143 lines
3.5 KiB
Go
143 lines
3.5 KiB
Go
package chart
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import "fmt"
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// LinearRegressionSeries is a series that plots the n-nearest neighbors
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// linear regression for the values.
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type LinearRegressionSeries struct {
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Name string
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Style Style
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YAxis YAxisType
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Window int
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Offset int
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InnerSeries ValueProvider
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m float64
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b float64
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avgx float64
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stddevx float64
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}
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// GetName returns the name of the time series.
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func (lrs LinearRegressionSeries) GetName() string {
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return lrs.Name
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}
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// GetStyle returns the line style.
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func (lrs LinearRegressionSeries) GetStyle() Style {
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return lrs.Style
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}
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// GetYAxis returns which YAxis the series draws on.
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func (lrs LinearRegressionSeries) GetYAxis() YAxisType {
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return lrs.YAxis
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}
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// Len returns the number of elements in the series.
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func (lrs LinearRegressionSeries) Len() int {
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return Math.MinInt(lrs.GetWindow(), lrs.InnerSeries.Len()-lrs.GetOffset())
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}
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// GetWindow returns the window size.
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func (lrs LinearRegressionSeries) GetWindow() int {
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if lrs.Window == 0 {
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return lrs.InnerSeries.Len()
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}
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return lrs.Window
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}
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// GetEndIndex returns the effective window end.
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func (lrs LinearRegressionSeries) GetEndIndex() int {
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return Math.MinInt(lrs.GetOffset()+(lrs.Len()), (lrs.InnerSeries.Len() - 1))
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}
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// GetOffset returns the data offset.
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func (lrs LinearRegressionSeries) GetOffset() int {
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if lrs.Offset == 0 {
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return 0
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}
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return lrs.Offset
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}
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// GetValue gets a value at a given index.
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func (lrs *LinearRegressionSeries) GetValue(index int) (x, y float64) {
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if lrs.InnerSeries == nil {
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return
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}
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if lrs.m == 0 && lrs.b == 0 {
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lrs.computeCoefficients()
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}
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offset := lrs.GetOffset()
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effectiveIndex := Math.MinInt(index+offset, lrs.InnerSeries.Len())
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x, y = lrs.InnerSeries.GetValue(effectiveIndex)
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y = (lrs.m * lrs.normalize(x)) + lrs.b
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return
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
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if lrs.InnerSeries == nil {
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return
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}
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if lrs.m == 0 && lrs.b == 0 {
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lrs.computeCoefficients()
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}
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endIndex := lrs.GetEndIndex()
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x, y = lrs.InnerSeries.GetValue(endIndex)
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y = (lrs.m * lrs.normalize(x)) + lrs.b
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return
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}
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func (lrs *LinearRegressionSeries) normalize(xvalue float64) float64 {
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return (xvalue - lrs.avgx) / lrs.stddevx
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}
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// computeCoefficients computes the `m` and `b` terms in the linear formula given by `y = mx+b`.
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func (lrs *LinearRegressionSeries) computeCoefficients() {
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startIndex := lrs.GetOffset()
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endIndex := lrs.GetEndIndex()
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p := float64(endIndex - startIndex)
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xvalues := NewRingBufferWithCapacity(lrs.Len())
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for index := startIndex; index < endIndex; index++ {
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x, _ := lrs.InnerSeries.GetValue(index)
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xvalues.Enqueue(x)
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}
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lrs.avgx = xvalues.Average()
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lrs.stddevx = xvalues.StdDev()
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var sumx, sumy, sumxx, sumxy float64
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for index := startIndex; index < endIndex; index++ {
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x, y := lrs.InnerSeries.GetValue(index)
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x = lrs.normalize(x)
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sumx += x
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sumy += y
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sumxx += x * x
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sumxy += x * y
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}
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lrs.m = (p*sumxy - sumx*sumy) / (p*sumxx - sumx*sumx)
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lrs.b = (sumy / p) - (lrs.m * sumx / p)
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}
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// Render renders the series.
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func (lrs *LinearRegressionSeries) Render(r Renderer, canvasBox Box, xrange, yrange Range, defaults Style) {
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style := lrs.Style.InheritFrom(defaults)
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Draw.LineSeries(r, canvasBox, xrange, yrange, style, lrs)
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}
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// Validate validates the series.
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func (lrs *LinearRegressionSeries) Validate() error {
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if lrs.InnerSeries == nil {
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return fmt.Errorf("linear regression series requires InnerSeries to be set")
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}
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return nil
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}
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