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onlineregression.py
# -*- coding: utf-8 -*-
import math
class OnlineRegression():
def __init__(self):
self.n=0
self.x=0.0
self.y=0.0
self.xx=0.0
self.yy=0.0
self.xy=0.0
def __add__(self, other):
if not isinstance(other, OnlineRegression): return
combined = OnlineRegression()
combined.n = self.n + other.n
combined.x = self.x + other.x
combined.y = self.y + other.y
combined.xx = self.xx + other.xx
combined.yy = self.yy + other.yy
combined.xy = self.xy + other.xy
return combined
""" 追加 """
def push(self, x, y):
self.n += 1
self.x += x
self.y += y
self.xx += x * x
self.yy += y * y
self.xy += x * y
"""標準誤差"""
def stderr(self):
return math.sqrt(self.residuals()) / (self.n-2.0)
"""切片"""
def intercept(self):
return (self.y - self.slope() * self.x) / self.n if self.n > 0 else self.mean_y()
"""傾き"""
def slope(self):
devsqx=self.dev_sq_x()
return self.dev_prod_xy() / devsqx if devsqx > 0 else 0.0
"""平均X"""
def mean_x(self):
return self.x / self.n if self.n > 0 else 0.0
"""平均Y"""
def mean_y(self):
return self.y / self.n if self.n > 0 else 0.0
"""偏差平方和 X"""
def dev_sq_x(self):
return (self.xx * self.n - self.x * self.x) / self.n if self.n > 0 else 0.0
"""偏差平方和 Y"""
def dev_sq_y(self):
return (self.yy * self.n - self.y * self.y) / self.n if self.n > 0 else 0.0
"""偏差積和 XY"""
def dev_prod_xy(self):
return (self.xy * self.n - self.x * self.y) / self.n if self.n > 0 else 0.0
"""残差平方和"""
def residuals(self):
devsqx=self.dev_sq_x()
return self.dev_sq_y() - (pow(self.dev_prod_xy(),2) / devsqx) if devsqx > 0 else 0.0
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