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71 lines
1.3 KiB
C++
71 lines
1.3 KiB
C++
/*
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Regression analysis
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Copyright 2018 Ahmet Inan <inan@aicodix.de>
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*/
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#pragma once
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namespace DSP {
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template <typename TYPE>
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class SimpleLinearRegression
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{
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TYPE xint_, yint_, slope_;
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public:
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SimpleLinearRegression() : xint_(0), yint_(0), slope_(0) {}
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SimpleLinearRegression(TYPE *x, TYPE *y, int LEN)
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{
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TYPE avgX(0), avgY(0);
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for (int i = 0; i < LEN; ++i) {
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avgX += x[i];
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avgY += y[i];
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}
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avgX /= LEN;
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avgY /= LEN;
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TYPE varX(0), covXY(0);
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for (int i = 0; i < LEN; ++i) {
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varX += (x[i] - avgX) * (x[i] - avgX);
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covXY += (x[i] - avgX) * (y[i] - avgY);
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}
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xint_ = avgX - avgY * varX / covXY;
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slope_ = covXY / varX;
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yint_ = avgY - slope_ * avgX;
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}
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SimpleLinearRegression(TYPE *y, int l, TYPE x0 = 0, TYPE dx = 1)
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{
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TYPE midL((l-1) / TYPE(2));
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TYPE avgX(x0 + dx*midL);
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TYPE avgY(0);
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for (int i = 0; i < l; ++i)
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avgY += y[i];
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avgY /= l;
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TYPE varX(0), covXY(0);
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for (int i = 0; i < l; ++i) {
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varX += (dx * (i - midL)) * (dx * (i - midL));
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covXY += (dx * (i - midL)) * (y[i] - avgY);
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}
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xint_ = avgX - avgY * varX / covXY;
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slope_ = covXY / varX;
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yint_ = avgY - slope_ * avgX;
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}
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TYPE xint()
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{
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return xint_;
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}
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TYPE slope()
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{
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return slope_;
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}
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TYPE yint()
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{
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return yint_;
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}
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TYPE operator () (TYPE x)
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{
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return yint_ + slope_ * x;
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}
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};
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}
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