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Diffstat (limited to 'src/tools/perftool/linreg.c')
-rw-r--r-- | src/tools/perftool/linreg.c | 78 |
1 files changed, 78 insertions, 0 deletions
diff --git a/src/tools/perftool/linreg.c b/src/tools/perftool/linreg.c new file mode 100644 index 00000000000..084091bb907 --- /dev/null +++ b/src/tools/perftool/linreg.c @@ -0,0 +1,78 @@ +/* + *------------------------------------------------------------------ + * 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)); +} |