source: branches/HeuristicLab.Analysis.AlgorithmBehavior/HeuristicLab.Analysis.AlgorithmBehavior.Analyzers/3.3/LinearLeastSquaresFitting.cs @ 8521

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2012 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 <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using System.Linq;

namespace HeuristicLab.Analysis.AlgorithmBehavior.Analyzers {
  public class LinearLeastSquaresFitting {
    public static void Calculate(double[] dataPoints, out double a1, out double a0) {
      double sxy = 0.0;
      double sxx = 0.0;
      int n = dataPoints.Count();
      double sy = dataPoints.Sum();
      double sx = ((n - 1) * n) / 2;
      double avgy = sy / n;
      double avgx = sx / n;

      for (int i = 0; i < n; i++) {
        sxy += i * dataPoints[i];
        sxx += i * i;
      }

      a1 = (sxy - (n * avgx * avgy)) / (sxx - (n * avgx * avgx));
      a0 = avgy - a1 * avgx;
    }

    public static double CalculateError(double[] dataPoints, double a1, double a0) {
      double r = 0.0;
      for (int i = 0; i < dataPoints.Count(); i++) {
        double y = a1 * i + a0;
        r += Math.Abs(dataPoints[i] - y);
      }
      return r;
    }
  }
}