Module: Nuggets::Array::RegressionMixin

Included in:
Array
Defined in:
lib/nuggets/array/regression_mixin.rb

Defined Under Namespace

Classes: IncrementalLinearRegression

Instance Method Summary collapse

Instance Method Details

#linear_least_squares ⇒ Object Also known as: llsq

call-seq:

array.linear_least_squares => anArray

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.



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# File 'lib/nuggets/array/regression_mixin.rb', line 38

def linear_least_squares
  return [] if empty?

  sx, sy, sq, sp, xys = 0.0, 0.0, 0.0, 0.0, first.respond_to?(:to_ary) ?
    self : self.class.new(size) { |i| [i + 1, at(i)] }

  xys.each { |x, y| sx += x; sy += y; sq += x ** 2; sp += x * y }

  b = (v = sq * size - sx ** 2) == 0 ? 0 : (sp * size - sx * sy) / v
  a = (sy - b * sx) / size

  xys.map { |x, _| [x, a + b * x] }
end

#linear_least_squares_incremental ⇒ Object Also known as: llsqi

call-seq:

array.linear_least_squares_incremental => anIncrementalLinearRegression

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.



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# File 'lib/nuggets/array/regression_mixin.rb', line 62

def linear_least_squares_incremental
  IncrementalLinearRegression.new(*self)
end