math_utils.cpp

神经网络是序列预测,C++实现

#include "math_utils.hpp"

double mean(double* x, const int& length) {
  double sum = 0.0;

  for(int i=0;i<length;i++)
    if(isnan(x[i])) {
      return NAN;
    } else {
      sum+=x[i];
    }
  return sum/length;
}

void meanDiff(double *ans, double *x, const int& length) {
	
  double x_mean = mean(x,length);
	
  for(int i = 0;i < length; i++) {
    ans[i] = x[i] - x_mean;
  }
}

double max(double *vec, const int& length) {
  double ans = NAN;

  for(int i = 0; i < length; i++) {
    if(isnan(vec[i])) {
      return NAN;
    } else {
      // if value is not NA
      // and we have not initialized ans yet
      if(isnan(ans)) {
        ans = vec[i];
      } else if(vec[i] > ans) {
        ans=vec[i];
      }
    }
  }
  return ans;
}


double min(double *vec, const int& length) {
  double ans = NAN;

  for(int i = 0; i < length; i++) {
    if(isnan(vec[i])) {
      return NAN;
    } else {
      // if value is not NA
      // and we have not initialized ans yet
      if(isnan(ans)) {
        ans = vec[i];
      } else if(vec[i] < ans) {
        ans=vec[i];
      }
    }
  }
  return ans;
}

/* rank = 1 is the lowest rank
   rank = length is the highest
*/
int rank(double *vec, const int& length) {
  double currentValue = vec[length - 1];
  int ans = 1;
	
  for(int i=0;i < (length-1); i++) {
    if(isnan(currentValue)) return -1;
    if(currentValue >= vec[i]) ans++;
  }
  return ans;
}

double cor(double *x, double *y, const int& length) {

  double sd_x = stdev(x,length);
  double sd_y = stdev(y,length);
  double cov_xy = cov(x,y,length);
  return (cov_xy / (sd_x*sd_y));
}

double cov(double *x, double *y, const int& length) {
  double xm, ym, sum;

  xm = mean(x,length);
  ym = mean(y,length); 
  sum = 0;

  for(int i = 0; i < length; i++) {
    sum += (x[i] - xm)*(y[i] - ym);
  }
	
  return sum/(length-1);
}

double stdev(double *x, const int& length) {
  double x_mean = mean(x,length);
  double sum = 0;

  for(int i = 0; i < length; i++) {
    sum += pow(x[i] - x_mean,2);
  }

  return sqrt(sum/(length-1));	
}