Created
September 20, 2022 15:38
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I hope this is actually linear regression
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#[derive(Debug)] | |
pub struct LinearRegressionResult { | |
pub slope: f64, | |
pub intercept: f64, | |
pub r2: f64, | |
} | |
impl LinearRegressionResult { | |
pub fn predict(&self, x: f64) -> f64 { | |
self.intercept + (self.slope * x) | |
} | |
pub fn findX(&self, y: f64) -> f64 { | |
(y - self.intercept) / self.slope | |
} | |
} | |
pub fn linear_regression(x: &[f64], y: &[f64]) -> LinearRegressionResult { | |
let n = x.len().min(y.len()); | |
let mut mean = (0.0, 0.0); | |
let mut i = 0; | |
while i < n { | |
mean.0 += x[i]; | |
mean.1 += y[i]; | |
i+=1; | |
} | |
mean.0 = mean.0 / (n as f64); | |
mean.1 = mean.1 / (n as f64); | |
println!("Means {} {}", mean.0, mean.1); | |
let mut stddev = (0.0, 0.0); | |
i = 0; | |
while i < n { | |
stddev.0 += (x[i] - mean.0) * (y[i] - mean.1); | |
stddev.1 += (x[i] - mean.0) * (x[i] - mean.1); | |
i += 1; | |
} | |
println!("{:?}", stddev); | |
let slope = stddev.0 / stddev.1; | |
let intercept = mean.1 - (slope * mean.0); | |
let mut ssr = 0.0; | |
let mut sst = 0.0; | |
i = 0; | |
while i < n { | |
ssr += (intercept + (slope * x[i]) - mean.1).powi(2); | |
sst += (y[i] - mean.1).powi(2); | |
i += 1; | |
} | |
return LinearRegressionResult { | |
slope: slope, | |
intercept: intercept, | |
r2: ssr/sst | |
} | |
} |
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