class Nuggets::Array::RegressionMixin::IncrementalLinearRegression

Inspired by Incremental Simple Linear Regression in Ruby.

Use push to add a single {x,y} pair, add to add a list of y values, and << to add a single y value. Whenever a single y value is added, it's associated with an x value of its position (rank) in the data series.

Call to_a (or any Enumerable method) to work with the regression points.

Public Class Methods

new(*ys) click to toggle source

   # File lib/nuggets/array/regression_mixin.rb
80 def initialize(*ys)
81   clear
82   add(*ys)
83 end

Public Instance Methods

<<(y) click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
107 def <<(y)
108   push(@cnt + 1, y)
109 end

[](x)

Alias for: at

add(*ys) click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
102 def add(*ys)
103   ys.each { |y| self << y }
104   self
105 end

at(x) click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
119 def at(x)
120   @y + slope * (x - @x)
121 end

Also aliased as: []

clear() click to toggle source

   # File lib/nuggets/array/regression_mixin.rb
85 def clear
86   @x = @y = @xx = @xy = 0.0
87   @cnt, @slope = 0, nil
88   self
89 end

each() { |x = i + 1, at(x)| ... } click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
125 def each
126   @cnt.times { |i| yield [x = i + 1, at(x)] }
127   self
128 end

intercept() click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
115 def intercept
116   at(0)
117 end

push(x, y) click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
 91 def push(x, y)
 92   cnt, @slope = @cnt += 1, nil
 93 
 94   @x  += (x     - @x)  / cnt
 95   @y  += (y     - @y)  / cnt
 96   @xx += (x * x - @xx) / cnt
 97   @xy += (x * y - @xy) / cnt
 98 
 99   self
100 end

slope() click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
111 def slope
112   @slope ||= @cnt < 2 ? 0 : (@xy - @x * @y) / (@xx - @x * @x)
113 end

to_a(range = nil) click to toggle source

Calls superclass method

    # File lib/nuggets/array/regression_mixin.rb
130 def to_a(range = nil)
131   range ? range.map { |x| [x, at(x)] } : super()
132 end

to_s() click to toggle source

    # File lib/nuggets/array/regression_mixin.rb
134 def to_s
135   s, i = slope, intercept
136 
137   y = s == 0 ? i : begin
138     x = s.abs == 1 ? "#{'-' if s < 0}x" : "#{s} * x"
139     i == 0 ? x : "#{x} #{i < 0 ? '-' : '+'} #{i.abs}"
140   end
141 
142   "y := #{y}".gsub(/\.0\b/, '')
143 end