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52 lines
784 B
C++
52 lines
784 B
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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#ifndef REGRESSION_HH
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#define REGRESSION_HH
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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 avgX, avgY;
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TYPE varX, covXY;
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public:
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SimpleLinearRegression(TYPE *x, TYPE *y, int LEN) : avgX(0), avgY(0), varX(0), covXY(0)
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{
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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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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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}
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TYPE xint()
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{
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return avgX - avgY * varX / covXY;
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}
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TYPE slope()
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{
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return covXY / varX;
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}
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TYPE yint()
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{
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return avgY - slope() * avgX;
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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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#endif
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