regression

Documentation

Index

• func Center(pairs []util.PairType, radius float64) (x, y float64, err error)
• func DownhillSimplex(fnc func(x []float64) float64, init []float64, length, expansion float64) (res []float64, err error)
• type LinearFitType
  • func LinearFit(xList, yList []float64) (le LinearFitType)
  • func (fit LinearFitType) String() string

Examples

• Center
• LinearFit

Functions

func Center

func Center(pairs []util.PairType, radius float64) (x, y float64, err error)

Center uses the downhill simplex method to calculate the center of a circle of known radius to a set of observed points specified by pairs.

Example

package main

import (
	"fmt"

	"github.com/jung-kurt/etc/go/regression"
	"github.com/jung-kurt/etc/go/util"
)

func main() {
	var err error
	var x, y float64
	var pairs = []util.PairType{
		{X: 376.25, Y: 519.21},
		{X: 387.5, Y: 503.0749999999998},
		{X: 398.75, Y: 487.1149999999998},
		{X: 410, Y: 471.1199999999999},
		{X: 421.25, Y: 459.57000000000016},
		{X: 432.5, Y: 451.55499999999984},
		{X: 443.75, Y: 444.9749999999999},
		{X: 455, Y: 436.6100000000001},
		{X: 466.25, Y: 425.27},
		{X: 477.5, Y: 419.17999999999984},
		{X: 488.75, Y: 416.30999999999995},
		{X: 500, Y: 412.91499999999996},
		{X: 511.25, Y: 409.9050000000002},
		{X: 522.5, Y: 407.98},
		{X: 533.75, Y: 407.03499999999985},
		{X: 545, Y: 405.91499999999996},
		{X: 556.25, Y: 405.32000000000016},
		{X: 567.5, Y: 404.9000000000001},
		{X: 578.75, Y: 406.5799999999999},
		{X: 590, Y: 409.625},
		{X: 601.25, Y: 409.3449999999998},
		{X: 612.5, Y: 413.05499999999984},
		{X: 623.75, Y: 418.30499999999984},
		{X: 635, Y: 423.0300000000002},
		{X: 646.25, Y: 427.05499999999984},
		{X: 657.5, Y: 431.9200000000001},
		{X: 668.75, Y: 443.4000000000001},
		{X: 680, Y: 447.80999999999995},
		{X: 691.25, Y: 452.42999999999984},
		{X: 702.5, Y: 463.4200000000001},
		{X: 713.75, Y: 484.5250000000001},
		{X: 725, Y: 498.98},
		{X: 736.25, Y: 516.3049999999998},
	}

	f3 := func(val float64) string {
		return util.Float64ToStrSig(val, ".", ",", 3, 3)
	}

	x, y, err = regression.Center(pairs, 200)
	if err == nil {
		fmt.Printf("downhill simplex: center [%s, %s]", f3(x), f3(y))
	} else {
		fmt.Printf("downhill simplex error: %s", err)
	}
}

Output:

downhill simplex: center [554, 263]

func DownhillSimplex

func DownhillSimplex(fnc func(x []float64) float64, init []float64, length, expansion float64) (res []float64, err error)

DownhillSimplex finds the lowest value reported by fnc. The number of dimensions is specified by the number of elements in init, the initial location. The same number of elements will be passed to fnc, the callback function, when probing. The final result, if err is nil, will contain this number of elements as well. Two parameters can be adjusted to avoid converging on suboptimal local minima: length specifies the simplex size, and expansion (some value greater than 1) specifies the multiplier used when expanding the simplex.

Types

type LinearFitType

type LinearFitType struct {
	Eq       util.LinearEquationType
	RSquared float64
	RMS      float64
}

LinearFitType groups together the slope, intercept, coefficient of determination, and root-mean-square average deviation of a regression line.

func LinearFit

func LinearFit(xList, yList []float64) (le LinearFitType)

LinearFit return the slope, intercept, r-squared values, and RMS value for the least squares regression fit of the points specified by xList and yList.

Example

linearRegressionExample demonstrates fitting a straight line to observation points

package main

import (
	"fmt"

	"github.com/jung-kurt/etc/go/regression"
)

func main() {
	var (
		yList = []float64{12.2, 13.6, 15.9, 18.3}
		xList = []float64{1.0, 2.0, 3.0, 4.0}
		le    regression.LinearFitType
	)

	le = regression.LinearFit(xList, yList)
	fmt.Printf("%s\n", le)
	le.Eq.Intercept = -le.Eq.Intercept
	fmt.Printf("%s\n", le)
}

Output:

y(x) = 2.06 * x + 9.85 (r squared 0.987, RMS 0.266)
y(x) = 2.06 * x - 9.85 (r squared 0.987, RMS 0.266)

func (LinearFitType) String

func (fit LinearFitType) String() string

Strings implements the fmt Stringer interface.