boost/libs/math/example/daubechies_wavelets/regress_daubechies_accuracy.cpp
2021-10-05 21:37:46 +02:00

146 lines
6.1 KiB
C++

#include <iostream>
#include <string>
#include <fstream>
#include <map>
#include <cmath>
#include <vector>
#include <iomanip>
#include <boost/algorithm/string.hpp>
#include <boost/math/statistics/linear_regression.hpp>
int main(int argc, char** argv)
{
if (argc != 2)
{
std::cout << "Usage: ./regress_accuracy.x foo.csv\n";
return 1;
}
std::string filename = std::string(argv[1]);
std::ifstream ifs(filename.c_str());
if (!ifs.good())
{
std::cerr << "Couldn't find file " << filename << "\n";
return 1;
}
std::map<std::string, std::vector<double>> m;
std::string header_line;
std::getline(ifs, header_line);
std::cout << "Header line = " << header_line << "\n";
std::vector<std::string> header_strs;
boost::split(header_strs, header_line, boost::is_any_of(","));
for (auto & s : header_strs) {
boost::algorithm::trim(s);
}
std::string line;
std::vector<double> r;
std::vector<double> matched_holder;
std::vector<double> linear;
std::vector<double> quadratic_b_spline;
std::vector<double> cubic_b_spline;
std::vector<double> quintic_b_spline;
std::vector<double> cubic_hermite;
std::vector<double> pchip;
std::vector<double> makima;
std::vector<double> fotaylor;
std::vector<double> quintic_hermite;
std::vector<double> sotaylor;
std::vector<double> totaylor;
std::vector<double> septic_hermite;
while(std::getline(ifs, line))
{
std::vector<std::string> strs;
boost::split(strs, line, boost::is_any_of(","));
for (auto & s : strs)
{
boost::algorithm::trim(s);
}
std::vector<double> v(strs.size(), std::numeric_limits<double>::quiet_NaN());
for (size_t i = 0; i < v.size(); ++i)
{
v[i] = std::stod(strs[i]);
}
r.push_back(v[0]);
matched_holder.push_back(std::log2(v[1]));
linear.push_back(std::log2(v[2]));
quadratic_b_spline.push_back(std::log2(v[3]));
cubic_b_spline.push_back(std::log2(v[4]));
quintic_b_spline.push_back(std::log2(v[5]));
cubic_hermite.push_back(std::log2(v[6]));
pchip.push_back(std::log2(v[7]));
makima.push_back(std::log2(v[8]));
fotaylor.push_back(std::log2(v[9]));
if (v.size() > 10) {
quintic_hermite.push_back(std::log2(v[10]));
sotaylor.push_back(std::log2(v[11]));
}
if (v.size() > 12) {
totaylor.push_back(std::log2(v[12]));
septic_hermite.push_back(std::log2(v[13]));
}
}
std::cout << std::fixed << std::setprecision(16);
auto q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, matched_holder);
assert(std::get<1>(q) < 0);
std::cout << "Matched Holder : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, linear);
assert(std::get<1>(q) < 0);
std::cout << "Linear : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quadratic_b_spline);
assert(std::get<1>(q) < 0);
std::cout << "Quadratic B-spline: " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, cubic_b_spline);
assert(std::get<1>(q) < 0);
std::cout << "Cubic B-spline : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quintic_b_spline);
assert(std::get<1>(q) < 0);
std::cout << "Quintic B-spline : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, cubic_hermite);
assert(std::get<1>(q) < 0);
std::cout << "Cubic Hermite : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, pchip);
assert(std::get<1>(q) < 0);
std::cout << "PCHIP : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, makima);
assert(std::get<1>(q) < 0);
std::cout << "Makima : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, fotaylor);
assert(std::get<1>(q) < 0);
std::cout << "First-order Taylor: " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
if (sotaylor.size() > 0)
{
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quintic_hermite);
assert(std::get<1>(q) < 0);
std::cout << "Quintic Hermite : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, sotaylor);
assert(std::get<1>(q) < 0);
std::cout << "2nd order Taylor : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
}
if (totaylor.size() > 0)
{
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, totaylor);
assert(std::get<1>(q) < 0);
std::cout << "3rd order Taylor : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
q = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, septic_hermite);
assert(std::get<1>(q) < 0);
std::cout << "Septic Hermite : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
}
}