gerrit.simantics Code Review - simantics/platform.git/blob

   1 package org.simantics.spreadsheet.graph.formula;
   2
   3 import org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression;
   4 import org.simantics.spreadsheet.graph.CellFormulaFunction;
   5 import org.simantics.spreadsheet.graph.CellValueVisitor;
   6 import org.simantics.spreadsheet.graph.SpreadsheetGraphUtils;
   7 import org.simantics.spreadsheet.graph.SpreadsheetMatrix;
   8 import org.simantics.spreadsheet.graph.parser.ast.AstArgList;
   9
  10 public class LinestFormulaFunction implements CellFormulaFunction<SpreadsheetMatrix> {
  11
  12     @Override
  13     public SpreadsheetMatrix evaluate(CellValueVisitor visitor, AstArgList args) {
  14         if (args.values.size() != 4)
  15             throw new IllegalStateException();
  16
  17         Object ys = args.values.get(0).accept(visitor);
  18         Object xs = args.values.get(1).accept(visitor);
  19
  20         if (xs instanceof SpreadsheetMatrix) {
  21
  22             OLSMultipleLinearRegression reg = new OLSMultipleLinearRegression();
  23
  24             SpreadsheetMatrix xsm = (SpreadsheetMatrix) xs;
  25             SpreadsheetMatrix ysm = (SpreadsheetMatrix) ys;
  26
  27             if (xsm.getWidth() > 1) {
  28
  29                 double y[] = new double[ysm.values.length];
  30                 double x[][] = new double[ysm.values.length][xsm.getWidth()];
  31
  32                 for (int i = 0; i < ysm.values.length; i++) {
  33                     y[i] = SpreadsheetGraphUtils.asNumber(ysm.values[i]);
  34                     for (int j = 0; j < xsm.getWidth(); j++) {
  35                         x[i][j] = SpreadsheetGraphUtils.asNumber(xsm.get(i, j));
  36                     }
  37                 }
  38
  39                 reg.newSampleData(y, x);
  40
  41                 int width = xsm.getWidth() + 1;
  42                 SpreadsheetMatrix result = new SpreadsheetMatrix(width, 5);
  43                 double[] pars = reg.estimateRegressionParameters();
  44                 for (int i = 0; i < width; i++)
  45                     result.set(0, width - i - 1, pars[i]);
  46                 double[] errs = reg.estimateRegressionParametersStandardErrors();
  47                 for (int i = 0; i < width; i++)
  48                     result.set(1, width - i - 1, errs[i]);
  49
  50                 double sstotal = reg.calculateTotalSumOfSquares();
  51                 double ssresid = reg.calculateResidualSumOfSquares();
  52                 double ssreg = sstotal - ssresid;
  53                 double F = 0;
  54                 double r2 = ssreg / sstotal;
  55                 double sey = reg.estimateRegressionStandardError();
  56                 double df = width;
  57
  58                 result.set(2, 0, r2);
  59                 result.set(2, 1, sey);
  60                 result.set(3, 0, F);
  61                 result.set(3, 1, df);
  62                 result.set(4, 0, ssreg);
  63                 result.set(4, 1, ssresid);
  64                 result.set(2,2, FormulaError2.NA.getString());
  65                 result.set(3,2, FormulaError2.NA.getString());
  66                 result.set(4,2, FormulaError2.NA.getString());
  67
  68                 return result;
  69
  70             }
  71
  72         }
  73
  74         return null;
  75     }
  76
  77 }