regression.java

来自「JfreeChart 常用图表例子」· Java 代码 · 共 229 行

/* ===========================================================
 * 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 1.3 2005/03/24 12:49:37 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.  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. 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.  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.  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;

    }

}