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|
;#
;# lr.pl,v 3.1 1993/07/06 01:09:08 jbj Exp
;#
;#
;# Linear Regression Package for perl
;# to be 'required' from perl
;#
;# Copyright (c) 1992
;# Frank Kardel, Rainer Pruy
;# Friedrich-Alexander Universitaet Erlangen-Nuernberg
;#
;#
;#############################################################
##
## y = A + Bx
##
## B = (n * Sum(xy) - Sum(x) * Sum(y)) / (n * Sum(x^2) - Sum(x)^2)
##
## A = (Sum(y) - B * Sum(x)) / n
##
##
## interface
##
*lr_init = *lr'lr_init; #';# &lr_init(tag); initialize data set for tag
*lr_sample = *lr'lr_sample; #';# &lr_sample(x,y,tag); enter sample
*lr_Y = *lr'lr_Y; #';# &lr_Y(x,tag); compute y for given x
*lr_X = *lr'lr_X; #';# &lr_X(y,tag); compute x for given y
*lr_r = *lr'lr_r; #';# &lr_r(tag); regression coeffizient
*lr_cov = *lr'lr_cov; #';# &lr_cov(tag); covariance
*lr_A = *lr'lr_A; #';# &lr_A(tag);
*lr_B = *lr'lr_B; #';# &lr_B(tag);
*lr_sigma = *lr'lr_sigma; #';# &lr_sigma(tag); standard deviation
*lr_mean = *lr'lr_mean; #';# &lr_mean(tag);
#########################
package lr;
sub tagify
{
local($tag) = @_;
if (defined($tag))
{
*lr_n = eval "*${tag}_n";
*lr_sx = eval "*${tag}_sx";
*lr_sx2 = eval "*${tag}_sx2";
*lr_sxy = eval "*${tag}_sxy";
*lr_sy = eval "*${tag}_sy";
*lr_sy2 = eval "*${tag}_sy2";
}
}
sub lr_init
{
&tagify($_[$[]) if defined($_[$[]);
$lr_n = 0;
$lr_sx = 0.0;
$lr_sx2 = 0.0;
$lr_sxy = 0.0;
$lr_sy = 0.0;
$lr_sy2 = 0.0;
}
sub lr_sample
{
local($_x, $_y) = @_;
&tagify($_[$[+2]) if defined($_[$[+2]);
$lr_n++;
$lr_sx += $_x;
$lr_sy += $_y;
$lr_sxy += $_x * $_y;
$lr_sx2 += $_x**2;
$lr_sy2 += $_y**2;
}
sub lr_B
{
&tagify($_[$[]) if defined($_[$[]);
return 1 unless ($lr_n * $lr_sx2 - $lr_sx**2);
return ($lr_n * $lr_sxy - $lr_sx * $lr_sy) / ($lr_n * $lr_sx2 - $lr_sx**2);
}
sub lr_A
{
&tagify($_[$[]) if defined($_[$[]);
return ($lr_sy - &lr_B * $lr_sx) / $lr_n;
}
sub lr_Y
{
&tagify($_[$[]) if defined($_[$[]);
return &lr_A + &lr_B * $_[$[];
}
sub lr_X
{
&tagify($_[$[]) if defined($_[$[]);
return ($_[$[] - &lr_A) / &lr_B;
}
sub lr_r
{
&tagify($_[$[]) if defined($_[$[]);
local($s) = ($lr_n * $lr_sx2 - $lr_sx**2) * ($lr_n * $lr_sy2 - $lr_sy**2);
return 1 unless $s;
return ($lr_n * $lr_sxy - $lr_sx * $lr_sy) / sqrt($s);
}
sub lr_cov
{
&tagify($_[$[]) if defined($_[$[]);
return ($lr_sxy - $lr_sx * $lr_sy / $lr_n) / ($lr_n - 1);
}
sub lr_sigma
{
&tagify($_[$[]) if defined($_[$[]);
return 0 if $lr_n <= 1;
return sqrt(($lr_sy2 - ($lr_sy * $lr_sy) / $lr_n) / ($lr_n));
}
sub lr_mean
{
&tagify($_[$[]) if defined($_[$[]);
return 0 if $lr_n <= 0;
return $lr_sy / $lr_n;
}
&lr_init();
1;
|
