linreg.cpp

/*
file linreg.cpp
*/
#include <math.h>
#include <float.h>
#include "linreg.h"


LinearRegression::LinearRegression(double *x, double *y, long size)
{
	long i;
	a = b = sumX = sumY = sumXsquared = sumYsquared = sumXY = 0.0;
	n = 0L;

	if (size > 0L) // if size greater than zero there are data arrays
		for (n = 0, i = 0L; i < size; i++)
			addXY(x[i], y[i]);
}

void LinearRegression::addXY(const double& x, const double& y)
{
	n++;
	sumX += x;
	sumY += y;
	sumXsquared += x * x;
	sumYsquared += y * y;
	sumXY += x * y;
	Calculate();
}

void LinearRegression::Calculate()
{
	if (haveData())
	{
		if (fabs(double(n) * sumXsquared - sumX * sumX) > DBL_EPSILON)
		{
			b = (double(n) * sumXY - sumY * sumX) /
				(double(n) * sumXsquared - sumX * sumX);
			a = (sumY - b * sumX) / double(n);

			double sx = b * (sumXY - sumX * sumY / double(n));
			double sy2 = sumYsquared - sumY * sumY / double(n);
			double sy = sy2 - sx;

			coefD = sx / sy2;
			coefC = sqrt(coefD);
			stdError = sqrt(sy / double(n - 2));
		}
		else
		{
			a = b = coefD = coefC = stdError = 0.0;
		}
	}
}