열</param>
/// <param name="y">y축 값 배열</param>
/// <param name="order">커브피팅하고자 하는 다항식 차수</param>
/// <returns></returns>
//다항 커브피팅 6차 다항식까지 지원
public static double[] polynominalRegression(double[] x, double[] y, int order) // x: x 배열, y: y: 배열, order :차수
{
double[] p = Fit.Polynomial(x, y, order); //curve fitting 하여 반환
double R2 = 0;
switch (order)
{
case 2:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2)), y);
break;
case 3:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3)), y);
break;
case 4:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3) + p[4] * Math.Pow(d, 4)), y);
break;
case 5:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3) + p[4] * Math.Pow(d, 4) + p[5] * Math.Pow(d, 5)), y);
break;
case 6:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3) + p[4] * Math.Pow(d, 4) + p[5] * Math.Pow(d, 5) + p[6] * Math.Pow(d, 6)), y);
break;
case 7:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3) + p[4] * Math.Pow(d, 4) + p[5] * Math.Pow(d, 5) + p[6] * Math.Pow(d, 6)), y);
break;
case 8:
R2 = GoodnessOfFit.RSquared(x.Select(d => p[0] + p[1] * d + p[2] * Math.Pow(d, 2) + p[3] * Math.Pow(d, 3) + p[4] * Math.Pow(d, 4) + p[5] * Math.Pow(d, 5) + p[6] * Math.Pow(d, 6)), y);
break;
}
double[] result = new double[order + 2];
result[0] = R2;
for (var i = 0; i <= order; i++)
{
result[i + 1] = p[i];
}
return(result);
}
public void testRegression()
{
Console.WriteLine("---------------------------");
var ans = Fit.Line(X, Y);
var a = ans.Item1;
var b = ans.Item2;
Console.WriteLine("intercept:{0}, slope:{1}", ans.Item1, ans.Item2);
Console.WriteLine("r^2:" + GoodnessOfFit.RSquared(X.Select(x => a + b * x), Y));
Console.WriteLine("-------------------------");
var p = Fit.Polynomial(X, Y, 3);
Console.WriteLine("p:" + string.Join(",", p));
Console.WriteLine("r^2:" + GoodnessOfFit.RSquared(X.Select(x => p[0] + p[1] * x + p[2] * x * x + p[3] * x * x * x), Y));
Assert.True(true);
}
private void button4_Click_1(object sender, EventArgs e)
{
//requires MathNet
double[] xdata = new double[] { 10, 20, 30, 40 };
double[] ydata = new double[] { 18, 20, 25, 45 };
List <double> xdataList = new List <double>(xdata);
List <double> ydataList = new List <double>(ydata);
//xdataList.Insert(0,0);
//ydataList.Insert(0,0);
xdata = xdataList.ToArray();
ydata = ydataList.ToArray();
double[] p = Fit.Polynomial(xdata, ydata, 2);
chart2.Series.Add("j");
//set chart type
chart2.Series["j"].ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart2.Series["j"].BorderWidth = myBorderWidth;
chart2.Series["j"].Color = System.Drawing.Color.Green;
chart2.Series.Add("k");
//set chart type
chart2.Series["k"].ChartType = System.Windows.Forms.DataVisualization.Charting.SeriesChartType.Line;
chart2.Series["k"].BorderWidth = myBorderWidth;
chart2.Series["k"].Color = System.Drawing.Color.Blue;
for (int i = 0; i < xdata.Length; i++)
{
chart2.Series["j"].Points.AddXY(Convert.ToDouble(xdata[i]), Convert.ToDouble(ydata[i]));
}
for (int i = 0; i < 50; i++)
{
double newx = ((xdata[xdata.Length - 1] - xdata[0]) / 50) * i + xdata[0];
double newy = p[0] + p[1] * newx + p[2] * Math.Pow(newx, 2);
chart2.Series["k"].Points.AddXY(newx, newy);
}
}
List <double> UpdateLinRegEquation(double[] KG, double[] MV)
{
List <double> linregTemp = new List <double>();
if (KG.Count() > 2)
{
double[] p = Fit.Polynomial(MV, KG, 1);
double rSqr = GoodnessOfFit.RSquared(MV.Select(x => p[1] * x + p[0]), KG);
linregTemp.Add(p[1]);
linregTemp.Add(p[0]);
linregTemp.Add(rSqr);
this.BeginInvoke(new Action(() =>
{
if (tipoSelected == "1D - 500x500")
{
EquationBox.Text = "Fy: " + Math.Round(linregTemp[0], 5) + "x + (" + Math.Round(linregTemp[1], 5) + ") [Kg] --> " + "R2: " + Math.Round(linregTemp[2], 5);
