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Upsilon/apps/regression/model/exponential_model.cpp
2020-05-13 15:25:33 +02:00

101 lines
3.6 KiB
C++

#include "exponential_model.h"
#include "../store.h"
#include "../linear_model_helper.h"
#include <math.h>
#include <assert.h>
#include <poincare/code_point_layout.h>
#include <poincare/horizontal_layout.h>
#include <poincare/vertical_offset_layout.h>
using namespace Poincare;
namespace Regression {
Layout ExponentialModel::layout() {
if (m_layout.isUninitialized()) {
m_layout = HorizontalLayout::Builder({
CodePointLayout::Builder('a', k_layoutFont),
CodePointLayout::Builder(UCodePointMiddleDot, k_layoutFont),
CodePointLayout::Builder('e', k_layoutFont),
VerticalOffsetLayout::Builder(
HorizontalLayout::Builder({
CodePointLayout::Builder('b', k_layoutFont),
CodePointLayout::Builder(UCodePointMiddleDot, k_layoutFont),
CodePointLayout::Builder('X', k_layoutFont)
}),
VerticalOffsetLayoutNode::Position::Superscript
)
});
}
return m_layout;
}
double ExponentialModel::evaluate(double * modelCoefficients, double x) const {
double a = modelCoefficients[0];
double b = modelCoefficients[1];
// a*e^(bx)
return a*exp(b*x);
}
double ExponentialModel::levelSet(double * modelCoefficients, double xMin, double step, double xMax, double y, Poincare::Context * context) {
double a = modelCoefficients[0];
double b = modelCoefficients[1];
if (a == 0 || b == 0 || y/a <= 0) {
return NAN;
}
return log(y/a)/b;
}
void ExponentialModel::fit(Store * store, int series, double * modelCoefficients, Poincare::Context * context) {
/* By the change of variable z=ln(y), the equation y=a*exp(b*x) becomes
* z=c*x+d with c=b and d=ln(a). Although that change of variable does not
* preserve the regression error function, it turns an exponential regression
* problem into a linear one and we consider that the solution of the latter
* is good enough for our purpose.
* That being said, one should check that the y values are all positive. (If
* the y values are all negative, one may replace each of them by its
* opposite. In the case where y values happen to be zero or of opposite
* sign, we call the base class method as a fallback. */
double sumOfX = 0;
double sumOfY = 0;
double sumOfXX = 0;
double sumOfXY = 0;
const int numberOfPoints = store->numberOfPairsOfSeries(series);
const int sign = store->get(series, 1, 0) > 0 ? 1 : -1;
for (int p = 0; p < numberOfPoints; p++) {
const double x = store->get(series, 0, p);
const double z = store->get(series, 1, p) * sign;
if (z <= 0) {
return Model::fit(store, series, modelCoefficients, context);
}
const double y = log(z);
sumOfX += x;
sumOfY += y;
sumOfXX += x*x;
sumOfXY += x*y;
}
const double meanOfX = sumOfX / numberOfPoints;
const double meanOfY = sumOfY / numberOfPoints;
const double meanOfXX = sumOfXX / numberOfPoints;
const double meanOfXY = sumOfXY / numberOfPoints;
const double variance = meanOfXX - meanOfX * meanOfX;
const double covariance = meanOfXY - meanOfX * meanOfY;
modelCoefficients[1] = LinearModelHelper::Slope(covariance, variance);
modelCoefficients[0] =
sign * exp(LinearModelHelper::YIntercept(meanOfY, meanOfX, modelCoefficients[1]));
}
double ExponentialModel::partialDerivate(double * modelCoefficients, int derivateCoefficientIndex, double x) const {
const double b = modelCoefficients[1];
if (derivateCoefficientIndex == 0) {
// Derivate with respect to a: exp(b*x)
return exp(b*x);
}
assert(derivateCoefficientIndex == 1);
// Derivate with respect to b: a*x*exp(b*x)
double a = modelCoefficients[0];
return a*x*exp(b*x);
}
}