104 lines
2.0 KiB
C++
104 lines
2.0 KiB
C++
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#include "StdAfx.h"
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#include <iostream>
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#include "sMAPE.h"
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#include "RMSE.h"
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#include "BIC.h"
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#include "Math.h"
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#include <vector>
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Bic::Bic(algoritm versionBIC, int paramCount) {
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pc = paramCount;
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this->versionBIC = versionBIC;
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}
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Bic::~Bic() {
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}
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double Bic::getValue(vector<double> original, vector<double> model) {
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double valueBIC;
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switch (versionBIC)
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{
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case algoritm::Classic:
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valueBIC = classicBIC(original, model, pc);
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break;
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case algoritm::RMSE:
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valueBIC = rmseBIC(original, model, pc);
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break;
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case algoritm::sMAPE:
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valueBIC = smapeBIC(original, model, pc);
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break;
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}
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return valueBIC;
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}
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double Bic::getValue(int paramCount, vector<double> original, vector<double> model) {
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double valueBIC;
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switch (versionBIC)
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{
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case algoritm::Classic:
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valueBIC = classicBIC(original, model, paramCount);
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break;
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case algoritm::RMSE:
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valueBIC = rmseBIC(original, model, paramCount);
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break;
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case algoritm::sMAPE:
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valueBIC = smapeBIC(original, model, paramCount);
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break;
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}
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return valueBIC;
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}
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double Bic::classicBIC(vector<double> original, vector<double> model, int paramCount)
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{
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double valueBIC;
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double sumLik = 0;
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double logLik;
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int sampleSize = original.size();
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for (int i = 0; i < sampleSize; i++) {
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sumLik += pow(original[i] - model[i], 2);
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}
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logLik = log(sumLik) * sampleSize;
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valueBIC = logLik + log((double)sampleSize) * paramCount;
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return valueBIC;
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}
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double Bic::rmseBIC(vector<double> original, vector<double> model, int paramCount)
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{
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double valueBIC;
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int sampleSize = original.size();
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Estimation *RMSE = new Rmse();
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double valueRMSE = RMSE->getValue(original, model);
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valueBIC = valueRMSE * pow((double)sampleSize, paramCount / (2 * sampleSize));
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return valueBIC;
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}
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double Bic::smapeBIC(vector<double> original, vector<double> model, int paramCount)
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{
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double valueBIC;
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int sampleSize = original.size();
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Estimation *sMAPE = new SMape();
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double value_sMAPE = sMAPE->getValue(original, model);
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valueBIC = value_sMAPE * pow((double)sampleSize, paramCount / (2 * sampleSize));
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return valueBIC;
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}
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