go-chart/polynomial_regression_series.go
2018-12-06 16:38:58 +01:00

179 lines
4.4 KiB
Go

package chart
import (
"fmt"
"math"
"git.gutmet.org/go-chart.git/matrix"
util "git.gutmet.org/go-chart.git/util"
)
// Interface Assertions.
var (
_ Series = (*PolynomialRegressionSeries)(nil)
_ FirstValuesProvider = (*PolynomialRegressionSeries)(nil)
_ LastValuesProvider = (*PolynomialRegressionSeries)(nil)
)
// PolynomialRegressionSeries implements a polynomial regression over a given
// inner series.
type PolynomialRegressionSeries struct {
Name string
Style Style
YAxis YAxisType
Limit int
Offset int
Degree int
InnerSeries ValuesProvider
coeffs []float64
}
// GetName returns the name of the time series.
func (prs PolynomialRegressionSeries) GetName() string {
return prs.Name
}
// GetStyle returns the line style.
func (prs PolynomialRegressionSeries) GetStyle() Style {
return prs.Style
}
// GetYAxis returns which YAxis the series draws on.
func (prs PolynomialRegressionSeries) GetYAxis() YAxisType {
return prs.YAxis
}
// Len returns the number of elements in the series.
func (prs PolynomialRegressionSeries) Len() int {
return util.Math.MinInt(prs.GetLimit(), prs.InnerSeries.Len()-prs.GetOffset())
}
// GetLimit returns the window size.
func (prs PolynomialRegressionSeries) GetLimit() int {
if prs.Limit == 0 {
return prs.InnerSeries.Len()
}
return prs.Limit
}
// GetEndIndex returns the effective limit end.
func (prs PolynomialRegressionSeries) GetEndIndex() int {
windowEnd := prs.GetOffset() + prs.GetLimit()
innerSeriesLastIndex := prs.InnerSeries.Len() - 1
return util.Math.MinInt(windowEnd, innerSeriesLastIndex)
}
// GetOffset returns the data offset.
func (prs PolynomialRegressionSeries) GetOffset() int {
if prs.Offset == 0 {
return 0
}
return prs.Offset
}
// Validate validates the series.
func (prs *PolynomialRegressionSeries) Validate() error {
if prs.InnerSeries == nil {
return fmt.Errorf("linear regression series requires InnerSeries to be set")
}
endIndex := prs.GetEndIndex()
if endIndex >= prs.InnerSeries.Len() {
return fmt.Errorf("invalid window; inner series has length %d but end index is %d", prs.InnerSeries.Len(), endIndex)
}
return nil
}
// GetValues returns the series value for a given index.
func (prs *PolynomialRegressionSeries) GetValues(index int) (x, y float64) {
if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
return
}
if prs.coeffs == nil {
coeffs, err := prs.computeCoefficients()
if err != nil {
panic(err)
}
prs.coeffs = coeffs
}
offset := prs.GetOffset()
effectiveIndex := util.Math.MinInt(index+offset, prs.InnerSeries.Len())
x, y = prs.InnerSeries.GetValues(effectiveIndex)
y = prs.apply(x)
return
}
// GetFirstValues computes the first poly regression value.
func (prs *PolynomialRegressionSeries) GetFirstValues() (x, y float64) {
if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
return
}
if prs.coeffs == nil {
coeffs, err := prs.computeCoefficients()
if err != nil {
panic(err)
}
prs.coeffs = coeffs
}
x, y = prs.InnerSeries.GetValues(0)
y = prs.apply(x)
return
}
// GetLastValues computes the last poly regression value.
func (prs *PolynomialRegressionSeries) GetLastValues() (x, y float64) {
if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
return
}
if prs.coeffs == nil {
coeffs, err := prs.computeCoefficients()
if err != nil {
panic(err)
}
prs.coeffs = coeffs
}
endIndex := prs.GetEndIndex()
x, y = prs.InnerSeries.GetValues(endIndex)
y = prs.apply(x)
return
}
func (prs *PolynomialRegressionSeries) apply(v float64) (out float64) {
for index, coeff := range prs.coeffs {
out = out + (coeff * math.Pow(v, float64(index)))
}
return
}
func (prs *PolynomialRegressionSeries) computeCoefficients() ([]float64, error) {
xvalues, yvalues := prs.values()
return matrix.Poly(xvalues, yvalues, prs.Degree)
}
func (prs *PolynomialRegressionSeries) values() (xvalues, yvalues []float64) {
startIndex := prs.GetOffset()
endIndex := prs.GetEndIndex()
xvalues = make([]float64, endIndex-startIndex)
yvalues = make([]float64, endIndex-startIndex)
for index := startIndex; index < endIndex; index++ {
x, y := prs.InnerSeries.GetValues(index)
xvalues[index-startIndex] = x
yvalues[index-startIndex] = y
}
return
}
// Render renders the series.
func (prs *PolynomialRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
style := prs.Style.InheritFrom(defaults)
Draw.LineSeries(r, canvasBox, xrange, yrange, style, prs)
}