edu.cmu.tetrad.regression.RegressionUtils 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.tetrad.regression;
import edu.cmu.tetrad.data.BoxDataSet;
import edu.cmu.tetrad.data.DataSet;
import edu.cmu.tetrad.data.DoubleDataBox;
import edu.cmu.tetrad.graph.Graph;
import edu.cmu.tetrad.graph.Node;
import edu.cmu.tetrad.util.Matrix;
import edu.cmu.tetrad.util.Vector;
import java.util.HashSet;
import java.util.LinkedList;
import java.util.List;
import java.util.Set;
/**
* Sundry utilities for regression.
*/
public class RegressionUtils {
public static DataSet residuals(DataSet dataSet, Graph graph) {
Regression regression = new RegressionDataset(dataSet);
Matrix residuals = new Matrix(dataSet.getNumRows(), dataSet.getNumColumns());
for (int i = 0; i < dataSet.getNumColumns(); i++) {
Node target = dataSet.getVariable(i);
Node _target = graph.getNode(target.getName());
if (_target == null) {
throw new IllegalArgumentException("Data variable not in graph: " + target);
}
Set _regressors = new HashSet<>(graph.getParents(_target));
System.out.println("For " + target + " regressors are " + _regressors);
List regressors = new LinkedList<>();
for (Node node : _regressors) {
regressors.add(dataSet.getVariable(node.getName()));
}
RegressionResult result = regression.regress(target, regressors);
Vector residualsColumn = result.getResiduals();
// residuals.viewColumn(i).assign(residualsColumn);
residuals.assignColumn(i, residualsColumn);
}
return new BoxDataSet(new DoubleDataBox(residuals.toArray()), dataSet.getVariables());
}
}