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-rw-r--r--perftool/linreg.c78
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+/*
+ *------------------------------------------------------------------
+ * Copyright (c) 2006-2016 Cisco and/or its affiliates.
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at:
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+/* see "Numerical Recipies in C, 2nd ed." p 665 */
+
+#include <stdio.h>
+#include <math.h>
+
+/*
+ * linreg
+ * Linear regression of (xi, yi), returns parameters for least-squares
+ * fit y = a + bx. Also, compute Pearson's R.
+ */
+void linreg (double *x, double *y, int nitems, double *a, double *b,
+ double *minp, double *maxp, double *meanp, double *r)
+{
+ double sx = 0.0;
+ double sy = 0.0;
+ double st2 = 0.0;
+ double min = y[0];
+ double max = 0.0;
+ double ss, meanx, meany, t;
+ double errx, erry, prodsum, sqerrx, sqerry;
+ int i;
+
+ *b = 0.0;
+
+ for (i = 0; i < nitems; i++) {
+ sx += x[i];
+ sy += y[i];
+ if (y[i] < min)
+ min = y[i];
+ if (y[i] > max)
+ max = y[i];
+ }
+ ss = nitems;
+ meanx = sx / ss;
+ meany = *meanp = sy / ss;
+ *minp = min;
+ *maxp = max;
+
+ for (i = 0; i < nitems; i++) {
+ t = x[i] - meanx;
+ st2 += t*t;
+ *b += t*y[i];
+ }
+
+ *b /= st2;
+ *a = (sy-sx*(*b))/ss;
+
+ prodsum = 0.0;
+ sqerrx = 0.0;
+ sqerry = 0.0;
+
+ /* Compute numerator of Pearson's R */
+ for (i = 0; i < nitems; i++) {
+ errx = x[i] - meanx;
+ erry = y[i] - meany;
+ prodsum += errx * erry;
+ sqerrx += errx*errx;
+ sqerry += erry*erry;
+ }
+
+ *r = prodsum / (sqrt(sqerrx)*sqrt(sqerry));
+}