include/wipal/tool/linear_regression.hxx

/*
 * WiPal - A library and a set of tools to manipulate wireless traces.
 * Copyright (C) 2007, 2008, 2009  Universite Pierre et Marie Curie - Paris 6
 *
 * 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, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
 * MA  02110-1301  USA
 *
 * Author: Thomas Claveirole <thomas.claveirole@lip6.fr>
 */
#ifndef TOOL_LINEAR_REGRESSION_HXX_
# define TOOL_LINEAR_REGRESSION_HXX_

# include <stdexcept>

# include "linear_regression.hh"

namespace wpl
{

  namespace tool
  {

    namespace lr
    {

      template <class ImplType>
      template <class T1, class T2>
      ImplType
      pair<ImplType>::x(const std::pair<T1, T2>& p) const
      {
        return p.first;
      }

      template <class ImplType>
      template <class T1, class T2>
      ImplType
      pair<ImplType>::y(const std::pair<T1, T2>& p) const
      {
        return p.second;
      }

      template <class ImplType>
      template <class T1, class T2>
      ImplType
      pair_with_microseconds<ImplType>::x(const std::pair<T1, T2>& p) const
      {
        return p.first.microseconds();
      }

      template <class ImplType>
      template <class T1, class T2>
      ImplType
      pair_with_microseconds<ImplType>::y(const std::pair<T1, T2>& p) const
      {
        return p.second.microseconds();
      }

    } // End of namespace tool::lr.

    template <class ImplType, class Adapter, class InputIterator>
    std::pair<ImplType, ImplType>
    linear_regression(const InputIterator&      first,
                      const InputIterator&      last,
                      Adapter                   adapt)
    {
      typename InputIterator::difference_type   n = 0;
      ImplType                                  x_mean (0);
      ImplType                                  y_mean (0);

      for (InputIterator i = first; i != last; ++i)
        {
          x_mean += adapt.x(*i);
          y_mean += adapt.y(*i);
          ++n;
        }

      if (not n)
        throw std::invalid_argument ("Not enough elements to perform a linear "
                                     "regression");

      y_mean /= n;
      x_mean /= n;

      ImplType          cov (0);
      ImplType          V_x (0);

      for (InputIterator i = first; i != last; ++i)
        {
          const ImplType        x_diff = adapt.x(*i) - x_mean;
          const ImplType        y_diff = adapt.y(*i) - y_mean;

          cov += y_diff * x_diff;
          V_x += x_diff * x_diff;
        }
      cov /= n;
      V_x /= n;

      if (V_x == 0)
        throw std::invalid_argument ("Elements variance is null");

      const ImplType    a = cov / V_x;
      const ImplType    b = y_mean - a * x_mean;

      return std::make_pair(a, b);
    }

  } // End of namespace tool.

} // End of namespace wpl.

#endif // ! TOOL_LINEAR_REGRESSION_HXX_

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