Class: EMAlgorithm::ChiSquare

Inherits:
CheckMethod show all
Defined in:
lib/em_algorithm/convergence/chi_square.rb

Constant Summary collapse

STAT_THRESHOLD = 
0.05
CONV_THRESHOLD = 
0.01

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(data_array) ⇒ ChiSquare

Returns a new instance of ChiSquare.



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# File 'lib/em_algorithm/convergence/chi_square.rb', line 8

def initialize(data_array)
  @data_array = data_array
  @history = []
end

Instance Attribute Details

#history ⇒ Object

Returns the value of attribute history.



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# File 'lib/em_algorithm/convergence/chi_square.rb', line 6

def history
  @history
end

Instance Method Details

#calculate(model, const) ⇒ Object

calculate chi square



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# File 'lib/em_algorithm/convergence/chi_square.rb', line 14

def calculate(model, const)
  chi_square = 0.0
  @data_array.each do |x|
    value = x[x.size-1]
    pdf = model.pdf(x[0..(x.size-2)])
    next if value <= 1.0
    estimated = const * pdf
    chi_square += (value - estimated)**2 / estimated
  end
  @history << chi_square
  chi_square
end

#converged? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/em_algorithm/convergence/chi_square.rb', line 31

def converged?
  return false if @history.length == 1
  (@history[-1] < STAT_THRESHOLD) || ((@history[-1] - @history[-2]).abs < CONV_THRESHOLD)
end

#debug_output ⇒ Object 



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# File 'lib/em_algorithm/convergence/chi_square.rb', line 36

def debug_output
  $stderr.puts "ChiSquare: #{value}"
end

#value ⇒ Object 



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# File 'lib/em_algorithm/convergence/chi_square.rb', line 27

def value
  @history.last
end