bool LeastSquares1D::SolveWeighted()
{
assert(w != NULL);
assert(x.n == y.n);
assert(x.n >= 2);
Real sxx,syy,sxy;
Real xmean = WeightedMean(x,*w);
Real ymean = WeightedMean(y,*w);
sxx = syy = sxy = 0;
for(int i=0;i<x.n;i++) {
Real w2 = Sqr((*w)(i));
sxx += w2*Sqr(x(i) - xmean);
syy += w2*Sqr(y(i) - ymean);
sxy += w2*(x(i) - xmean)*(y(i) - ymean);
}
if(sxx == 0) { //vertical line!
b = xmean;
a = Inf;
stda = stdb = 0;
corrCoeff = 1;
return true;
}
a = sxy / sxx;
b = ymean - b*xmean;
if(x.n == 2) {
stda = stdb = 0;
corrCoeff = 1;
return true;
}
Real wtotal = Sum(*w);
Real s = Sqrt((syy - b*sxy)/(wtotal-2));
stda = s / Sqrt(sxx);
stdb = s*Sqrt(One/wtotal + Sqr(xmean)/sxx);
return true;
}
double CKDE::MeanShift_Forward(bool bFindMax, double x, double& h, double alpha, double eplison, int maxIter, bool bNeighbor)
// use Epanechnikov Kernel
{
int iter ;
double diffX, oldX;
double lowerBound;
int oldSgn, sgn, oscillation;
iter = 0;
oscillation = oldSgn = sgn = 0;
do{
oldSgn = sgn ;
oldX = x;
lowerBound = -(1-1.*exp(-1.*iter/alpha));
x = WeightedMean(x, h, lowerBound, bFindMax);
diffX = x - oldX;
sgn = GSL_SIGN(diffX);
oscillation += abs(sgn - oldSgn)/2;
// TRACE("[%2d] diff X %.3f, new X = %.3f, h=%.3f, low=%.3f, FindMax %d\n", iter, diffX, x, h, lowerBound, bFindMax);
if(fabs(diffX) < eplison || oscillation >20) {
oscillation = 0;
// break;
h *= 0.85;
if(h < 2) break;
}
iter++;
}while(iter <maxIter);
// gpMsgbar->ShowMessage("max_min %d, find (%.3f, %.3f) ==>", bFindMax, x, m_pdf[(int)(x+0.5)]);
// neighborhood search
if(bNeighbor) {
int i, start, end;
start = (int)(x-h - 1);
if(start < 0) start = 0;
end = (int)(x+h+1);
if(end >= m_nBin) end = m_nBin -1;
for(i=start; i<=end; i++) {
if(bFindMax)
if(m_pdf[i] > m_pdf[(int)(x+0.5)]) x = i;
if(! bFindMax)
if(m_pdf[i] < m_pdf[(int)(x+0.5)]) x = i;
}
}
// gpMsgbar->ShowMessage(" (%.3f, %.3f) \n", x, m_pdf[(int)(x+0.5)]);
// gpMainDlg->ShowMessage("best position %d\n", bestPos);
return x;
}
