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# Scaling.h

    00001 /*
    00002  *             Copyright (C) 2005 Maarten Keijzer
    00003  *
    00004  *          This program is free software; you can redistribute it and/or modify
    00005  *          it under the terms of version 2 of the GNU General Public License as
    00006  *          published by the Free Software Foundation.
    00007  *
    00008  *          This program is distributed in the hope that it will be useful,
    00009  *          but WITHOUT ANY WARRANTY; without even the implied warranty of
    00010  *          MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    00011  *          GNU General Public License for more details.
    00012  *
    00013  *          You should have received a copy of the GNU General Public License
    00014  *          along with this program; if not, write to the Free Software
    00015  *          Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
    00016  */
    00017
    00018 #ifndef SCALING_H_
    00019 #define SCALING_H_
    00020
    00021 #include "shared_ptr.h"
    00022
    00023 #include <valarray>
    00024 #include <iostream>
    00025 #include <string>
    00026
    00027 class TargetInfo;
    00028
    00029 class ScalingBase {
    00030     public:
    00031
    00032     virtual ~ScalingBase() {}
    00033
    00034     std::valarray<double> apply(const std::valarray<double>& x) {
    00035         std::valarray<double> xtmp = x;
    00036         transform(xtmp);
    00037         return xtmp;
    00038     }
    00039
    00040     virtual double transform(double input) const = 0;
    00041     virtual void transform(std::valarray<double>& inputs) const = 0;
    00042     virtual std::ostream& print(std::ostream& os, std::string str) const = 0;
    00043     virtual std::valarray<double> transform(const std::valarray<double>& inputs) const = 0;
    00044 };
    00045
    00046 typedef shared_ptr<ScalingBase> Scaling;
    00047
    00048 class LinearScaling : public ScalingBase {
    00049
    00050     double a,b;
    00051
    00052     public:
    00053     LinearScaling() : a(0.0), b(1.0) {}
    00054     LinearScaling(double _a, double _b) : a(_a), b(_b) {}
    00055
    00056     double transform(double input) const { input *=b; input += a; return input; }
    00057     void transform(std::valarray<double>& inputs) const { inputs *= b; inputs += a; }
    00058     std::valarray<double> transform(const std::valarray<double>& inputs) const {
    00059         std::valarray<double> y = a + b * inputs;
    00060         return y;
    00061     }
    00062
    00063     double intercept() const { return a; }
    00064     double slope()     const { return b; }
    00065
    00066     std::ostream& print(std::ostream& os, std::string str) const {
    00067         os.precision(16);
    00068         os << a << " + " << b << " * " << str;
    00069         return os;
    00070     }
    00071 };
    00072
    00073 class NoScaling : public ScalingBase{
    00074     void transform(std::valarray<double>&) const {}
    00075     double transform(double input) const { return input; }
    00076     std::valarray<double> transform(const std::valarray<double>& inputs) const { return inputs; }
    00077     std::ostream& print(std::ostream& os, std::string str) const { return os << str; }
    00078 };
    00079
    00080 extern Scaling slope(const std::valarray<double>& inputs, const TargetInfo& targets); // slope only
    00081 extern Scaling ols(const std::valarray<double>& inputs, const TargetInfo& targets);
    00082 extern Scaling wls(const std::valarray<double>& inputs, const TargetInfo& targets);
    00083 extern Scaling med(const std::valarray<double>& inputs, const TargetInfo& targets);
    00084
    00085 extern Scaling ols(const std::valarray<double>& inputs, const std::valarray<double>& outputs);
    00086
    00087 extern double mse(const std::valarray<double>& y, const TargetInfo& t);
    00088 extern double rms(const std::valarray<double>& y, const TargetInfo& t);
    00089 extern double mae(const std::valarray<double>& y, const TargetInfo& t);
    00090
    00091 // Todo Logistic Scaling
    00092
    00093 #endif
    00094
    00095