ceph/src/boost/libs/math/example/daubechies_wavelets/regress_daubechies_accuracy.cpp

   1 #include <iostream>
   2 #include <string>
   3 #include <fstream>
   4 #include <map>
   5 #include <cmath>
   6 #include <vector>
   7 #include <iomanip>
   8 #include <boost/algorithm/string.hpp>
   9 #include <boost/math/statistics/linear_regression.hpp>
  10
  11
  12 int main(int argc, char** argv)
  13 {
  14     if (argc != 2)
  15     {
  16         std::cout << "Usage: ./regress_accuracy.x foo.csv\n";
  17         return 1;
  18     }
  19     std::string filename = std::string(argv[1]);
  20     std::ifstream ifs(filename.c_str());
  21     if (!ifs.good())
  22     {
  23         std::cerr << "Couldn't find file " << filename << "\n";
  24         return 1;
  25     }
  26     std::map<std::string, std::vector<double>> m;
  27
  28     std::string header_line;
  29     std::getline(ifs, header_line);
  30     std::cout << "Header line = " << header_line << "\n";
  31     std::vector<std::string> header_strs;
  32     boost::split(header_strs, header_line, boost::is_any_of(","));
  33     for (auto & s : header_strs) {
  34         boost::algorithm::trim(s);
  35     }
  36
  37     std::string line;
  38     std::vector<double> r;
  39     std::vector<double> matched_holder;
  40     std::vector<double> linear;
  41     std::vector<double> quadratic_b_spline;
  42     std::vector<double> cubic_b_spline;
  43     std::vector<double> quintic_b_spline;
  44     std::vector<double> cubic_hermite;
  45     std::vector<double> pchip;
  46     std::vector<double> makima;
  47     std::vector<double> fotaylor;
  48     std::vector<double> quintic_hermite;
  49     std::vector<double> sotaylor;
  50     std::vector<double> totaylor;
  51     std::vector<double> septic_hermite;
  52     while(std::getline(ifs, line))
  53     {
  54         std::vector<std::string> strs;
  55         boost::split(strs, line, boost::is_any_of(","));
  56         for (auto & s : strs)
  57         {
  58             boost::algorithm::trim(s);
  59         }
  60         std::vector<double> v(strs.size(), std::numeric_limits<double>::quiet_NaN());
  61         for (size_t i = 0; i < v.size(); ++i)
  62         {
  63             v[i] = std::stod(strs[i]);
  64         }
  65         r.push_back(v[0]);
  66         matched_holder.push_back(std::log2(v[1]));
  67         linear.push_back(std::log2(v[2]));
  68         quadratic_b_spline.push_back(std::log2(v[3]));
  69         cubic_b_spline.push_back(std::log2(v[4]));
  70         quintic_b_spline.push_back(std::log2(v[5]));
  71         cubic_hermite.push_back(std::log2(v[6]));
  72         pchip.push_back(std::log2(v[7]));
  73         makima.push_back(std::log2(v[8]));
  74         fotaylor.push_back(std::log2(v[9]));
  75         if (v.size() > 10) {
  76             quintic_hermite.push_back(std::log2(v[10]));
  77             sotaylor.push_back(std::log2(v[11]));
  78         }
  79         if (v.size() > 12) {
  80             totaylor.push_back(std::log2(v[12]));
  81             septic_hermite.push_back(std::log2(v[13]));
  82         }
  83     }
  84
  85     std::cout << std::fixed << std::setprecision(16);
  86     auto q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, matched_holder);
  87     assert(std::get<1>(q) < 0);
  88     std::cout << "Matched Holder    : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
  89
  90     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, linear);
  91     assert(std::get<1>(q) < 0);
  92     std::cout << "Linear            : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
  93
  94     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quadratic_b_spline);
  95     assert(std::get<1>(q) < 0);
  96     std::cout << "Quadratic B-spline: " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
  97
  98     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, cubic_b_spline);
  99     assert(std::get<1>(q) < 0);
 100     std::cout << "Cubic B-spline    : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 101
 102     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quintic_b_spline);
 103     assert(std::get<1>(q) < 0);
 104     std::cout << "Quintic B-spline  : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 105
 106     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, cubic_hermite);
 107     assert(std::get<1>(q) < 0);
 108     std::cout << "Cubic Hermite     : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 109
 110     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, pchip);
 111     assert(std::get<1>(q) < 0);
 112     std::cout << "PCHIP             : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 113
 114     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, makima);
 115     assert(std::get<1>(q) < 0);
 116     std::cout << "Makima            : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 117
 118     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, fotaylor);
 119     assert(std::get<1>(q) < 0);
 120     std::cout << "First-order Taylor: " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 121
 122     if (sotaylor.size() > 0)
 123     {
 124     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, quintic_hermite);
 125     assert(std::get<1>(q) < 0);
 126     std::cout << "Quintic Hermite   : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 127
 128     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, sotaylor);
 129     assert(std::get<1>(q) < 0);
 130     std::cout << "2nd order Taylor  : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 131
 132     }
 133
 134     if (totaylor.size() > 0)
 135     {
 136     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, totaylor);
 137     assert(std::get<1>(q) < 0);
 138     std::cout << "3rd order Taylor  : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 139
 140     q  = boost::math::statistics::simple_ordinary_least_squares_with_R_squared(r, septic_hermite);
 141     assert(std::get<1>(q) < 0);
 142     std::cout << "Septic Hermite    : " << std::get<0>(q) << " - " << std::abs(std::get<1>(q)) << "r, R^2 = " << std::get<2>(q) << "\n";
 143
 144     }
 145
 146 }