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regression.js
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define(function (require) {
var dataProcess = require('./util/dataProcess');
var dataPreprocess = dataProcess.dataPreprocess;
var regreMethods = {
/**
* Common linear regression algorithm
* @param {Array.<Array.<number>>} data two-dimensional array
* @return {Object}
*/
linear: function (data) {
var predata = dataPreprocess(data);
var sumX = 0;
var sumY = 0;
var sumXY = 0;
var sumXX = 0;
var len = predata.length;
for (var i = 0; i < len; i++) {
sumX += predata[i][0];
sumY += predata[i][1];
sumXY += predata[i][0] * predata[i][1];
sumXX += predata[i][0] * predata[i][0];
}
var gradient = ((len * sumXY) - (sumX * sumY)) / ((len * sumXX) - (sumX * sumX));
var intercept = (sumY / len) - ((gradient * sumX) / len);
var result = [];
for (var j = 0; j < predata.length; j++) {
var coordinate = [predata[j][0], gradient * predata[j][0] + intercept];
result.push(coordinate);
}
var string = 'y = ' + Math.round(gradient * 100) / 100 + 'x + ' + Math.round(intercept * 100) / 100;
return {
points: result,
parameter: {
gradient: gradient,
intercept: intercept
},
expression: string
};
},
/**
* If the raw data include [0,0] point, we should choose linearThroughOrigin
* instead of linear.
* @param {Array.<Array>} data two-dimensional number array
* @return {Object}
*/
linearThroughOrigin: function (data) {
var predata = dataPreprocess(data);
var sumXX = 0;
var sumXY = 0;
for (var i = 0; i < predata.length; i++) {
sumXX += predata[i][0] * predata[i][0];
sumXY += predata[i][0] * predata[i][1];
}
var gradient = sumXY / sumXX;
var result = [];
for (var j = 0; j < predata.length; j++) {
var coordinate = [predata[j][0], predata[j][0] * gradient];
result.push(coordinate);
}
var string = 'y = ' + Math.round(gradient * 100) / 100 + 'x';
return {
points: result,
parameter: {
gradient: gradient
},
expression: string
};
},
/**
* Exponential regression
* @param {Array.<Array.<number>>} data two-dimensional number array
* @return {Object}
*/
exponential: function (data) {
var predata = dataPreprocess(data);
var sumX = 0;
var sumY = 0;
var sumXXY = 0;
var sumYlny = 0;
var sumXYlny = 0;
var sumXY = 0;
for (var i = 0; i < predata.length; i++) {
sumX += predata[i][0];
sumY += predata[i][1];
sumXY += predata[i][0] * predata[i][1];
sumXXY += predata[i][0] * predata[i][0] * predata[i][1];
sumYlny += predata[i][1] * Math.log(predata[i][1]);
sumXYlny += predata[i][0] * predata[i][1] * Math.log(predata[i][1]);
}
var denominator = (sumY * sumXXY) - (sumXY * sumXY);
var coefficient = Math.pow(Math.E, (sumXXY * sumYlny - sumXY * sumXYlny) / denominator);
var index = (sumY * sumXYlny - sumXY * sumYlny) / denominator;
var result = [];
for (var j = 0; j < predata.length; j++) {
var coordinate = [predata[j][0], coefficient * Math.pow(Math.E, index * predata[j][0])];
result.push(coordinate);
}
var string = 'y = ' + Math.round(coefficient * 100) / 100 + 'e^(' + Math.round(index * 100) / 100 + 'x)';
return {
points: result,
parameter: {
coefficient: coefficient,
index: index
},
expression: string
};
},
/**
* Logarithmic regression
* @param {Array.<Array.<number>>} data two-dimensional number array
* @return {Object}
*/
logarithmic: function (data) {
var predata = dataPreprocess(data);
var sumlnx = 0;
var sumYlnx = 0;
var sumY = 0;
var sumlnxlnx = 0;
