edu.cmu.tetradapp.model.datamanip.CovMatrixDifferenceWrapper Maven / Gradle / Ivy
///////////////////////////////////////////////////////////////////////////////
// For information as to what this class does, see the Javadoc, below. //
// Copyright (C) 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, //
// 2007, 2008, 2009, 2010, 2014, 2015, 2022 by Peter Spirtes, Richard //
// Scheines, Joseph Ramsey, and Clark Glymour. //
// //
// This program is free software; you can redistribute it and/or modify //
// it under the terms of the GNU General Public License as published by //
// the Free Software Foundation; either version 2 of the License, or //
// (at your option) any later version. //
// //
// This program is distributed in the hope that it will be useful, //
// but WITHOUT ANY WARRANTY; without even the implied warranty of //
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //
// GNU General Public License for more details. //
// //
// You should have received a copy of the GNU General Public License //
// along with this program; if not, write to the Free Software //
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA //
///////////////////////////////////////////////////////////////////////////////
package edu.cmu.tetradapp.model.datamanip;
import edu.cmu.tetrad.data.CovarianceMatrix;
import edu.cmu.tetrad.data.DataModel;
import edu.cmu.tetrad.data.ICovarianceMatrix;
import edu.cmu.tetrad.data.LogDataUtils;
import edu.cmu.tetrad.util.Matrix;
import edu.cmu.tetrad.util.Parameters;
import edu.cmu.tetrad.util.TetradSerializableUtils;
import edu.cmu.tetradapp.model.DataWrapper;
import edu.cmu.tetradapp.model.PcRunner;
import org.apache.commons.math3.util.FastMath;
/**
* Splits continuous data sets by collinear columns.
*
* @author Tyler Gibson
*/
public class CovMatrixDifferenceWrapper extends DataWrapper {
private static final long serialVersionUID = 23L;
/**
* Splits the given data set by collinear columns.
*/
public CovMatrixDifferenceWrapper(DataWrapper wrapper1, DataWrapper wrapper2, Parameters params) {
if (wrapper1 == null || wrapper2 == null) {
throw new NullPointerException("The data must not be null");
}
DataModel model1 = wrapper1.getSelectedDataModel();
DataModel model2 = wrapper2.getSelectedDataModel();
if (!(model1 instanceof ICovarianceMatrix)) {
throw new IllegalArgumentException("Expecting covariance matrices.");
}
if (!(model2 instanceof ICovarianceMatrix)) {
throw new IllegalArgumentException("Expecting covariance matrices.");
}
Matrix corr1 = ((ICovarianceMatrix) model1).getMatrix();
Matrix corr2 = ((ICovarianceMatrix) model2).getMatrix();
Matrix corr3 = calcDifference(corr1, corr2);
ICovarianceMatrix covWrapper = new CovarianceMatrix(model1.getVariables(), corr3,
((ICovarianceMatrix) model1).getSampleSize());
setDataModel(covWrapper);
setSourceGraph(wrapper1.getSourceGraph());
LogDataUtils.logDataModelList("Difference of matrices.", getDataModelList());
}
/**
* Generates a simple exemplar of this class to test serialization.
*
* @see TetradSerializableUtils
*/
public static PcRunner serializableInstance() {
return PcRunner.serializableInstance();
}
private Matrix calcDifference(Matrix corr1, Matrix corr2) {
if (corr1.getNumRows() != corr2.getNumRows()) {
throw new IllegalArgumentException("Covariance matrices must be the same size.");
}
Matrix corr3 = new Matrix(corr2.getNumRows(), corr2.getNumRows());
for (int i = 0; i < corr3.getNumRows(); i++) {
for (int j = 0; j < corr3.getNumRows(); j++) {
double v = corr1.get(i, j) - corr2.get(i, j);
corr3.set(i, j, v);
// corr3.set(j, i, v);
}
}
for (int i = 0; i < corr3.getNumRows(); i++) {
corr3.set(i, i, FastMath.abs(corr3.get(i, i)));
}
return corr3;
}
}
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