Class: Array::LinearRegression

Inherits:
Object
  • Object
show all
Defined in:
lib/ar_result_calculations/ar_result_calculations.rb

Overview

Courtesy of blog.internautdesign.com/2008/4/21/simple-linear-regression-best-fit

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(dx, dy = nil) ⇒ LinearRegression

Returns a new instance of LinearRegression.

Raises:

  • (ArgumentError) 


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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 151

def initialize dx, dy=nil
  @size = dx.size
  dy,dx = dx,axis() unless dy  # make 2D if given 1D
  raise ArgumentError, "[regression] Arguments are not same length!" unless @size == dy.size
  sxx = sxy = sx = sy = 0
  dx.zip(dy).each do |x,y|
    sxy += x*y
    sxx += x*x
    sx  += x
    sy  += y
  end
  @slope = ( @size * sxy - sx * sy ) / ( @size * sxx - sx * sx ) rescue 0
  @offset = (sy - @slope * sx) / @size
end

Instance Attribute Details

#offset ⇒ Object

Returns the value of attribute offset.



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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 149

def offset
  @offset
end

#slope ⇒ Object

Returns the value of attribute slope.



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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 149

def slope
  @slope
end

Instance Method Details

#axis ⇒ Object 



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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 174

def axis
  (0...@size).to_a
end

#fit ⇒ Object 



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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 166

def fit
  return axis.map{|data| predict(data) }
end

#predict(x) ⇒ Object 



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# File 'lib/ar_result_calculations/ar_result_calculations.rb', line 170

def predict( x )
  y = @slope * x + @offset
end