for (var i = 0; i < predata.length; i++) {
sumlnx += Math.log(predata[i][0]);
sumYlnx += predata[i][1] * Math.log(predata[i][0]);
sumY += predata[i][1];
sumlnxlnx += Math.pow(Math.log(predata[i][0]), 2);
}
var gradient = (i * sumYlnx - sumY * sumlnx) / (i * sumlnxlnx - sumlnx * sumlnx);
var intercept = (sumY - gradient * sumlnx) / i;
var result = [];
for (var j = 0; j < predata.length; j++) {
var coordinate = [predata[j][0], gradient * Math.log(predata[j][0]) + intercept];
result.push(coordinate);
}
var string =
'y = '
+ Math.round(intercept * 100) / 100
+ ' + '
+ Math.round(gradient * 100) / 100 + 'ln(x)';
return {
points: result,
parameter: {
gradient: gradient,
intercept: intercept
},
expression: string
};
},
/**
* Polynomial regression
* @param {Array.<Array.<number>>} data two-dimensional number array
* @param {number} order order of polynomials
* @return {Object}
*/
polynomial: function (data, order) {
var predata = dataPreprocess(data);
if (typeof order === 'undefined') {
order = 2;
}
//coefficient matrix
var coeMatrix = [];
var lhs = [];
var k = order + 1;
for (var i = 0; i < k; i++) {
var sumA = 0;
for (var n = 0; n < predata.length; n++) {
sumA += predata[n][1] * Math.pow(predata[n][0], i);
}
lhs.push(sumA);
var temp = [];
for (var j = 0; j < k; j++) {
var sumB = 0;
for (var m = 0; m < predata.length; m++) {
sumB += Math.pow(predata[m][0], i + j);
}
temp.push(sumB);
}
coeMatrix.push(temp);
}
coeMatrix.push(lhs);
var coeArray = gaussianElimination(coeMatrix, k);
var result = [];
for (var i = 0; i < predata.length; i++) {
var value = 0;
for (var n = 0; n < coeArray.length; n++) {
value += coeArray[n] * Math.pow(predata[i][0], n);
}
result.push([predata[i][0], value]);
}
var string = 'y = ';
for (var i = coeArray.length - 1; i >= 0; i--) {
if (i > 1) {
string += Math.round(coeArray[i] * Math.pow(10, i + 1)) / Math.pow(10, i + 1) + 'x^' + i + ' + ';
}
else if (i === 1) {
string += Math.round(coeArray[i] * 100) / 100 + 'x' + ' + ';
}
else {
string += Math.round(coeArray[i] * 100) / 100;
}
}
return {
points: result,
parameter: coeArray,
expression: string
};
}
};
/**
* Gaussian elimination
* @param {Array.<Array.<number>>} matrix two-dimensional number array
* @param {number} number
* @return {Array}
*/
function gaussianElimination(matrix, number) {
for (var i = 0; i < matrix.length - 1; i++) {
var maxColumn = i;
for (var j = i + 1; j < matrix.length - 1; j++) {
if (Math.abs(matrix[i][j]) > Math.abs(matrix[i][maxColumn])) {
maxColumn = j;
}
}
// the matrix here is the transpose of the common Augmented matrix.
// so the can perform the primary column transform, in fact, equivalent
// to the primary line changes
for (var k = i; k < matrix.length; k++) {
var temp = matrix[k][i];
matrix[k][i] = matrix[k][maxColumn];
matrix[k][maxColumn] = temp;
}
for (var n = i + 1; n < matrix.length - 1; n++) {
for (var m = matrix.length - 1; m >= i; m--) {
matrix[m][n] -= matrix[m][i] / matrix[i][i] * matrix[i][n];
}
}
}
var data = new Array(number);
var len = matrix.length - 1;
for (var j = matrix.length - 2; j >= 0; j--) {
var temp = 0;
for (var i = j + 1; i < matrix.length - 1; i++) {
temp += matrix[i][j] * data[i];
}
data[j] = (matrix[len][j] - temp) / matrix[j][j];
}
return data;
}
var regression = function (regreMethod, data, order) {
return regreMethods[regreMethod](data, order);
};
return regression;
});