}
//EquationBox.Text = "Fy: " + Math.Round(SLOPE, 5) + "x + (" + Math.Round(INTERCEPT, 5) + ") [Kg] --> " + "R2: " + Math.Round(RSQR, 5);
else if (tipoSelected == "3D - 500x500")
{
if (FyCheckBox.Checked)
{
EquationBox.Text = "Fy: " + Math.Round(linregTemp[0], 5) + "x + (" + Math.Round(linregTemp[1], 5) + ") [Kg] --> " + "R2: " + Math.Round(linregTemp[2], 5);
}
if (MxCheckBox.Checked)
{
EquationBox.Text = "Mx: " + Math.Round(linregTemp[0], 5) + "x + (" + Math.Round(linregTemp[1], 5) + ") [Kg] --> " + "R2: " + Math.Round(linregTemp[2], 5);
}
if (MzCheckBox.Checked)
{
EquationBox.Text = "Mz: " + Math.Round(linregTemp[0], 5) + "x + (" + Math.Round(linregTemp[1], 5) + ") [Kg] --> " + "R2: " + Math.Round(linregTemp[2], 5);
}
}
}));
}
else
{
this.BeginInvoke(new Action(() =>
{
EquationBox.Text = "São necessários pelo menos 3 medidas.";
}));
}
return(linregTemp);
}
private void RegressionMC()
{
LeastSquareMatrix[(int)(EnvironmentSettings.Instance.GridForTime - 1)] = MC_PayOff[(int)(EnvironmentSettings.Instance.GridForTime - 1)];
for (var i = (int)(EnvironmentSettings.Instance.GridForTime - 1); i > 0; i--)
{
var regression = Fit.Polynomial(MC_PriceMatrix[i - 1].Item2,
LeastSquareMatrix[i].Select(x => x * this.Discount).ToArray(), EnvironmentSettings.Instance.PolynomialDegree);
var continuation_value = MC_PriceMatrix[i - 1].Item2.Select(x => Polynomial.Evaluate(x, regression)).ToArray();
var newVal = new double[this.Simulations];
if (EnvironmentSettings.Instance.IsParallel)
{
Parallel.For(0, this.Simulations, (i1) =>
{
if (MC_PayOff[i - 1][i1] > continuation_value[i1])
{
newVal[i1] = MC_PayOff[i - 1][i1];
}
else
{
newVal[i1] = LeastSquareMatrix[i][i1] * this.Discount;
}
});
}
else
{
for (var i1 = 0; i1 < this.Simulations; i1++)
{
if (MC_PayOff[i - 1][i1] > continuation_value[i1])
{
newVal[i1] = MC_PayOff[i - 1][i1];
}
else
{
newVal[i1] = LeastSquareMatrix[i][i1] * this.Discount;
}
}
}
LeastSquareMatrix[i - 1] = newVal;
}
}
void LinRegRaw()
{
try
{
LinRegChart.Series.Clear();
LinRegChart.ChartAreas[0].CursorX.IsUserEnabled = false;
LinRegChart.ChartAreas[0].CursorY.IsUserEnabled = false;
LinRegChart.ChartAreas[0].AxisX.ScaleView.Zoomable = false;
LinRegChart.ChartAreas[0].AxisY.ScaleView.Zoomable = false;
LinRegChart.ChartAreas[0].CursorX.AutoScroll = false;
LinRegChart.ChartAreas[0].CursorY.AutoScroll = false;
LinRegChart.ChartAreas[0].CursorX.IsUserSelectionEnabled = false;
LinRegChart.ChartAreas[0].CursorY.IsUserSelectionEnabled = false;
double[] KGinit = { 0, 10, 20, 30, 40, 50, 60 };
double[] MVinit = { 0, 5, 10, 15, 20, 25, 30 };
double[] p = Fit.Polynomial(MVinit, KGinit, 2);
double rSqr = GoodnessOfFit.RSquared(MVinit.Select(x => p[1] * x + p[2]), KGinit);
EquationBox.Text = "Fy: " + Math.Round(p[1], 5) + "x + (" + Math.Round(p[2], 5) + ") [Kg] --> " + "R2: " + Math.Round(rSqr, 5);
Series s = new Series();
for (int i = 0; i < KGinit.Count(); i++)
{
s.Points.AddXY(KGinit[i], MVinit[i]);
}
LinRegChart.Series.Add(s);
LinRegChart.Series[0].ChartType = SeriesChartType.Point;
LinRegChart.Series[0].Color = Color.Blue;
LinRegChart.Series[0].BorderWidth = 3;
LinRegChart.ChartAreas[0].AxisX.Title = "Carga Vertical (KG)";
LinRegChart.ChartAreas[0].AxisY.Title = "Tensão (mV)";
LinRegChart.ChartAreas[0].AxisX.Maximum = 60;
LinRegChart.ChartAreas[0].AxisX.Minimum = 0;
LinRegChart.ChartAreas[0].AxisX.Interval = 10;
LinRegChart.ChartAreas[0].AxisY.Maximum = 30;
LinRegChart.ChartAreas[0].AxisY.Minimum = 0;
LinRegChart.ChartAreas[0].AxisY.Interval = 5;
}
catch (Exception ex) { MessageBox.Show("Erro: " + ex.Message); }
}
