com.davidbracewell.ml.regression.Regression.java Source code

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Here is the source code for com.davidbracewell.ml.regression.Regression.java

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/*
 * (c) 2005 David B. Bracewell
 *
 * Licensed to the Apache Software Foundation (ASF) under one
 * or more contributor license agreements.  See the NOTICE file
 * distributed with this work for additional information
 * regarding copyright ownership.  The ASF licenses this file
 * to you under the Apache License, Version 2.0 (the
 * "License"); you may not use this file except in compliance
 * with the License.  You may obtain a copy of the License at
 *
 *   http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing,
 * software distributed under the License is distributed on an
 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
 * KIND, either express or implied.  See the License for the
 * specific language governing permissions and limitations
 * under the License.
 */

package com.davidbracewell.ml.regression;

import com.davidbracewell.ml.Instance;
import com.google.common.collect.Lists;
import com.google.common.primitives.Doubles;
import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;

import java.util.List;

/**
 * Utilities for Regression
 *
 * @author David B. Bracewell
 */
public final class Regression {

    /**
     * Pearson's correlation coefficient.
     *
     * @param model the model
     * @param data  the data
     * @return the double
     */
    public static double correlationCoefficient(RegressionModel model, List<Instance> data) {
        PearsonsCorrelation correlation = new PearsonsCorrelation();
        List<Double> gold = Lists.newArrayList();
        List<Double> pred = Lists.newArrayList();
        for (Instance instance : data) {
            if (instance.hasTargetValue()) {
                gold.add(instance.getTargetValue());
                pred.add(model.estimate(instance));
            }
        }
        return correlation.correlation(Doubles.toArray(gold), Doubles.toArray(pred));
    }

}//END OF Regression