Implemented polynomial regression

Math/Statistic/Forecast/Regression/PolynomialRegression.php

@@ -0,0 +1,104 @@
+<?php
+/**
+ * Orange Management
+ *
+ * PHP Version 7.4
+ *
+ * @package   phpOMS\Math\Statistic\Forecast\Regression
+ * @copyright Dennis Eichhorn
+ * @license   OMS License 1.0
+ * @version   1.0.0
+ * @link      https://orange-management.org
+ */
+declare(strict_types=1);
+
+namespace phpOMS\Math\Statistic\Forecast\Regression;
+
+use phpOMS\Math\Statistic\Average;
+use phpOMS\Math\Matrix\Exception\InvalidDimensionException;
+
+/**
+ * Regression class.
+ *
+ * @package phpOMS\Math\Statistic\Forecast\Regression
+ * @license OMS License 1.0
+ * @link    https://orange-management.org
+ * @since   1.0.0
+ */
+class PolynomialRegression
+{
+    /**
+     * Get linear regression based on scatter plot.
+     *
+     * @param array<float|int> $x Obersved x values
+     * @param array<float|int> $y Observed y values
+     *
+     * @return array [a => ?, b => ?, c => ?]
+     *
+     * @throws InvalidDimensionException throws this exception if the dimension of both arrays is not equal
+     *
+     * @since 1.0.0
+     */
+    public static function getRegression(array $x, array $y) : array
+    {
+        if (($n = \count($x)) !== \count($y)) {
+            throw new InvalidDimensionException(\count($x) . 'x' . \count($y));
+        }
+
+        $xm = Average::arithmeticMean($x);
+        $ym = Average::arithmeticMean($y);
+
+        $r = \range(0, $n - 1);
+
+        $xTemp = [];
+        foreach ($r as $e) {
+            $xTemp[] = $e * $e;
+        }
+
+        $x2m = Average::arithmeticMean($xTemp);
+
+        $xTemp = [];
+        foreach ($r as $e) {
+            $xTemp[] = $e * $e * $e;
+        }
+
+        $x3m = Average::arithmeticMean($xTemp);
+
+        $xTemp = [];
+        foreach ($r as $e) {
+            $xTemp[] = $e * $e * $e * $e;
+        }
+
+        $x4m = Average::arithmeticMean($xTemp);
+        $xym = 0.0;
+
+        for ($i = 0; $i < $n; ++$i) {
+            $xym += $x[$i] * $y[$i];
+        }
+
+        $xym /= $n;
+
+        $x2ym = 0.0;
+        for ($i = 0; $i < $n; ++$i) {
+            $x2ym += $x[$i] * $x[$i] * $y[$i];
+        }
+
+        $x2ym /= $n;
+
+        $sxx   = $x2m - $xm * $xm;
+        $sxy   = $xym - $xm * $ym;
+        $sxx2  = $x3m - $xm * $x2m;
+        $sx2x2 = $x4m - $x2m * $x2m;
+        $sx2y  = $x2ym - $x2m * $ym;
+
+        $b = ($sxy * $sx2x2 - $sx2y * $sxx2) / ($sxx * $sx2x2 - $sxx2 * $sxx2);
+        $c = ($sx2y * $sxx - $sxy * $sxx2) / ($sxx * $sx2x2 - $sxx2 * $sxx2);
+        $a = $ym - $b * $xm - $c * $x2m;
+
+        return [
+            'a' => $a,
+            'b' => $b,
+            'c' => $c,
+        ];
+    }
+}

tests/Math/Statistic/Forecast/Regression/PolynomialRegressionTest.php

@@ -0,0 +1,49 @@
+<?php
+/**
+ * Orange Management
+ *
+ * PHP Version 7.4
+ *
+ * @package   tests
+ * @copyright Dennis Eichhorn
+ * @license   OMS License 1.0
+ * @version   1.0.0
+ * @link      https://orange-management.org
+ */
+declare(strict_types=1);
+
+namespace phpOMS\tests\Math\Statistic\Forecast\Regression;
+
+use phpOMS\Math\Statistic\Forecast\Regression\PolynomialRegression;
+
+/**
+ * @internal
+ */
+class PolynomialRegressionTest extends \PHPUnit\Framework\TestCase
+{
+    protected $reg = null;
+
+    protected function setUp() : void
+    {
+        // y = 1.0 + 2.0 * x + 3.0 * x^2
+        $x = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10];
+        $y = [1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321];
+
+        $this->reg = PolynomialRegression::getRegression($x, $y);
+    }
+
+    public function testRegression() : void
+    {
+        self::assertEqualsWithDelta(['a' => 1, 'b' => 2, 'c' => 3], $this->reg, 0.2);
+    }
+
+    public function testInvalidDimension() : void
+    {
+        self::expectException(\phpOMS\Math\Matrix\Exception\InvalidDimensionException::class);
+
+        $x = [1,2, 3];
+        $y = [1,2, 3, 4];
+
+        PolynomialRegression::getRegression($x, $y);
+    }
+}