/* Copyright 2016, Ableton AG, Berlin. All rights reserved.
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 2 of the License, or
* (at your option) any later version.
*
* This program 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see .
*
* If you would like to incorporate Link into a proprietary software application,
* please contact .
*/
#pragma once
#include
#include
#include
namespace ableton
{
namespace link
{
template
typename std::iterator_traits::value_type linearRegression(It begin, It end)
{
using NumberType =
typename std::tuple_element<0, typename std::iterator_traits::value_type>::type;
NumberType sumX = 0.0;
NumberType sumXX = 0.0;
NumberType sumXY = 0.0;
NumberType sumY = 0.0;
for (auto i = begin; i != end; ++i)
{
sumX += i->first;
sumXX += i->first * i->first;
sumXY += i->first * i->second;
sumY += i->second;
}
const NumberType numPoints = static_cast(distance(begin, end));
assert(numPoints > 0);
const NumberType denominator = numPoints * sumXX - sumX * sumX;
const NumberType slope = denominator == NumberType{0}
? NumberType{0}
: (numPoints * sumXY - sumX * sumY) / denominator;
const NumberType intercept = (sumY - slope * sumX) / numPoints;
return std::make_pair(slope, intercept);
}
} // namespace link
} // namespace ableton