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zhangz/PolyRegressionDraw.cs

Forked from fauskanger/PolyRegressionDraw.cs
Created December 10, 2019 09:53
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Revisions

  1. @fauskanger fauskanger revised this gist Jul 31, 2013. 1 changed file with 3 additions and 1 deletion.
    4 changes: 3 additions & 1 deletion PolyRegressionDraw.cs
    View file
    Original file line number Diff line number Diff line change
    @@ -55,7 +55,9 @@ static void Main(string[] args)
    {
    double[] x = new[] { 0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0 };
    double[] y = new[] { 1.0, 6.0, 17.0, 34.0, 57.0, 86.0, 121.0, 162.0, 209.0, 262.0, 321.0 };
    DrawRegression(Polyfit(x, y, 6), x);
    double[] coefficients = Polyfit(x, y, 6);

    DrawRegression(coefficients, x);
    }

    }
  2. @fauskanger fauskanger revised this gist Jul 31, 2013. 1 changed file with 0 additions and 4 deletions.
    4 changes: 0 additions & 4 deletions PolyRegressionDraw.cs
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    Original file line number Diff line number Diff line change
    @@ -1,8 +1,4 @@
    using System;
    using System.Collections.Generic;
    using System.Linq;
    using System.Text;
    using System.Threading.Tasks;
    using MathNet.Numerics.LinearAlgebra.Double;
    using MathNet.Numerics.LinearAlgebra.Double.Factorization;

  3. @fauskanger fauskanger revised this gist Jul 31, 2013. 1 changed file with 1 addition and 0 deletions.
    1 change: 1 addition & 0 deletions PolyRegressionDraw.cs
    View file
    Original file line number Diff line number Diff line change
    @@ -27,6 +27,7 @@ public static void DrawRegression(double[] coeffs, double[] xList)
    }
    }

    // From http://rosettacode.org/wiki/Polynomial_regression#C.23
    public static double[] Polyfit(double[] x, double[] y, int degree)
    {
    // Vandermonde matrix
  4. @fauskanger fauskanger created this gist Jul 31, 2013.
    65 changes: 65 additions & 0 deletions PolyRegressionDraw.cs
    View file
    Original file line number Diff line number Diff line change
    @@ -0,0 +1,65 @@
    using System;
    using System.Collections.Generic;
    using System.Linq;
    using System.Text;
    using System.Threading.Tasks;
    using MathNet.Numerics.LinearAlgebra.Double;
    using MathNet.Numerics.LinearAlgebra.Double.Factorization;

    namespace PolyRegressionCoefficients
    {
    class Program
    {

    public static void DrawRegression(double[] coeffs, double[] xList)
    {
    double xValue1 = xList[0];
    double yValue1 = Polyval(coeffs, xList[0]);
    double xValue2;
    double yValue2;
    for (int i = 1; i < xList.Length; i++)
    {
    xValue2 = xList[i];
    yValue2 = Polyval(coeffs, xList[i]);
    MyDrawLibrary.drawLine(xValue1, yValue1, xValue2, yValue2);
    xValue1 = xValue2;
    yValue1 = yValue2;
    }
    }

    public static double[] Polyfit(double[] x, double[] y, int degree)
    {
    // Vandermonde matrix
    var v = new DenseMatrix(x.Length, degree + 1);
    for (int i = 0; i < v.RowCount; i++)
    for (int j = 0; j <= degree; j++) v[i, j] = Math.Pow(x[i], j);
    var yv = new DenseVector(y).ToColumnMatrix();
    QR qr = v.QR();
    // Math.Net doesn't have an "economy" QR, so:
    // cut R short to square upper triangle, then recompute Q
    var r = qr.R.SubMatrix(0, degree + 1, 0, degree + 1);
    var q = v.Multiply(r.Inverse());
    var p = r.Inverse().Multiply(q.TransposeThisAndMultiply(yv));
    return p.Column(0).ToArray();
    }

    public static double Polyval(double[] coeffs, double xValue)
    {
    double val = 0;
    for (int i = 0; i < coeffs.Length; i++)
    {
    val += coeffs[i] * Math.Pow(xValue, i);
    }
    return val;
    }


    static void Main(string[] args)
    {
    double[] x = new[] { 0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0 };
    double[] y = new[] { 1.0, 6.0, 17.0, 34.0, 57.0, 86.0, 121.0, 162.0, 209.0, 262.0, 321.0 };
    DrawRegression(Polyfit(x, y, 6), x);
    }

    }
    }