module Nuggets::Array::RegressionMixin
Public Instance Methods
linear_least_squares → anArray
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Calculates the linear least squares regression for the {x,y} pairs in array. If array only contains values instead of pairs, y will be the value and x will be each value's position (rank) in array.
# File lib/nuggets/array/regression_mixin.rb 38 def linear_least_squares 39 return [] if empty? 40 41 sx, sy, sq, sp, xys = 0.0, 0.0, 0.0, 0.0, first.respond_to?(:to_ary) ? 42 self : self.class.new(size) { |i| [i + 1, at(i)] } 43 44 xys.each { |x, y| sx += x; sy += y; sq += x ** 2; sp += x * y } 45 46 b = (v = sq * size - sx ** 2) == 0 ? 0 : (sp * size - sx * sy) / v 47 a = (sy - b * sx) / size 48 49 xys.map { |x, _| [x, a + b * x] } 50 end
Also aliased as: llsq
linear_least_squares_incremental → anIncrementalLinearRegression
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Returns an instance of IncrementalLinearRegression for array; array being a list of values (in contrast to linear_least_squares, which also accepts {x,y} pairs). Use IncrementalLinearRegression directly, or apply this method to an empty array, for more control over its input data.
# File lib/nuggets/array/regression_mixin.rb 62 def linear_least_squares_incremental 63 IncrementalLinearRegression.new(*self) 64 end
Also aliased as: llsqi