- /* ===========================================================
- * JFreeChart : a free chart library for the Java(tm) platform
- * ===========================================================
- *
- * (C) Copyright 2000-2005, by Object Refinery Limited and Contributors.
- *
- * Project Info: http://www.jfree.org/jfreechart/index.html
- *
- * This library is free software; you can redistribute it and/or modify it under the terms
- * of the GNU Lesser General Public License as published by the Free Software Foundation;
- * either version 2.1 of the License, or (at your option) any later version.
- *
- * This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY;
- * without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
- * See the GNU Lesser General Public License for more details.
- *
- * You should have received a copy of the GNU Lesser General Public License along with this
- * library; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330,
- * Boston, MA 02111-1307, USA.
- *
- * [Java is a trademark or registered trademark of Sun Microsystems, Inc.
- * in the United States and other countries.]
- *
- * ---------------
- * Regression.java
- * ---------------
- * (C) Copyright 2002-2005, by Object Refinery Limited.
- *
- * Original Author: David Gilbert (for Object Refinery Limited);
- * Contributor(s): -;
- *
- * $Id: Regression.java,v 1.2 2005/01/14 17:30:46 mungady Exp $
- *
- * Changes
- * -------
- * 30-Sep-2002 : Version 1 (DG);
- * 18-Aug-2003 : Added 'abstract' (DG);
- * 15-Jul-2004 : Switched getX() with getXValue() and getY() with getYValue() (DG);
- *
- */
- package org.jfree.data.statistics;
- import org.jfree.data.xy.XYDataset;
- /**
- * A utility class for fitting regression curves to data.
- */
- public abstract class Regression {
- /**
- * Returns the parameters 'a' and 'b' for an equation y = a + bx, fitted to the data using
- * ordinary least squares regression.
- * <p>
- * The result is returned as a double[], where result[0] --> a, and result[1] --> b.
- *
- * @param data the data.
- *
- * @return the parameters.
- */
- public static double[] getOLSRegression(double[][] data) {
- int n = data.length;
- if (n < 2) {
- throw new IllegalArgumentException("Not enough data.");
- }
- double sumX = 0;
- double sumY = 0;
- double sumXX = 0;
- double sumXY = 0;
- for (int i = 0; i < n; i++) {
- double x = data[i][0];
- double y = data[i][1];
- sumX += x;
- sumY += y;
- double xx = x * x;
- sumXX += xx;
- double xy = x * y;
- sumXY += xy;
- }
- double sxx = sumXX - (sumX * sumX) / n;
- double sxy = sumXY - (sumX * sumY) / n;
- double xbar = sumX / n;
- double ybar = sumY / n;
- double[] result = new double[2];
- result[1] = sxy / sxx;
- result[0] = ybar - result[1] * xbar;
- return result;
- }
- /**
- * Returns the parameters 'a' and 'b' for an equation y = a + bx, fitted to the data using
- * ordinary least squares regression.
- * <p>
- * The result is returned as a double[], where result[0] --> a, and result[1] --> b.
- *
- * @param data the data.
- * @param series the series (zero-based index).
- *
- * @return the parameters.
- */
- public static double[] getOLSRegression(XYDataset data, int series) {
- int n = data.getItemCount(series);
- if (n < 2) {
- throw new IllegalArgumentException("Not enough data.");
- }
- double sumX = 0;
- double sumY = 0;
- double sumXX = 0;
- double sumXY = 0;
- for (int i = 0; i < n; i++) {
- double x = data.getXValue(series, i);
- double y = data.getYValue(series, i);
- sumX += x;
- sumY += y;
- double xx = x * x;
- sumXX += xx;
- double xy = x * y;
- sumXY += xy;
- }
- double sxx = sumXX - (sumX * sumX) / n;
- double sxy = sumXY - (sumX * sumY) / n;
- double xbar = sumX / n;
- double ybar = sumY / n;
- double[] result = new double[2];
- result[1] = sxy / sxx;
- result[0] = ybar - result[1] * xbar;
- return result;
- }
- /**
- * Returns the parameters 'a' and 'b' for an equation y = ax^b, fitted to the data using
- * a power regression equation.
- * <p>
- * The result is returned as an array, where double[0] --> a, and double[1] --> b.
- *
- * @param data the data.
- *
- * @return the parameters.
- */
- public static double[] getPowerRegression(double[][] data) {
- int n = data.length;
- if (n < 2) {
- throw new IllegalArgumentException("Not enough data.");
- }
- double sumX = 0;
- double sumY = 0;
- double sumXX = 0;
- double sumXY = 0;
- for (int i = 0; i < n; i++) {
- double x = Math.log(data[i][0]);
- double y = Math.log(data[i][1]);
- sumX += x;
- sumY += y;
- double xx = x * x;
- sumXX += xx;
- double xy = x * y;
- sumXY += xy;
- }
- double sxx = sumXX - (sumX * sumX) / n;
- double sxy = sumXY - (sumX * sumY) / n;
- double xbar = sumX / n;
- double ybar = sumY / n;
- double[] result = new double[2];
- result[1] = sxy / sxx;
- result[0] = Math.pow(Math.exp(1.0), ybar - result[1] * xbar);
- return result;
- }
- /**
- * Returns the parameters 'a' and 'b' for an equation y = ax^b, fitted to the data using
- * a power regression equation.
- * <p>
- * The result is returned as an array, where double[0] --> a, and double[1] --> b.
- *
- * @param data the data.
- * @param series the series to fit the regression line against.
- *
- * @return the parameters.
- */
- public static double[] getPowerRegression(XYDataset data, int series) {
- int n = data.getItemCount(series);
- if (n < 2) {
- throw new IllegalArgumentException("Not enough data.");
- }
- double sumX = 0;
- double sumY = 0;
- double sumXX = 0;
- double sumXY = 0;
- for (int i = 0; i < n; i++) {
- double x = Math.log(data.getXValue(series, i));
- double y = Math.log(data.getYValue(series, i));
- sumX += x;
- sumY += y;
- double xx = x * x;
- sumXX += xx;
- double xy = x * y;
- sumXY += xy;
- }
- double sxx = sumXX - (sumX * sumX) / n;
- double sxy = sumXY - (sumX * sumY) / n;
- double xbar = sumX / n;
- double ybar = sumY / n;
- double[] result = new double[2];
- result[1] = sxy / sxx;
- result[0] = Math.pow(Math.exp(1.0), ybar - result[1] * xbar);
- return result;
- }
- }