stats.cpp

// https://en.wikipedia.org/wiki/Simple_linear_regression
// https://en.wikipedia.org/wiki/Standard_deviation

float regression_line_slope(vector<float> &x, vector<float> &y)
{
	if(x.size() != y.size())
		return 0;

	float x_mean = 0, y_mean = 0;

	for(size_t i = 0; i < x.size(); i++)
	{
		x_mean += x[i];
		y_mean += y[i];
	}

	x_mean /= static_cast<float>(x.size());
	y_mean /= static_cast<float>(y.size());

	float covariance = 0, variance = 0;

	for(size_t i = 0; i < x.size(); i++)
	{
		float z = x[i] - x_mean;
		covariance += z*(y[i] - y_mean);
		variance += z*z;
	}

	return covariance / variance; // beta
}

float standard_deviation(const vector<float> &src)
{
	float mean = 0;
	float size = static_cast<float>(src.size());

	for(size_t i = 0; i < src.size(); i++)
		mean += src[i];

	mean /= size;

	float sq_diff = 0;

	for(size_t i = 0; i < src.size(); i++)
	{
		float diff = src[i] - mean;
		sq_diff += diff*diff;
	}

	sq_diff /= size;

	return sqrt(sq_diff);
}