linearregression.rb

# Adapted from a C# example here:
# http://stackoverflow.com/questions/43224/how-do-i-calculate-a-trendline-for-a-graph

# And thanks to John Esser for helping figure out how to
# calculate the targets to stabilize a negative slope!

class LinearRegression
  attr_accessor :slope, :intercept

  # Pass in an array of values to get the regression on
  def initialize y_values
    @y_values = y_values
    @size = @y_values.size
    @x_values = (1..@size).to_a

    #initialize everything to 0
    sum_x = 0 
    sum_y = 0 
    sum_xx = 0 
    sum_xy = 0 

    # calculate the sums
    @y_values.zip(@x_values).each do |y, x|
      sum_xy += x*y 
      sum_xx += x*x 
      sum_x  += x
      sum_y  += y
    end 

    # calculate the slope
    @slope = 1.0 * ((@size * sum_xy) - (sum_x * sum_y)) / ((@size * sum_xx) - (sum_x * sum_x))
    @intercept = 1.0 * (sum_y - (@slope * sum_x)) / @size
  end 

  # Get the y-axis values of the trend line
  def trend
    return @x_values.map { |x| predict(x) }
  end 

  # Get the Y value for any given X value
  # from y = mx + b, or
  # y = slope * x + intercept
  def predict( x ) 
    y = @slope * x + @intercept
  end 

  # Get the "next" value if the sequence
  # was continued one more element
  def next
    predict (@size + 1)
  end

  # Determine the target needed to stabilize
  # the slope back to 0, assuming slope is
  # negative. The target returned will be
  # the number needed to have stabilized slope
  # inclusive of all values in the set
  def stabilize_over_all
    target = stabilize @y_values
    target
  end 

  # Determine the target needed to stabilize
  # the slope back to 0, assuming slope is
  # negative. The target returned will be
  # the number needed to have stabilized slope
  # over a set of values of size n (including
  # the target value
  def stabilize_over_n_values(n)
    values = []
    values = @y_values.last(n-1) if n - 1 >= 0
    target = stabilize values
    target
  end 

  private
  def stabilize(values)
    n = values.length
    sum = 0 
    target = 0 
    values.each_with_index do |value, i|
        sum += (n - (2 * i)) * value
    end 
    target = 1.0 * sum / n if n > 0 
    target
  end
end