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/*
* Copyright (c) "Neo4j"
* Neo4j Sweden AB [http://neo4j.com]
*
* This file is part of Neo4j.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package apoc.math;
/**
* This code was copied from project commons-math3
*/
class SimpleRegression {
private double sumXX = 0d;
private double sumYY = 0d;
private double sumXY = 0d;
private long n = 0;
public void addData(final double x, final double y) {
sumXX += x * x;
sumYY += y * y;
sumXY += x * y;
n++;
}
public double getSlope() {
if (n < 2) {
return Double.NaN; // not enough data
}
if (Math.abs(sumXX) < 10 * Double.MIN_VALUE) {
return Double.NaN; // not enough variation in x
}
return sumXY / sumXX;
}
public double getSumSquaredErrors() {
return Math.max(0d, sumYY - sumXY * sumXY / sumXX);
}
public double getTotalSumSquares() {
if (n < 2) {
return Double.NaN;
}
return sumYY;
}
public double getR() {
double b1 = getSlope();
double result = Math.sqrt(getRSquare());
if (b1 < 0) {
result = -result;
}
return result;
}
public double getRSquare() {
double ssto = getTotalSumSquares();
return (ssto - getSumSquaredErrors()) / ssto;
}
}