mirror of
https://github.com/RobTillaart/Arduino.git
synced 2024-10-03 18:09:02 -04:00
265 lines
4.6 KiB
C++
265 lines
4.6 KiB
C++
//
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// FILE: Correlation.cpp
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// AUTHOR: Rob Tillaart
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// VERSION: 0.3.0
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// PURPOSE: Arduino Library to determine correlation between X and Y dataset
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// URL: https://github.com/RobTillaart/Correlation
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#include "Correlation.h"
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Correlation::Correlation(uint8_t size)
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{
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_size = 20;
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if (size > 0) _size = size;
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_x = (float *) malloc(_size * sizeof(float));
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_y = (float *) malloc(_size * sizeof(float));
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clear();
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}
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Correlation::~Correlation()
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{
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if (_x) free(_x);
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if (_y) free(_y);
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}
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void Correlation::clear()
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{
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_count = 0;
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_index = 0;
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_needRecalculate = true;
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_runningMode = false;
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_avgX = 0;
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_avgY = 0;
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_a = 0;
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_b = 0;
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_div_b = -1; // as 1/_b is undefined
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_r = 0;
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_sumErrorSquare = 0;
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_sumXiYi = 0;
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_sumXi2 = 0;
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_sumYi2 = 0;
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_doR2 = true;
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_doE2 = true;
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}
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bool Correlation::add(float x, float y)
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{
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if ( (_count < _size) || _runningMode)
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{
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_x[_index] = x;
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_y[_index] = y;
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_index++;
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if (_index >= _size) _index = 0;
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if (_count < _size) _count++;
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_needRecalculate = true;
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return true;
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}
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return false;
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}
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bool Correlation::calculate(bool forced)
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{
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if (_count == 0) return false;
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if (! (_needRecalculate || forced)) return true;
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// CALC AVERAGE X, AVERAGE Y
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float avgx = 0;
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float avgy = 0;
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float div_count = 1.0 / _count; // speed up averaging
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for (uint8_t i = 0; i < _count; i++)
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{
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avgx += _x[i];
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avgy += _y[i];
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}
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avgx *= div_count;
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avgy *= div_count;
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_avgX = avgx;
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_avgY = avgy;
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// CALC A and B ==> formula Y = A + B * X
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float sumXiYi = 0;
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float sumXi2 = 0;
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float sumYi2 = 0;
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for (uint8_t i = 0; i < _count; i++)
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{
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float xi = _x[i] - avgx;
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float yi = _y[i] - avgy;
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sumXiYi += (xi * yi);
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sumXi2 += (xi * xi);
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sumYi2 += (yi * yi);
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}
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float b = sumXiYi / sumXi2;
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float a = avgy - b * avgx;
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_a = a;
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_b = b;
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_div_b = 1.0 / b;
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_sumXiYi = sumXiYi;
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_sumXi2 = sumXi2;
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_sumYi2 = sumYi2;
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if (_doR2 == true)
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{
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// R is calculated instead of rSquared so we do not loose the sign.
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// Rsquared from R is much faster than R from Rsquared.
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_r = sumXiYi / sqrt(sumXi2 * sumYi2);
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}
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if (_doE2 == true)
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{
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float sumErrorSquare = 0;
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for (uint8_t i = 0; i < _count; i++)
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{
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float EY = a + b * _x[i];
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float ei = _y[i] - EY;
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sumErrorSquare += (ei * ei);
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}
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_sumErrorSquare = sumErrorSquare;
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}
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_needRecalculate = false;
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return true;
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}
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float Correlation::getEstimateY(float x)
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{
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if (_count == 0) return NAN;
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if (_needRecalculate) calculate();
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return _a + _b * x;
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}
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float Correlation::getEstimateX(float y)
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{
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if (_count == 0) return NAN;
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if (_needRecalculate) calculate();
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return (y - _a) * _div_b;
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}
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//////////////////////////////////////////////////////
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//
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// STATISTICAL
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//
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float Correlation::getMaxX()
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{
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if (_count == 0) return NAN;
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float rv = _x[0];
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for (uint8_t i = 1; i < _count; i++)
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{
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if (_x[i] > rv) rv = _x[i];
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}
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return rv;
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}
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float Correlation::getMinX()
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{
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if (_count == 0) return NAN;
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float rv = _x[0];
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for (uint8_t i = 1; i < _count; i++)
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{
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if (_x[i] < rv) rv = _x[i];
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}
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return rv;
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}
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float Correlation::getMaxY()
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{
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if (_count == 0) return NAN;
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float rv = _y[0];
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for (uint8_t i = 1; i < _count; i++)
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{
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if (_y[i] > rv) rv = _y[i];
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}
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return rv;
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}
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float Correlation::getMinY()
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{
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if (_count == 0) return NAN;
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float rv = _y[0];
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for (uint8_t i = 1; i < _count; i++)
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{
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if (_y[i] < rv) rv = _y[i];
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}
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return rv;
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}
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//////////////////////////////////////////////////////
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//
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// DEBUGGING - access to internal arrays.
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//
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bool Correlation::setXY(uint8_t index, float x, float y)
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{
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if (index >= _count) return false;
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_x[index] = x;
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_y[index] = y;
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_needRecalculate = true;
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return true;
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}
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bool Correlation::setX(uint8_t index, float x)
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{
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if (index >= _count) return false;
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_x[index] = x;
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_needRecalculate = true;
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return true;
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}
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float Correlation::getX(uint8_t index)
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{
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if (index >= _count) return NAN;
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return _x[index];
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}
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bool Correlation::setY(uint8_t index, float y)
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{
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if (index >= _count) return false;
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_y[index] = y;
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_needRecalculate = true;
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return true;
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}
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float Correlation::getY(uint8_t index)
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{
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if (index > _count) return NAN;
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return _y[index];
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}
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float Correlation::getSumXY()
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{
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return _sumXiYi;
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}
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float Correlation::getSumX2()
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{
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return _sumXi2;
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}
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float Correlation::getSumY2()
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{
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return _sumYi2;
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}
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// -- END OF FILE --
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