Code covered by the BSD License
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GenerateNewTerm(vars, maxPowe...
GenerateNewTerm.m
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HasTerm(p1, p2, newTerm, vars...
HasTerm.m
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PolyFitScore(polyVec, polyStr...
PolyFitScore: scores the polynomial fit to the data based on several
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crtpolyp(PopSize, polyStruct)
crtpolyp: generates a new population of chromosomes made up of
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gapolyfitn(indepvar, depvar, ...
gapolyfitn: optimises the functional form of a multi-dimensional
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gapolyfitnresplot(ObjV,Best,g...
gapolyfitnresplot: This function plots some results of the gapolyfitn
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generategapolyfitnoptions(opt...
generategapolyfitnoptions: generates or completes an options structure
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mutatepoly(OldChrom, polyStru...
mutatepoly (high-level polynomial mutation function)
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mutpoly(OldChrom, polyStruct,...
mutpoly.m
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objpolyfit(Chrom, rtn_type, p...
objpolyfit: This function implements the polynomial form optimisation
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objpolyfit_MCore(Chrom, rtn_t...
objpolyfit_MCore: This function implements the polynomial form
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polyVec2polyfit(indepvar, dep...
polyVec2polyfit: converts an individual polynomial form in the format
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recombinpoly(Chrom, polyStruc...
recombimpoly: (polynomial recombination high-level function)
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recpoly(OldChrom, polyStruct)
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gapolyfitn_example_script.m
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View all files
from
gapolyfitn
by Richard Crozier
optimises the functional form of a multi-dimensional polynomial fit to model data
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| polyVec2polyfit(indepvar, depvar, polyVec)
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function p = polyVec2polyfit(indepvar, depvar, polyVec)
% polyVec2polyfit: converts an individual polynomial form in the format
% used by gapolyfitn to a full regression model
%
% Input:
%
% indepvar - (n x p) array of independent variables as columns
% n is the number of data points
% p is the dimension of the independent variable space
%
% depvar - (n x 1 or 1 x n) vector - dependent variable
% length(depvar) must be n. Only 1 dependent variable is
% allowed
%
% polyVec - Individual's chromosome encoded in the same manner as in the
% Chrom matrix (see gapolyfitn help) i.e. with the following
% format:
%
% [A p11 p12 p1n A p21 p22 p2n A p31 p32 pkn ... ]
%
% Where A is a placeholder value with value 1 or 0. If 1 the
% term is active and will be used, if 0 the term is inactive
% and will not be used (it will be deleted before performing a
% regression). The p values are the powers of each variable in
% that term.
%
% e.g.
%
% A A A A
% [1 2 4 4 1 3 1 5 0 6 2 2 1 0 4 0]
%
% encodes:
%
% a1*x1^2*x2^4*x3^4 + a2*x1^3*x2*x3^5 + a3*x2^4
%
% As the third term is inactive due to a zero in the
% placeholder position (shown above) and hence is ignored.
% Terms should not be repeated to avoid least square algoithm
% being overspecified
%
% These are transformed into a fomat suitable for polyfitn to
% perform generate a regression model.
%
% Output;
%
% polymodel - A structure containing the regression model in the format
% produced by polyfitn by John D'Erico
% polymodel.ModelTerms = list of terms in the model
% polymodel.Coefficients = regression coefficients
% polymodel.ParameterVar = variances of model coefficients
% polymodel.ParameterStd = standard deviation of model
% coefficients
% polymodel.R2 = R^2 for the regression model
% polymodel.RMSE = Root mean squared error
% polymodel.VarNames = Cell array of variable names as parsed
% from a char based model specification.
%
%
% Author: Richard Crozier
% Release Date: 06 OCT 2009
%
% determine the number of independent variables
vars = size(indepvar,2);
% reshape the polynomial to conform to polyfitn specifications
polyVec = reshape(polyVec',vars+1,[])';
% find and remove empty terms
[row, col] = find(polyVec(:,1) == 0);
polyVec(row,:) = [];
% remove coefficient/placeholder values, leaving only power terms
polyVec(:,1) = [];
% If this leaves nothing, use a term made up of all zeros, i.e. a
% constant only as polyfitn does not accept empty matrices
if isempty(polyVec)
polyVec = zeros(1,vars);
end
% Evaluate the polynomials by performing a least squares fit to
% find the best possible coefficients and RMSE
p = polyfitn(indepvar,depvar,double(polyVec));
end
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