LinearRegression Class Implementation
( C++ For Scientists and Engineers )
The following listing of header file linreg.cpp is the implementation
code for the LinearRegression class.
/*
file linreg.cpp
*/
#include <math.h>
#include <float.h>
#include "linreg.h"
LinearRegression::LinearRegression(Point2D *p, long size)
{
long i;
a = b = sumX = sumY = sumXsquared = sumYsquared = sumXY = 0.0;
n = 0L;
if (size > 0L) // if size greater than zero there are data arrays
for (n = 0, i = 0L; i < size; i++)
addPoint(p[i]);
}
LinearRegression::LinearRegression(double *x, double *y, long size)
{
long i;
a = b = sumX = sumY = sumXsquared = sumYsquared = sumXY = 0.0;
n = 0L;
if (size > 0L) // if size greater than zero there are data arrays
for (n = 0, i = 0L; i < size; i++)
addXY(x[i], y[i]);
}
void LinearRegression::addXY(const double& x, const double& y)
{
n++;
sumX += x;
sumY += y;
sumXsquared += x * x;
sumYsquared += y * y;
sumXY += x * y;
Calculate();
}
void LinearRegression::Calculate()
{
if (haveData())
{
if (fabs( double(n) * sumXsquared - sumX * sumX) > DBL_EPSILON)
{
b = ( double(n) * sumXY - sumY * sumX) /
( double(n) * sumXsquared - sumX * sumX);
a = (sumY - b * sumX) / double(n);
double sx = b * ( sumXY - sumX * sumY / double(n) );
double sy2 = sumYsquared - sumY * sumY / double(n);
double sy = sy2 - sx;
coefD = sx / sy2;
coefC = sqrt(coefD);
stdError = sqrt(sy / double(n - 2));
}
else
{
a = b = coefD = coefC = stdError = 0.0;
}
}
}
ostream& operator<<(ostream& out, LinearRegression& lr)
{
if (lr.haveData())
out << "f(x) = " << lr.getA()
<< " + ( " << lr.getB()
<< " * x )";
return out;
}
Copyright © 1997 by David C. Swaim II, all rights reserved.