//---------------------------------------------------------
bool CGW_Regression_Grid::Get_Regression(int x, int y)
{
int nPoints = Set_Variables(x, y);
if( nPoints < m_nPoints_Min )
{
return( false );
}
//-----------------------------------------------------
int i;
double zMean, rss, tss;
CSG_Vector b, z;
CSG_Matrix Y, YtW;
//-----------------------------------------------------
z .Create(nPoints);
Y .Create(2, nPoints);
YtW.Create(nPoints, 2);
for(i=0, zMean=0.0; i<nPoints; i++)
{
Y [i][0] = 1.0;
Y [i][1] = m_y[i];
YtW[0][i] = m_w[i];
YtW[1][i] = m_w[i] * m_y[i];
zMean += (z[i] = m_z[i]);
}
//-----------------------------------------------------
b = (YtW * Y).Get_Inverse() * (YtW * z);
zMean /= nPoints;
for(i=0, rss=0.0, tss=0.0; i<nPoints; i++)
{
rss += m_w[i] * SG_Get_Square(m_z[i] - (b[0] + b[1] * m_y[i]));
tss += m_w[i] * SG_Get_Square(m_z[i] - zMean);
}
GRID_SET_VALUE(m_pRegression, x, y, b[0] + b[1] * m_pPredictor->asDouble(x, y));
GRID_SET_VALUE(m_pIntercept , x, y, b[0]);
GRID_SET_VALUE(m_pSlope , x, y, b[1]);
GRID_SET_VALUE(m_pQuality , x, y, (tss - rss) / tss);
//-----------------------------------------------------
return( true );
}
//---------------------------------------------------------
bool CGW_Multi_Regression::Get_Regression(int x, int y)
{
int nPoints = Set_Variables(x, y);
if( nPoints < m_nPoints_Min )
{
return( false );
}
//-----------------------------------------------------
int i;
double zMean, rss, tss;
CSG_Vector b, z;
CSG_Matrix Y, YtW;
//-----------------------------------------------------
z .Create(nPoints);
Y .Create(1 + m_nPredictors, nPoints);
YtW.Create(nPoints, 1 + m_nPredictors);
for(i=0, zMean=0.0; i<nPoints; i++)
{
Y [i][0] = 1.0;
YtW[0][i] = m_w[i];
for(int j=0; j<m_nPredictors; j++)
{
Y [i][j + 1] = m_y[i][j];
YtW[j + 1][i] = m_y[i][j] * m_w[i];
}
zMean += (z[i] = m_z[i]);
}
//-----------------------------------------------------
b = (YtW * Y).Get_Inverse() * (YtW * z);
zMean /= nPoints;
for(i=0, rss=0.0, tss=0.0; i<nPoints; i++)
{
double zr = b[0];
for(int j=0; j<m_nPredictors; j++)
{
zr += b[j + 1] * m_y[i][j];
}
rss += m_w[i] * SG_Get_Square(m_z[i] - zr);
tss += m_w[i] * SG_Get_Square(m_z[i] - zMean);
}
m_pQuality ->Set_Value(x, y, tss > 0.0 ? (tss - rss) / tss : 0.0);
m_pIntercept->Set_Value(x, y, b[0]);
for(i=0; i<m_nPredictors; i++)
{
m_pSlopes[i]->Set_Value(x, y, b[i + 1]);
}
//-----------------------------------------------------
return( true );
}