tansey / gist:1375526

Created November 18, 2011


    
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      gistfile1.cs
    
    
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                    /// <summary>
        /// Fits a line to a collection of (x,y) points.
        /// </summary>
        /// <param name="xVals">The x-axis values.</param>
        /// <param name="yVals">The y-axis values.</param>
        /// <param name="inclusiveStart">The inclusive inclusiveStart index.</param>
        /// <param name="exclusiveEnd">The exclusive exclusiveEnd index.</param>
        /// <param name="rsquared">The r^2 value of the line.</param>
        /// <param name="yintercept">The y-intercept value of the line (i.e. y = ax + b, yintercept is b).</param>
        /// <param name="slope">The slop of the line (i.e. y = ax + b, slope is a).</param>
        public static void LinearRegression(double[] xVals, double[] yVals, 
                                            int inclusiveStart, int exclusiveEnd, 
                                            out double rsquared, out double yintercept, 
                                            out double slope)
        {
            Debug.Assert(xVals.Length == yVals.Length);
            double sumOfX = 0;
            double sumOfY = 0;
            double sumOfXSq = 0;
            double sumOfYSq = 0;
            double ssX = 0;
            double ssY = 0;
            double sumCodeviates = 0;
            double sCo = 0;
            double count = exclusiveEnd - inclusiveStart;
 
            for (int ctr = inclusiveStart; ctr < exclusiveEnd; ctr++)
            {
                double x = xVals[ctr];
                double y = yVals[ctr];
                sumCodeviates += x * y;
                sumOfX += x;
                sumOfY += y;
                sumOfXSq += x * x;
                sumOfYSq += y * y;
            }
            ssX = sumOfXSq - ((sumOfX * sumOfX) / count);
            ssY = sumOfYSq - ((sumOfY * sumOfY) / count);
            double RNumerator = (count * sumCodeviates) - (sumOfX * sumOfY);
            double RDenom = (count * sumOfXSq - (sumOfX * sumOfX))
             * (count * sumOfYSq - (sumOfY * sumOfY));
            sCo = sumCodeviates - ((sumOfX * sumOfY) / count);
 
            double meanX = sumOfX / count;
            double meanY = sumOfY / count;
            double dblR = RNumerator / Math.Sqrt(RDenom);
            rsquared = dblR * dblR;
            yintercept = meanY - ((sCo / ssX) * meanX);
            slope = sCo / ssX;
        }