/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* * This file is part of the LibreOffice project. * * This Source Code Form is subject to the terms of the Mozilla Public * License, v. 2.0. If a copy of the MPL was not distributed with this * file, You can obtain one at http://mozilla.org/MPL/2.0/. * * This file incorporates work covered by the following license notice: * * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed * with this work for additional information regarding copyright * ownership. The ASF licenses this file to you 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 . */ #include "PolynomialRegressionCurveCalculator.hxx" #include "macros.hxx" #include "RegressionCalculationHelper.hxx" #include #include #include using namespace com::sun::star; namespace chart { PolynomialRegressionCurveCalculator::PolynomialRegressionCurveCalculator() {} PolynomialRegressionCurveCalculator::~PolynomialRegressionCurveCalculator() {} // ____ XRegressionCurveCalculator ____ void SAL_CALL PolynomialRegressionCurveCalculator::recalculateRegression( const uno::Sequence< double >& aXValues, const uno::Sequence< double >& aYValues ) throw (uno::RuntimeException, std::exception) { rtl::math::setNan(&m_fCorrelationCoeffitient); RegressionCalculationHelper::tDoubleVectorPair aValues( RegressionCalculationHelper::cleanup( aXValues, aYValues, RegressionCalculationHelper::isValid())); const sal_Int32 aNoValues = aValues.first.size(); const sal_Int32 aNoPowers = mForceIntercept ? mDegree : mDegree + 1; mCoefficients.clear(); mCoefficients.resize(aNoPowers, 0.0); double yAverage = 0.0; std::vector aQRTransposed; aQRTransposed.resize(aNoValues * aNoPowers, 0.0); std::vector yVector; yVector.resize(aNoValues, 0.0); for(sal_Int32 i = 0; i < aNoValues; i++) { double yValue = aValues.second[i]; if (mForceIntercept) yValue -= mInterceptValue; yVector[i] = yValue; yAverage += yValue; } yAverage /= aNoValues; for(sal_Int32 j = 0; j < aNoPowers; j++) { sal_Int32 aPower = mForceIntercept ? j+1 : j; sal_Int32 aColumnIndex = j * aNoValues; for(sal_Int32 i = 0; i < aNoValues; i++) { double xValue = aValues.first[i]; aQRTransposed[i + aColumnIndex] = std::pow(xValue, (int) aPower); } } // QR decomposition - based on org.apache.commons.math.linear.QRDecomposition from apache commons math (ASF) sal_Int32 aMinorSize = std::min(aNoValues, aNoPowers); std::vector aDiagonal; aDiagonal.resize(aMinorSize, 0.0); // Calculate Householder reflectors for (sal_Int32 aMinor = 0; aMinor < aMinorSize; aMinor++) { double aNormSqr = 0.0; for (sal_Int32 x = aMinor; x < aNoValues; x++) { double c = aQRTransposed[x + aMinor * aNoValues]; aNormSqr += c * c; } double a; if (aQRTransposed[aMinor + aMinor * aNoValues] > 0.0) a = -std::sqrt(aNormSqr); else a = std::sqrt(aNormSqr); aDiagonal[aMinor] = a; if (a != 0.0) { aQRTransposed[aMinor + aMinor * aNoValues] -= a; for (sal_Int32 aColumn = aMinor + 1; aColumn < aNoPowers; aColumn++) { double alpha = 0.0; for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) { alpha -= aQRTransposed[aRow + aColumn * aNoValues] * aQRTransposed[aRow + aMinor * aNoValues]; } alpha /= a * aQRTransposed[aMinor + aMinor * aNoValues]; for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) { aQRTransposed[aRow + aColumn * aNoValues] -= alpha * aQRTransposed[aRow + aMinor * aNoValues]; } } } } // Solve the linear equation for (sal_Int32 aMinor = 0; aMinor < aMinorSize; aMinor++) { double aDotProduct = 0; for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) { aDotProduct += yVector[aRow] * aQRTransposed[aRow + aMinor * aNoValues]; } aDotProduct /= aDiagonal[aMinor] * aQRTransposed[aMinor + aMinor * aNoValues]; for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) { yVector[aRow] += aDotProduct * aQRTransposed[aRow + aMinor * aNoValues]; } } for (sal_Int32 aRow = aDiagonal.size() - 1; aRow >= 0; aRow--) { yVector[aRow] /= aDiagonal[aRow]; double yRow = yVector[aRow]; mCoefficients[aRow] = yRow; for (sal_Int32 i = 0; i < aRow; i++) { yVector[i] -= yRow * aQRTransposed[i + aRow * aNoValues]; } } if(mForceIntercept) { mCoefficients.insert(mCoefficients.begin(), mInterceptValue); } // Calculate correlation coeffitient double aSumError = 0.0; double aSumTotal = 0.0; double aSumYpred2 = 0.0; for( sal_Int32 i = 0; i < aNoValues; i++ ) { double xValue = aValues.first[i]; double yActual = aValues.second[i]; double yPredicted = getCurveValue( xValue ); aSumTotal += (yActual - yAverage) * (yActual - yAverage); aSumError += (yActual - yPredicted) * (yActual - yPredicted); if(mForceIntercept) aSumYpred2 += (yPredicted - mInterceptValue) * (yPredicted - mInterceptValue); } double aRSquared = 0.0; if(mForceIntercept) { aRSquared = aSumYpred2 / (aSumError + aSumYpred2); } else { aRSquared = 1.0 - (aSumError / aSumTotal); } if (aRSquared > 0.0) m_fCorrelationCoeffitient = std::sqrt(aRSquared); else m_fCorrelationCoeffitient = 0.0; } double SAL_CALL PolynomialRegressionCurveCalculator::getCurveValue( double x ) throw (lang::IllegalArgumentException, uno::RuntimeException, std::exception) { double fResult; rtl::math::setNan(&fResult); if (mCoefficients.empty()) { return fResult; } sal_Int32 aNoCoefficients = (sal_Int32) mCoefficients.size(); // Horner's method fResult = 0.0; for (sal_Int32 i = aNoCoefficients - 1; i >= 0; i--) { fResult = mCoefficients[i] + (x * fResult); } return fResult; } uno::Sequence< geometry::RealPoint2D > SAL_CALL PolynomialRegressionCurveCalculator::getCurveValues( double min, double max, sal_Int32 nPointCount, const uno::Reference< chart2::XScaling >& xScalingX, const uno::Reference< chart2::XScaling >& xScalingY, sal_Bool bMaySkipPointsInCalculation ) throw (lang::IllegalArgumentException, uno::RuntimeException, std::exception) { return RegressionCurveCalculator::getCurveValues( min, max, nPointCount, xScalingX, xScalingY, bMaySkipPointsInCalculation ); } OUString PolynomialRegressionCurveCalculator::ImplGetRepresentation( const uno::Reference< util::XNumberFormatter >& xNumFormatter, sal_Int32 nNumberFormatKey ) const { OUStringBuffer aBuf( "f(x) = "); sal_Int32 aLastIndex = mCoefficients.size() - 1; for (sal_Int32 i = aLastIndex; i >= 0; i--) { double aValue = mCoefficients[i]; if (aValue == 0.0) { continue; } else if (aValue < 0.0) { aBuf.appendAscii( " - " ); } else { if (i != aLastIndex) aBuf.appendAscii( " + " ); } aBuf.append( getFormattedString( xNumFormatter, nNumberFormatKey, std::abs( aValue ) ) ); if(i > 0) { if (i == 1) { aBuf.appendAscii( "x" ); } else { aBuf.appendAscii( "x^" ); aBuf.append(i); } } } return aBuf.makeStringAndClear(); } } // namespace chart /* vim:set shiftwidth=4 softtabstop=4 expandtab: */