// Linear Regression Slope // // linear_regression_slope // // Linear regression slope // // b = Σ(x-x̄)(y-ȳ) / Σ(x-x̄)² // // Inputs: 1 // Outputs: 1 // Constants: 0 #include "ts.h" typedef struct { uint_t k; } ts_linear_regression_slope_params_t; ts_parameter_t const ts_linear_regression_slope_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_linear_regression_slope_params_t) }; uint_t ts_linear_regression_slope_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_linear_regression_slope_params_t const *)c)->k - 1 : 0 ); } int ts_linear_regression_slope( fp_t * const *y, uint_t y_n, fp_t const * const *x, uint_t x_n, uint_t n, ts_constant_t const *c ) { TS_PROLOGUE( ts_linear_regression_slope_p ); if ( !c ) return -1; uint_t k = ((ts_linear_regression_slope_params_t const *)c)->k; if (k == 0 || n < k) return -1; fp_t sum_x = 0, sum_x2 = 0; for ( uint_t j = 0; j < k; ++j ) { fp_t xv = (fp_t)j; sum_x += xv; sum_x2 += xv * xv; } fp_t denom = (fp_t)k * sum_x2 - sum_x * sum_x; fp_t fk = (fp_t)k; fp_t sum_y = 0, sum_xy = 0; for ( uint_t j = 0; j < k; ++j ) { fp_t yv = x[0][j]; sum_y += yv; sum_xy += (fp_t)j * yv; } if (denom == 0) { y[0][k - 1] = 0; } else { y[0][k - 1] = (fk * sum_xy - sum_x * sum_y) / denom; } for ( uint_t i = k; i < n; ++i ) { fp_t y_new = x[0][i]; fp_t y_old = x[0][i - k]; fp_t sum_y_old = sum_y; sum_y = sum_y - y_old + y_new; sum_xy = sum_xy - sum_y_old + y_old + (fk - 1) * y_new; if (denom == 0) { y[0][i] = 0; } else { y[0][i] = (fk * sum_xy - sum_x * sum_y) / denom; } } return 0; }