From beecb3bd2cab0ebda2a0d9deb2bf6ba68d25f285 Mon Sep 17 00:00:00 2001
From: Ahmet Inan <inan@aicodix.de>
Date: Wed, 8 Aug 2018 10:16:28 +0200
Subject: [PATCH] added simple linear regression

---
 README.md     |  4 ++++
 regression.hh | 52 +++++++++++++++++++++++++++++++++++++++++++++++++++
 2 files changed, 56 insertions(+)
 create mode 100644 regression.hh

diff --git a/README.md b/README.md
index 960cf16..9916b82 100644
--- a/README.md
+++ b/README.md
@@ -54,3 +54,7 @@ for (uint8_t c: std::string("Hello World!")) crc(c);
 assert(!crc(uint32_t(~0x1C291CA3)));
 ```
 
+### [regression.hh](regression.hh)
+
+Implemented [Simple linear regression](https://en.wikipedia.org/wiki/Simple_linear_regression) for [Regression analysis](https://en.wikipedia.org/wiki/Regression_analysis) of data.
+
diff --git a/regression.hh b/regression.hh
new file mode 100644
index 0000000..208c02a
--- /dev/null
+++ b/regression.hh
@@ -0,0 +1,52 @@
+/*
+Regression analysis
+
+Copyright 2018 Ahmet Inan <inan@aicodix.de>
+*/
+
+#ifndef REGRESSION_HH
+#define REGRESSION_HH
+
+namespace DSP {
+
+template <typename TYPE>
+class SimpleLinearRegression
+{
+	TYPE avgX, avgY;
+	TYPE varX, covXY;
+public:
+	SimpleLinearRegression(TYPE *x, TYPE *y, int LEN) : avgX(0), avgY(0), varX(0), covXY(0)
+	{
+		for (int i = 0; i < LEN; ++i) {
+			avgX += x[i];
+			avgY += y[i];
+		}
+		avgX /= LEN;
+		avgY /= LEN;
+		for (int i = 0; i < LEN; ++i) {
+			varX += (x[i] - avgX) * (x[i] - avgX);
+			covXY += (x[i] - avgX) * (y[i] - avgY);
+		}
+	}
+	TYPE xint()
+	{
+		return avgX - avgY * varX / covXY;
+	}
+	TYPE slope()
+	{
+		return covXY / varX;
+	}
+	TYPE yint()
+	{
+		return avgY - slope() * avgX;
+	}
+	TYPE operator () (TYPE x)
+	{
+		return yint() + slope() * x;
+	}
+};
+
+}
+
+#endif
+