phpOMS/Math/Statistic/Forecast/Regression/PolynomialRegression.php
2021-10-11 20:04:39 +00:00

105 lines
2.5 KiB
PHP

<?php
/**
* Orange Management
*
* PHP Version 8.0
*
* @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\Matrix\Exception\InvalidDimensionException;
use phpOMS\Math\Statistic\Average;
/**
* Regression class.
*
* @package phpOMS\Math\Statistic\Forecast\Regression
* @license OMS License 1.0
* @link https://orange-management.org
* @since 1.0.0
*/
final class PolynomialRegression
{
/**
* Get linear regression based on scatter plot.
*
* @param array<int|float> $x Obersved x values
* @param array<int|float> $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,
];
}
}