bundles/org.simantics.spreadsheet.graph/src/org/simantics/spreadsheet/graph/formula/LinestFormulaFunction.java

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