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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. //
// //
// 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.*;
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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