criterion/stats/bivariate/
regression.rs

Help
1//! Regression analysis
2
3use stats::float::Float;
4
5use stats::bivariate::Data;
6
7/// A straight line that passes through the origin `y = m * x`
8#[derive(Clone, Copy)]
9pub struct Slope<A>(pub A)
10where
11    A: Float;
12
13impl<A> Slope<A>
14where
15    A: Float,
16{
17    /// Fits the data to a straight line that passes through the origin using ordinary least
18    /// squares
19    ///
20    /// - Time: `O(length)`
21    pub fn fit(data: &Data<A, A>) -> Slope<A> {
22        let xs = data.0;
23        let ys = data.1;
24
25        let xy = ::stats::dot(xs, ys);
26        let x2 = ::stats::dot(xs, xs);
27
28        Slope(xy / x2)
29    }
30
31    /// Computes the goodness of fit (coefficient of determination) for this data set
32    ///
33    /// - Time: `O(length)`
34    pub fn r_squared(&self, data: &Data<A, A>) -> A {
35        let _0 = A::cast(0);
36        let _1 = A::cast(1);
37        let m = self.0;
38        let xs = data.0;
39        let ys = data.1;
40
41        let n = A::cast(xs.len());
42        let y_bar = ::stats::sum(ys) / n;
43
44        let mut ss_res = _0;
45        let mut ss_tot = _0;
46
47        for (&x, &y) in data.iter() {
48            ss_res = ss_res + (y - m * x).powi(2);
49            ss_tot = ss_res + (y - y_bar).powi(2);
50        }
51
52        _1 - ss_res / ss_tot
53    }
54}
criterion/stats/bivariate/regression.rs

criterion/stats/bivariate/
regression.rs
