#region License Information /* HeuristicLab * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using System.Linq; namespace HeuristicLab.Analysis.Statistics { public class LinearLeastSquaresFitting : IFitting { public void Calculate(double[] dataPoints, out double slope, out double intercept) { var stdX = Enumerable.Range(0, dataPoints.Count()).Select(x => (double)x).ToArray(); Calculate(dataPoints, stdX, out slope, out intercept); } public void Calculate(double[] y, double[] x, out double slope, out double intercept) { if (y.Count() != x.Count()) { throw new ArgumentException("The length of x and y needs do be equal. "); } double sxy = 0.0; double sxx = 0.0; int n = y.Count(); double sy = y.Sum(); double sx = ((n - 1) * n) / 2.0; double avgy = sy / n; double avgx = sx / n; for (int i = 0; i < n; i++) { sxy += x[i] * y[i]; sxx += x[i] * x[i]; } slope = (sxy - (n * avgx * avgy)) / (sxx - (n * avgx * avgx)); intercept = avgy - slope * avgx; } public double CalculateError(double[] dataPoints, double slope, double intercept) { double r; double avgy = dataPoints.Average(); double sstot = 0.0; double sserr = 0.0; for (int i = 0; i < dataPoints.Count(); i++) { double y = slope * i + intercept; sstot += Math.Pow(dataPoints[i] - avgy, 2); sserr += Math.Pow(dataPoints[i] - y, 2); } r = 1.0 - (sserr / sstot); return r; } public DataRow CalculateFittedLine(double[] y, double[] x) { double slope, intercept; Calculate(y, x, out slope, out intercept); DataRow newRow = new DataRow(); for (int i = 0; i < x.Count(); i++) { newRow.Values.Add(slope * x[i] + intercept); } return newRow; } public DataRow CalculateFittedLine(double[] dataPoints) { DataRow newRow = new DataRow(); double slope, intercept; Calculate(dataPoints, out slope, out intercept); var stdX = Enumerable.Range(0, dataPoints.Count()).Select(x => (double)x).ToArray(); for (int i = 0; i < stdX.Count(); i++) { newRow.Values.Add(slope * stdX[i] + intercept); } return newRow; } public override string ToString() { return "Linear Fitting"; } } }