152 lines
2.6 KiB
Perl
152 lines
2.6 KiB
Perl
;#
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;# lr.pl,v 3.1 1993/07/06 01:09:08 jbj Exp
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;#
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;#
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;# Linear Regression Package for perl
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;# to be 'required' from perl
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;#
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;# Copyright (c) 1992
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;# Frank Kardel, Rainer Pruy
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;# Friedrich-Alexander Universitaet Erlangen-Nuernberg
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;#
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;# Copyright (c) 1997 by
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;# Ulrich Windl <Ulrich.Windl@rz.uni-regensburg.de>
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;# (Converted to a PERL 5.004 package)
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;#
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;#############################################################
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package lr;
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##
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## y = A + Bx
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##
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## B = (n * Sum(xy) - Sum(x) * Sum(y)) / (n * Sum(x^2) - Sum(x)^2)
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##
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## A = (Sum(y) - B * Sum(x)) / n
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##
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##
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## interface
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##
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;# init(tag); initialize data set for tag
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;# sample(x, y, tag); enter sample
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;# Y(x, tag); compute y for given x
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;# X(y, tag); compute x for given y
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;# r(tag); regression coefficient
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;# cov(tag); covariance
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;# A(tag);
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;# B(tag);
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;# sigma(tag); standard deviation
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;# mean(tag);
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#########################
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sub init
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{
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my $self = shift;
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$self->{n} = 0;
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$self->{sx} = 0.0;
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$self->{sx2} = 0.0;
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$self->{sxy} = 0.0;
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$self->{sy} = 0.0;
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$self->{sy2} = 0.0;
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}
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sub sample($$$)
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{
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my $self = shift;
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my($_x, $_y) = @_;
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++($self->{n});
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$self->{sx} += $_x;
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$self->{sy} += $_y;
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$self->{sxy} += $_x * $_y;
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$self->{sx2} += $_x**2;
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$self->{sy2} += $_y**2;
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}
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sub B($)
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{
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my $self = shift;
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return 1 unless ($self->{n} * $self->{sx2} - $self->{sx}**2);
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return ($self->{n} * $self->{sxy} - $self->{sx} * $self->{sy})
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/ ($self->{n} * $self->{sx2} - $self->{sx}**2);
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}
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sub A($)
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{
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my $self = shift;
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return ($self->{sy} - B($self) * $self->{sx}) / $self->{n};
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}
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sub Y($$)
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{
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my $self = shift;
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return A($self) + B($self) * $_[$[];
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}
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sub X($$)
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{
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my $self = shift;
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return ($_[$[] - A($self)) / B($self);
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}
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sub r($)
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{
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my $self = shift;
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my $s = ($self->{n} * $self->{sx2} - $self->{sx}**2)
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* ($self->{n} * $self->{sy2} - $self->{sy}**2);
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return 1 unless $s;
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return ($self->{n} * $self->{sxy} - $self->{sx} * $self->{sy}) / sqrt($s);
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}
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sub cov($)
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{
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my $self = shift;
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return ($self->{sxy} - $self->{sx} * $self->{sy} / $self->{n})
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/ ($self->{n} - 1);
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}
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sub sigma($)
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{
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my $self = shift;
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return 0 if $self->{n} <= 1;
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return sqrt(($self->{sy2} - ($self->{sy} * $self->{sy}) / $self->{n})
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/ ($self->{n}));
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}
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sub mean($)
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{
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my $self = shift;
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return 0 if $self->{n} <= 0;
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return $self->{sy} / $self->{n};
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}
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sub new
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{
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my $class = shift;
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my $self = {
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(n => undef,
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sx => undef,
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sx2 => undef,
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sxy => undef,
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sy => undef,
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sy2 => undef)
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};
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bless $self, $class;
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init($self);
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return $self;
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}
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1;
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