include/a/regress_simple.h

   1 /*!
   2  @file regress_simple.h
   3  @brief simple linear regression
   4  @details https://en.wikipedia.org/wiki/Simple_linear_regression
   5 */
   6
   7 #ifndef LIBA_REGRESS_SIMPLE_H
   8 #define LIBA_REGRESS_SIMPLE_H
   9
  10 #include "a.h"
  11
  12 /*!
  13  @ingroup a_regress
  14  @addtogroup a_regress_simple simple linear regression
  15  @{
  16 */
  17
  18 typedef struct a_regress_simple a_regress_simple;
  19
  20 #if defined(__cplusplus)
  21 extern "C" {
  22 #endif /* __cplusplus */
  23
  24 /*!
  25  @brief initialize for simple linear regression
  26  @param[in,out] ctx points to an instance of simple linear regression
  27  @param[in] coef regression coefficient
  28  @param[in] bias intercept
  29 */
  30 A_EXTERN void a_regress_simple_init(a_regress_simple *ctx, a_float coef, a_float bias);
  31
  32 /*!
  33  @brief calculate predicted value for simple linear regression
  34  @param[in] ctx points to an instance of simple linear regression
  35  @param[in] val independent variable
  36  @return predicted value
  37 */
  38 A_EXTERN a_float a_regress_simple_eval(a_regress_simple const *ctx, a_float val);
  39
  40 /*!
  41  @brief calculate predicted value for simple linear regression
  42  @param[in] ctx points to an instance of simple linear regression
  43  @param[in] val dependent variable
  44  @return predicted value
  45 */
  46 A_EXTERN a_float a_regress_simple_evar(a_regress_simple const *ctx, a_float val);
  47
  48 /*!
  49  @brief ordinary least squares for simple linear regression
  50  @param[in,out] ctx points to an instance of simple linear regression
  51  @param[in] n number of samples, x[n], y[n]
  52  @param[in] x predictor data, specified as a numeric vector
  53  @param[in] y response data, specified as a numeric vector
  54  @param[in] x_mean mean of predictor data
  55  @param[in] y_mean mean of response data
  56 */
  57 A_EXTERN 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);
  58
  59 /*!
  60  @brief ordinary least squares for simple linear regression
  61  @param[in,out] ctx points to an instance of simple linear regression
  62  @param[in] n number of samples, x[n], y[n]
  63  @param[in] x predictor data, specified as a numeric vector
  64  @param[in] y response data, specified as a numeric vector
  65  @param[in] x_mean mean of predictor data
  66 */
  67 A_EXTERN void a_regress_simple_olsx(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y, a_float x_mean);
  68
  69 /*!
  70  @brief ordinary least squares for simple linear regression
  71  @param[in,out] ctx points to an instance of simple linear regression
  72  @param[in] n number of samples, x[n], y[n]
  73  @param[in] x predictor data, specified as a numeric vector
  74  @param[in] y response data, specified as a numeric vector
  75  @param[in] y_mean mean of response data
  76 */
  77 A_EXTERN void a_regress_simple_olsy(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y, a_float y_mean);
  78
  79 /*!
  80  @brief ordinary least squares for simple linear regression
  81  @param[in,out] ctx points to an instance of simple linear regression
  82  @param[in] n number of samples, x[n], y[n]
  83  @param[in] x predictor data, specified as a numeric vector
  84  @param[in] y response data, specified as a numeric vector
  85 */
  86 A_EXTERN void a_regress_simple_ols(a_regress_simple *ctx, a_size n, a_float const *x, a_float const *y);
  87
  88 /*!
  89  @brief zeroing for simple linear regression
  90  @param[in,out] ctx points to an instance of simple linear regression
  91 */
  92 A_EXTERN void a_regress_simple_zero(a_regress_simple *ctx);
  93
  94 #if defined(__cplusplus)
  95 } /* extern "C" */
  96 namespace a
  97 {
  98 typedef struct a_regress_simple regress_simple;
  99 } /* namespace a */
 100 #endif /* __cplusplus */
 101
 102 /*!
 103  @brief instance structure for simple linear regression
 104 */
 105 struct a_regress_simple
 106 {
 107     a_float coef; /*!< regression coefficient */
 108     a_float bias; /*!< intercept */
 109 #if defined(__cplusplus)
 110     A_INLINE void init(a_float a = 1, a_float b = 0)
 111     {
 112         a_regress_simple_init(this, a, b);
 113     }
 114     A_INLINE a_float eval(a_float val) const
 115     {
 116         return a_regress_simple_eval(this, val);
 117     }
 118     A_INLINE a_float evar(a_float val) const
 119     {
 120         return a_regress_simple_evar(this, val);
 121     }
 122     A_INLINE void ols(a_size n, a_float const *x, a_float const *y, a_float x_mean, a_float y_mean)
 123     {
 124         a_regress_simple_ols_(this, n, x, y, x_mean, y_mean);
 125     }
 126     A_INLINE void olsx(a_size n, a_float const *x, a_float const *y, a_float x_mean)
 127     {
 128         a_regress_simple_olsx(this, n, x, y, x_mean);
 129     }
 130     A_INLINE void olsy(a_size n, a_float const *x, a_float const *y, a_float y_mean)
 131     {
 132         a_regress_simple_olsy(this, n, x, y, y_mean);
 133     }
 134     A_INLINE void ols(a_size n, a_float const *x, a_float const *y)
 135     {
 136         a_regress_simple_ols(this, n, x, y);
 137     }
 138     A_INLINE void zero() { a_regress_simple_zero(this); }
 139 #endif /* __cplusplus */
 140 };
 141
 142 /*! @} a_regress_simple */
 143
 144 #endif /* a/regress_simple.h */