Sorry about the formatting. I looked through checkstyle report and my zeal to eliminate extraneous whitespace was only matched by my need to add whitespace around arguments!!!
On Sat, Sep 10, 2011 at 10:22 AM, Phil Steitz <phil.ste...@gmail.com> wrote: > On 9/9/11 9:18 PM, gr...@apache.org wrote: > > Author: gregs > > Date: Sat Sep 10 04:18:31 2011 > > New Revision: 1167451 > > > > URL: http://svn.apache.org/viewvc?rev=1167451&view=rev > > Log: > > (MATH-649) SimpleRegression needs the ability to suppress the intercept > > The plugin was able to pick this up and attach it to the ticket, but > we usually use the format > JIRA: MATH-649 > > Also, remember to update changes.xml. We usually try to do this in > the same commit, but we all forget sometimes ;) > > Thanks for taking care of this. See one nit below. > > > > > > This commit pushes changes to allow the estimation of the a regression in > which the intercept is constrained to be zero. I am also pushing two unit > tests. > > > > Modified: > > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/SimpleRegression.java > > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/regression/SimpleRegressionTest.java > > > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/SimpleRegression.java > > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/SimpleRegression.java?rev=1167451&r1=1167450&r2=1167451&view=diff > > > ============================================================================== > > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/SimpleRegression.java > (original) > > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/stat/regression/SimpleRegression.java > Sat Sep 10 04:18:31 2011 > > @@ -84,13 +84,23 @@ public class SimpleRegression implements > > /** mean of accumulated y values, used in updating formulas */ > > private double ybar = 0; > > > > + /** include an intercept or not */ > > + private final boolean hasIntercept; > > // ---------------------Public > methods-------------------------------------- > > > > /** > > * Create an empty SimpleRegression instance > > */ > > public SimpleRegression() { > > + this(true); > > + } > > + /** > > + * Secondary constructor which allows the user the ability to > include/exclude const > > + * @param includeIntercept boolean flag, true includes an intercept > > + */ > > + public SimpleRegression(boolean includeIntercept){ > > super(); > > + hasIntercept = includeIntercept; > > } > > > > /** > > @@ -106,22 +116,32 @@ public class SimpleRegression implements > > * @param x independent variable value > > * @param y dependent variable value > > */ > > - public void addData(double x, double y) { > > + public void addData(final double x, final double y){ > > if (n == 0) { > > xbar = x; > > ybar = y; > > } else { > > - double dx = x - xbar; > > - double dy = y - ybar; > > - sumXX += dx * dx * (double) n / (n + 1d); > > - sumYY += dy * dy * (double) n / (n + 1d); > > - sumXY += dx * dy * (double) n / (n + 1d); > > - xbar += dx / (n + 1.0); > > - ybar += dy / (n + 1.0); > > + if( hasIntercept ){ > > We usually don't add the extra spaces around arguments, but do add a > space before the { > > > + final double fact1 = 1.0 + (double) n; > > + final double fact2 = ((double) n) / (1.0 + (double) n); > > + final double dx = x - xbar; > > + final double dy = y - ybar; > > + sumXX += dx * dx * fact2; > > + sumYY += dy * dy * fact2; > > + sumXY += dx * dy * fact2; > > + xbar += dx / fact1; > > + ybar += dy / fact1; > > + } > > + } > > + if( !hasIntercept ){ > > + sumXX += x * x ; > > + sumYY += y * y ; > > + sumXY += x * y ; > > } > > sumX += x; > > sumY += y; > > n++; > > + return; > > } > > > > > > @@ -140,17 +160,29 @@ public class SimpleRegression implements > > */ > > public void removeData(double x, double y) { > > if (n > 0) { > > - double dx = x - xbar; > > - double dy = y - ybar; > > - sumXX -= dx * dx * (double) n / (n - 1d); > > - sumYY -= dy * dy * (double) n / (n - 1d); > > - sumXY -= dx * dy * (double) n / (n - 1d); > > - xbar -= dx / (n - 1.0); > > - ybar -= dy / (n - 1.0); > > - sumX -= x; > > - sumY -= y; > > - n--; > > + if (hasIntercept) { > > + final double fact1 = (double) n - 1.0; > > + final double fact2 = ((double) n) / ((double) n - 1.0); > > + final double dx = x - xbar; > > + final double dy = y - ybar; > > + sumXX -= dx * dx * fact2; > > + sumYY -= dy * dy * fact2; > > + sumXY -= dx * dy * fact2; > > + xbar -= dx / fact1; > > + ybar -= dy / fact1; > > + } else { > > + final double fact1 = (double) n - 1.0; > > + sumXX -= x * x; > > + sumYY -= y * y; > > + sumXY -= x * y; > > + xbar -= x / fact1; > > + ybar -= y / fact1; > > + } > > + sumX -= x; > > + sumY -= y; > > + n--; > > } > > + return; > > } > > > > /** > > @@ -235,7 +267,10 @@ public class SimpleRegression implements > > */ > > public double predict(double x) { > > double b1 = getSlope(); > > - return getIntercept(b1) + b1 * x; > > + if (hasIntercept) { > > + return getIntercept(b1) + b1 * x; > > + } > > + return b1 * x; > > } > > > > /** > > @@ -255,7 +290,16 @@ public class SimpleRegression implements > > * @return the intercept of the regression line > > */ > > public double getIntercept() { > > - return getIntercept(getSlope()); > > + return hasIntercept ? getIntercept(getSlope()) : 0.0; > > + } > > + > > + /** > > + * Returns true if a constant has been included false otherwise. > > + * > > + * @return true if constant exists, false otherwise > > + */ > > + public boolean hasIntercept(){ > > + return hasIntercept; > > } > > > > /** > > @@ -391,7 +435,7 @@ public class SimpleRegression implements > > if (n < 3) { > > return Double.NaN; > > } > > - return getSumSquaredErrors() / (n - 2); > > + return hasIntercept ? (getSumSquaredErrors() / (n - 2)) : > (getSumSquaredErrors() / (n - 1)); > > } > > > > /** > > @@ -443,11 +487,15 @@ public class SimpleRegression implements > > * <p> > > * If there are fewer that <strong>three</strong> observations in > the > > * model, or if there is no variation in x, this returns > > - * <code>Double.NaN</code>.</p> > > + * <code>Double.NaN</code>.</p> Additionally, a > <code>Double.NaN</code> is > > + * returned when the intercept is constrained to be zero > > * > > * @return standard error associated with intercept estimate > > */ > > public double getInterceptStdErr() { > > + if( !hasIntercept ){ > > + return Double.NaN; > > + } > > return FastMath.sqrt( > > getMeanSquareError() * ((1d / (double) n) + (xbar * xbar) / > sumXX)); > > } > > @@ -572,8 +620,11 @@ public class SimpleRegression implements > > * @param slope current slope > > * @return the intercept of the regression line > > */ > > - private double getIntercept(double slope) { > > + private double getIntercept(double slope){ > > + if( hasIntercept){ > > return (sumY - slope * sumX) / n; > > + } > > + return 0.0; > > } > > > > /** > > > > Modified: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/regression/SimpleRegressionTest.java > > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/regression/SimpleRegressionTest.java?rev=1167451&r1=1167450&r2=1167451&view=diff > > > ============================================================================== > > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/regression/SimpleRegressionTest.java > (original) > > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/stat/regression/SimpleRegressionTest.java > Sat Sep 10 04:18:31 2011 > > @@ -80,6 +80,76 @@ public final class SimpleRegressionTest > > {5, -1 }, {6, 12 } > > }; > > Tests with reference data. Nice! :) > > > > + > > + /* > > + * Data from NIST NOINT1 > > + */ > > + private double[][] noint1 = { > > + {130.0,60.0}, > > + {131.0,61.0}, > > + {132.0,62.0}, > > + {133.0,63.0}, > > + {134.0,64.0}, > > + {135.0,65.0}, > > + {136.0,66.0}, > > + {137.0,67.0}, > > + {138.0,68.0}, > > + {139.0,69.0}, > > + {140.0,70.0} > > + }; > > + > > + /* > > + * Data from NIST NOINT2 > > + * > > + */ > > + private double[][] noint2 = { > > + {3.0,4}, > > + {4,5}, > > + {4,6} > > + }; > > + > > + @Test > > + public void testNoInterceot_noint2(){ > > + SimpleRegression regression = new SimpleRegression(false); > > + regression.addData(noint2[0][1], noint2[0][0]); > > + regression.addData(noint2[1][1], noint2[1][0]); > > + regression.addData(noint2[2][1], noint2[2][0]); > > + Assert.assertEquals("slope", 0.727272727272727, > > + regression.getSlope(), 10E-12); > > + Assert.assertEquals("slope std err", 0.420827318078432E-01, > > + regression.getSlopeStdErr(),10E-12); > > + Assert.assertEquals("number of observations", 3, > regression.getN()); > > + Assert.assertEquals("r-square", 0.993348115299335, > > + regression.getRSquare(), 10E-12); > > + Assert.assertEquals("SSR", 40.7272727272727, > > + regression.getRegressionSumSquares(), 10E-9); > > + Assert.assertEquals("MSE", 0.136363636363636, > > + regression.getMeanSquareError(), 10E-10); > > + Assert.assertEquals("SSE", 0.272727272727273, > > + regression.getSumSquaredErrors(),10E-9); > > + } > > + > > + @Test > > + public void testNoIntercept_noint1(){ > > + SimpleRegression regression = new SimpleRegression(false); > > + for (int i = 0; i < noint1.length; i++) { > > + regression.addData(noint1[i][1], noint1[i][0]); > > + } > > + Assert.assertEquals("slope", 2.07438016528926, > regression.getSlope(), 10E-12); > > + Assert.assertEquals("slope std err", 0.165289256198347E-01, > > + regression.getSlopeStdErr(),10E-12); > > + Assert.assertEquals("number of observations", 11, > regression.getN()); > > + Assert.assertEquals("r-square", 0.999365492298663, > > + regression.getRSquare(), 10E-12); > > + Assert.assertEquals("SSR", 200457.727272727, > > + regression.getRegressionSumSquares(), 10E-9); > > + Assert.assertEquals("MSE", 12.7272727272727, > > + regression.getMeanSquareError(), 10E-10); > > + Assert.assertEquals("SSE", 127.272727272727, > > + regression.getSumSquaredErrors(),10E-9); > > + > > + } > > + > > @Test > > public void testNorris() { > > SimpleRegression regression = new SimpleRegression(); > > > > > > > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
