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// 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); | |
} |
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