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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));
}
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