#region License Information /* HeuristicLab * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Collections.Generic; namespace HeuristicLab.Problems.DataAnalysis.OnlineCalculators { public class MatthewsCorrelationCoefficientCalculator { public static double Calculate(IEnumerable originalValues, IEnumerable estimatedValues, out OnlineCalculatorError errorState) { var confusionMatrix = ConfusionMatrixCalculator.Calculate(originalValues, estimatedValues, out errorState); if (!errorState.Equals(OnlineCalculatorError.None)) { return double.NaN; } return CalculateMCC(confusionMatrix); } private static double CalculateMCC(double[,] confusionMatrix) { if (confusionMatrix.GetLength(0) != confusionMatrix.GetLength(1)) { throw new ArgumentException("Confusion matrix is not a square matrix."); } int classes = confusionMatrix.GetLength(0); double numerator = 0; for (int k = 0; k < classes; k++) { for (int l = 0; l < classes; l++) { for (int m = 0; m < classes; m++) { numerator += confusionMatrix[k, k] * confusionMatrix[m, l] - confusionMatrix[l, k] * confusionMatrix[k, m]; } } } double denominator1 = 0; double denominator2 = 0; for (int k = 0; k < classes; k++) { double clk = 0; double cgf = 0; double ckl = 0; double cfg = 0; for (int l = 0; l < classes; l++) { clk += confusionMatrix[l, k]; ckl += confusionMatrix[k, l]; } for (int f = 0; f < classes; f++) { if (f == k) { continue; } for (int g = 0; g < classes; g++) { cgf += confusionMatrix[g, f]; cfg += confusionMatrix[f, g]; } } denominator1 += clk * cgf; denominator2 += ckl * cfg; } denominator1 = Math.Sqrt(denominator1); denominator2 = Math.Sqrt(denominator2); return numerator / (denominator1 * denominator2); } } }