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///////////////////////////////////////////////////////////////////////////////
// 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.                                       //
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// 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.                              //
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// You should have received a copy of the GNU General Public License         //
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// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA //
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package edu.cmu.tetradapp.model.datamanip;

import edu.cmu.tetrad.data.*;
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;

/**
 * 

BoxCoxWrapper class.

* * @author Tyler * @version $Id: $Id */ public class BoxCoxWrapper extends DataWrapper { private static final long serialVersionUID = 23L; /** * Constructs a new time series dataset. * * @param data - Previous data (from the parent node) * @param params - The parameters. */ private BoxCoxWrapper(DataWrapper data, Parameters params) { DataModelList list = data.getDataModelList(); DataModelList convertedList = new DataModelList(); DataModelList dataSets = data.getDataModelList(); for (int i = 0; i < list.size(); i++) { DataModel selectedModel = dataSets.get(i); if (!(selectedModel instanceof DataSet)) { continue; } // DataModel model = boxCox((DataSet) selectedModel, params.getLambda()); DataModel model = yeoJohnson((DataSet) selectedModel, params.getDouble("lambda", 0)); convertedList.add(model); setSourceGraph(data.getSourceGraph()); } setDataModelList(convertedList); LogDataUtils.logDataModelList("Result data from an AR residual calculation.", getDataModelList()); } /** * Generates a simple exemplar of this class to test serialization. * * @return a {@link edu.cmu.tetradapp.model.PcRunner} object * @see TetradSerializableUtils */ public static PcRunner serializableInstance() { return PcRunner.serializableInstance(); } private DataModel boxCox(DataSet dataSet, double lambda) { DataSet transformedData = new BoxDataSet(new VerticalDoubleDataBox(dataSet.getNumRows(), dataSet.getVariables().size()), dataSet.getVariables()); for (int j = 0; j < dataSet.getNumColumns(); j++) { for (int i = 0; i < dataSet.getNumRows(); i++) { double y = dataSet.getDouble(i, j); double d2; if (lambda == 0.0) { d2 = FastMath.log(y); } else { d2 = (FastMath.pow(y, lambda) - 1.0) / lambda; } transformedData.setDouble(i, j, d2); } } return transformedData; } private DataModel yeoJohnson(DataSet dataSet, double lambda) { DataSet transformedData = new BoxDataSet(new DoubleDataBox(dataSet.getNumRows(), dataSet.getVariables().size()), dataSet.getVariables()); for (int j = 0; j < dataSet.getNumColumns(); j++) { for (int i = 0; i < dataSet.getNumRows(); i++) { double y = dataSet.getDouble(i, j); double d2; if (lambda != 0 && y >= 0.0) { d2 = (FastMath.pow(y + 1.0, lambda) - 1.0) / lambda; } else if (lambda == 0 && y >= 0.0) { d2 = FastMath.log(y + 1.0); } else if (lambda != 2 && y < 0.0) { d2 = (FastMath.pow(1.0 - y, 2.0 - lambda) - 1) / (lambda - 2.0); } else if (lambda == 2 && y < 0.0) { d2 = -FastMath.log(1.0 - y); } else { throw new IllegalStateException("Impossible state."); } transformedData.setDouble(i, j, d2); } } return transformedData; } }




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