src/regress_simple.c

   1 #include "a/regress_simple.h"
   2
   3 void a_regress_simple_init(a_regress_simple *ctx, a_float coef, a_float bias)
   4 {
   5     ctx->coef = coef;
   6     ctx->bias = bias;
   7 }
   8
   9 a_float a_regress_simple_eval(a_regress_simple const *ctx, a_float val)
  10 {
  11     return ctx->coef * val + ctx->bias;
  12 }
  13
  14 a_float a_regress_simple_evar(a_regress_simple const *ctx, a_float val)
  15 {
  16     return (val - ctx->bias) / ctx->coef;
  17 }
  18
  19 void a_regress_simple_ols_(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y, a_float x_mean, a_float y_mean)
  20 {
  21     a_float num = 0, den = 0;
  22     for (; n; --n)
  23     {
  24         a_float dy = *y++ - y_mean;
  25         a_float dx = *x++ - x_mean;
  26         num += dx * dy;
  27         den += dx * dx;
  28     }
  29     ctx->coef = num / den;
  30     ctx->bias = y_mean - ctx->coef * x_mean;
  31 }
  32
  33 void a_regress_simple_olsx(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y, a_float x_mean)
  34 {
  35     a_float const y_mean = a_float_mean(y, n);
  36     a_regress_simple_ols_(ctx, n, x, y, x_mean, y_mean);
  37 }
  38
  39 void a_regress_simple_olsy(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y, a_float y_mean)
  40 {
  41     a_float const x_mean = a_float_mean(x, n);
  42     a_regress_simple_ols_(ctx, n, x, y, x_mean, y_mean);
  43 }
  44
  45 void a_regress_simple_ols(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y)
  46 {
  47     a_float const x_mean = a_float_mean(x, n);
  48     a_float const y_mean = a_float_mean(y, n);
  49     a_regress_simple_ols_(ctx, n, x, y, x_mean, y_mean);
  50 }
  51
  52 void a_regress_simple_zero(a_regress_simple *ctx)
  53 {
  54     ctx->coef = 0;
  55     ctx->bias = 0;
  56 }