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use float::Float;
use bivariate::Data;
#[derive(Clone, Copy)]
pub struct Slope<A>(pub A)
where
A: Float;
impl<A> Slope<A>
where
A: Float,
{
pub fn fit(data: &Data<A, A>) -> Slope<A> {
let xs = data.0;
let ys = data.1;
let xy = ::dot(xs, ys);
let x2 = ::dot(xs, xs);
Slope(xy / x2)
}
pub fn r_squared(&self, data: &Data<A, A>) -> A {
let _0 = A::cast(0);
let _1 = A::cast(1);
let m = self.0;
let xs = data.0;
let ys = data.1;
let n = A::cast(xs.len());
let y_bar = ::sum(ys) / n;
let mut ss_res = _0;
let mut ss_tot = _0;
for (&x, &y) in data.iter() {
ss_res = ss_res + (y - m * x).powi(2);
ss_tot = ss_res + (y - y_bar).powi(2);
}
_1 - ss_res / ss_tot
}
}
#[derive(Clone, Copy)]
pub struct StraightLine<A>
where
A: Float,
{
pub intercept: A,
pub slope: A,
}
impl<A> StraightLine<A>
where
A: Float,
{
#[cfg_attr(feature = "cargo-clippy", allow(clippy::similar_names))]
pub fn fit(data: Data<A, A>) -> StraightLine<A> {
let xs = data.0;
let ys = data.1;
let x2 = ::dot(xs, xs);
let xy = ::dot(xs, ys);
let n = A::cast(xs.len());
let x2_bar = x2 / n;
let x_bar = ::sum(xs) / n;
let xy_bar = xy / n;
let y_bar = ::sum(ys) / n;
let slope = {
let num = xy_bar - x_bar * y_bar;
let den = x2_bar - x_bar * x_bar;
num / den
};
let intercept = y_bar - slope * x_bar;
StraightLine { intercept, slope }
}
pub fn r_squared(&self, data: Data<A, A>) -> A {
let _0 = A::cast(0);
let _1 = A::cast(1);
let m = self.slope;
let b = self.intercept;
let xs = data.0;
let ys = data.1;
let n = A::cast(xs.len());
let y_bar = ::sum(ys) / n;
let mut ss_res = _0;
let mut ss_tot = _0;
for (&x, &y) in data.iter() {
ss_res = ss_res + (y - m * x - b).powi(2);
ss_tot = ss_tot + (y - y_bar).powi(2);
}
_1 - ss_res / ss_tot
}
}
#[cfg(test)]
macro_rules! test {
($ty:ident) => {
mod $ty {
use quickcheck::TestResult;
use bivariate::regression::StraightLine;
use bivariate::Data;
quickcheck! {
fn r_squared(size: usize, start: usize, offset: usize) -> TestResult {
if let Some(x) = ::test::vec::<$ty>(size, start) {
let y = ::test::vec::<$ty>(size + offset, start + offset).unwrap();
let data = Data::new(&x[start..], &y[start+offset..]);
let sl = StraightLine::fit(data);
let r_squared = sl.r_squared(data);
TestResult::from_bool(
(r_squared > 0. || relative_eq!(r_squared, 0.)) &&
(r_squared < 1. || relative_eq!(r_squared, 1.))
)
} else {
TestResult::discard()
}
}
}
}
};
}
#[cfg(test)]
mod test {
test!(f32);
test!(f64);
}