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SDC-CH common library for the Euclid project
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MathUtils
src
lib
regression
LinearRegression.cpp
Go to the documentation of this file.
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/*
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* Copyright (C) 2012-2021 Euclid Science Ground Segment
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*
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* This library is free software; you can redistribute it and/or modify it under
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* the terms of the GNU Lesser General Public License as published by the Free
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* Software Foundation; either version 3.0 of the License, or (at your option)
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* any later version.
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*
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* This library is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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* FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more
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* details.
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*
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* You should have received a copy of the GNU Lesser General Public License
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* along with this library; if not, write to the Free Software Foundation, Inc.,
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* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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*/
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#include "
MathUtils/regression/LinearRegression.h
"
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#include <
ElementsKernel/Exception.h
>
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namespace
Euclid {
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namespace
MathUtils {
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std::pair<double, double>
linearRegression
(
const
std::vector<double>
& x,
const
std::vector<double>
& y) {
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if
(x.
size
() != y.
size
()) {
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throw
Elements::Exception
(
"linearRegression: x and y vectors must have the same size"
);
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}
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if
(x.
empty
()) {
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throw
Elements::Exception
(
"linearRegression: Can not do a regression over empty vectors"
);
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}
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double
mean_x = 0;
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double
mean_y = 0;
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for
(
std::size_t
index = 0; index < x.
size
(); ++index) {
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mean_x += x[index];
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mean_y += y[index];
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}
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mean_x /=
static_cast<
double
>
(x.
size
());
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mean_y /=
static_cast<
double
>
(x.
size
());
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double
nom = 0.0;
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double
denom = 0.0;
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for
(
std::size_t
index = 0; index < x.
size
(); ++index) {
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nom += (x[index] - mean_x) * (y[index] - mean_y);
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denom += (x[index] - mean_x) * (x[index] - mean_x);
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}
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double
a = nom / denom;
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double
b = mean_y - a * mean_x;
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return
std::make_pair
(a, b);
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}
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}
// namespace MathUtils
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}
// namespace Euclid
std::vector::empty
T empty(T...args)
std::size_t
std::make_pair
T make_pair(T...args)
std::pair< double, double >
std::vector::size
T size(T...args)
std::vector< double >
Elements::Exception
Exception.h
LinearRegression.h
Euclid::MathUtils::linearRegression
std::pair< double, double > linearRegression(const std::vector< double > &x, const std::vector< double > &y)
Definition:
LinearRegression.cpp:25
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