// // FILE: Correlation.cpp // AUTHOR: Rob Tillaart // VERSION: 0.2.3 // PURPOSE: Arduino Library to determine correlation between X and Y dataset // // HISTORY: see cjhangelog.md #include "Correlation.h" Correlation::Correlation(uint8_t size) { _size = 20; if (size > 0) _size = size; _x = (float *) malloc(_size * sizeof(float)); _y = (float *) malloc(_size * sizeof(float)); clear(); } Correlation::~Correlation() { if (_x) free(_x); if (_y) free(_y); } void Correlation::clear() { _count = 0; _index = 0; _needRecalculate = true; _runningMode = false; _avgX = 0; _avgY = 0; _a = 0; _b = 0; _div_b = -1; // as 1/_b is undefined _r = 0; _sumErrorSquare = 0; _sumXiYi = 0; _sumXi2 = 0; _sumYi2 = 0; _doR2 = true; _doE2 = true; } bool Correlation::add(float x, float y) { if ( (_count < _size) || _runningMode) { _x[_index] = x; _y[_index] = y; _index++; if (_index >= _size) _index = 0; if (_count < _size) _count++; _needRecalculate = true; return true; } return false; } bool Correlation::calculate(bool forced) { if (_count == 0) return false; if (! (_needRecalculate || forced)) return true; // CALC AVERAGE X, AVERAGE Y float avgx = 0; float avgy = 0; float div_count = 1.0 / _count; // speed up averaging for (uint8_t i = 0; i < _count; i++) { avgx += _x[i]; avgy += _y[i]; } avgx *= div_count; avgy *= div_count; _avgX = avgx; _avgY = avgy; // CALC A and B ==> formula Y = A + B * X float sumXiYi = 0; float sumXi2 = 0; float sumYi2 = 0; for (uint8_t i = 0; i < _count; i++) { float xi = _x[i] - avgx; float yi = _y[i] - avgy; sumXiYi += (xi * yi); sumXi2 += (xi * xi); sumYi2 += (yi * yi); } float b = sumXiYi / sumXi2; float a = avgy - b * avgx; _a = a; _b = b; _div_b = 1.0 / b; _sumXiYi = sumXiYi; _sumXi2 = sumXi2; _sumYi2 = sumYi2; if (_doR2 == true) { // R is calculated instead of rSquared so we do not loose the sign. // Rsquared from R is much faster than R from Rsquared. _r = sumXiYi / sqrt(sumXi2 * sumYi2); } if (_doE2 == true) { float sumErrorSquare = 0; for (uint8_t i = 0; i < _count; i++) { float EY = a + b * _x[i]; float ei = _y[i] - EY; sumErrorSquare += (ei * ei); } _sumErrorSquare = sumErrorSquare; } _needRecalculate = false; return true; } float Correlation::getEstimateY(float x) { if (_count == 0) return NAN; if (_needRecalculate) calculate(); return _a + _b * x; } float Correlation::getEstimateX(float y) { if (_count == 0) return NAN; if (_needRecalculate) calculate(); return (y - _a) * _div_b; } ////////////////////////////////////////////////////// // // STATISTICAL // float Correlation::getMaxX() { if (_count == 0) return NAN; float rv = _x[0]; for (uint8_t i = 1; i < _count; i++) { if (_x[i] > rv) rv = _x[i]; } return rv; } float Correlation::getMinX() { if (_count == 0) return NAN; float rv = _x[0]; for (uint8_t i = 1; i < _count; i++) { if (_x[i] < rv) rv = _x[i]; } return rv; } float Correlation::getMaxY() { if (_count == 0) return NAN; float rv = _y[0]; for (uint8_t i = 1; i < _count; i++) { if (_y[i] > rv) rv = _y[i]; } return rv; } float Correlation::getMinY() { if (_count == 0) return NAN; float rv = _y[0]; for (uint8_t i = 1; i < _count; i++) { if (_y[i] < rv) rv = _y[i]; } return rv; } ////////////////////////////////////////////////////// // // DEBUGGING - access to internal arrays. // bool Correlation::setXY(uint8_t index, float x, float y) { if (index >= _count) return false; _x[index] = x; _y[index] = y; _needRecalculate = true; return true; } bool Correlation::setX(uint8_t index, float x) { if (index >= _count) return false; _x[index] = x; _needRecalculate = true; return true; } float Correlation::getX(uint8_t index) { if (index >= _count) return NAN; return _x[index]; } bool Correlation::setY(uint8_t index, float y) { if (index >= _count) return false; _y[index] = y; _needRecalculate = true; return true; } float Correlation::getY(uint8_t index) { if (index > _count) return NAN; return _y[index]; } // -- END OF FILE --