Class: ComplexityAssert::SimpleLinearRegression

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

Overview

Performs basic linear regression on a set of points

Instance Method Summary collapse

Constructor Details

#initialize(xs, ys) ⇒ SimpleLinearRegression

Returns a new instance of SimpleLinearRegression.



6
7
8
9
10
11
 
# File 'lib/complexity_assert/simple_linear_regression.rb', line 6

def initialize(xs, ys)
  @xs, @ys = xs, ys
  if @xs.length != @ys.length
    raise "Unbalanced data. xs need to be same length as ys"
  end
end

Instance Method Details

#mean(values) ⇒ Object 



34
35
36
37
 
# File 'lib/complexity_assert/simple_linear_regression.rb', line 34

def mean(values)
  total = values.reduce(0) { |sum, x| x + sum }
  Float(total) / Float(values.length)
end

#slope ⇒ Object 



19
20
21
22
23
24
25
26
27
28
29
30
31
32
 
# File 'lib/complexity_assert/simple_linear_regression.rb', line 19

def slope
  x_mean = mean(@xs)
  y_mean = mean(@ys)

  numerator = (0...@xs.length).reduce(0) do |sum, i|
    sum + ((@xs[i] - x_mean) * (@ys[i] - y_mean))
  end

  denominator = @xs.reduce(0) do |sum, x|
    sum + ((x - x_mean) ** 2)
  end

  (numerator / denominator)
end

#y_intercept ⇒ Object

TODO cache all these instead of computing it every time



15
16
17
 
# File 'lib/complexity_assert/simple_linear_regression.rb', line 15

def y_intercept
  mean(@ys) - (slope * mean(@xs))
end