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Current File : //usr/src/contrib/ntp/scripts/monitoring/lr.pl |
;# ;# lr.pl,v 3.1 1993/07/06 01:09:08 jbj Exp ;# ;# ;# Linear Regression Package for perl ;# to be 'required' from perl ;# ;# Copyright (c) 1992 ;# Frank Kardel, Rainer Pruy ;# Friedrich-Alexander Universitaet Erlangen-Nuernberg ;# ;# Copyright (c) 1997 by ;# Ulrich Windl <Ulrich.Windl@rz.uni-regensburg.de> ;# (Converted to a PERL 5.004 package) ;# ;############################################################# package lr; ## ## y = A + Bx ## ## B = (n * Sum(xy) - Sum(x) * Sum(y)) / (n * Sum(x^2) - Sum(x)^2) ## ## A = (Sum(y) - B * Sum(x)) / n ## ## ## interface ## ;# init(tag); initialize data set for tag ;# sample(x, y, tag); enter sample ;# Y(x, tag); compute y for given x ;# X(y, tag); compute x for given y ;# r(tag); regression coefficient ;# cov(tag); covariance ;# A(tag); ;# B(tag); ;# sigma(tag); standard deviation ;# mean(tag); ######################### sub init { my $self = shift; $self->{n} = 0; $self->{sx} = 0.0; $self->{sx2} = 0.0; $self->{sxy} = 0.0; $self->{sy} = 0.0; $self->{sy2} = 0.0; } sub sample($$) { my $self = shift; my($_x, $_y) = @_; ++($self->{n}); $self->{sx} += $_x; $self->{sy} += $_y; $self->{sxy} += $_x * $_y; $self->{sx2} += $_x**2; $self->{sy2} += $_y**2; } sub B() { my $self = shift; return 1 unless ($self->{n} * $self->{sx2} - $self->{sx}**2); return ($self->{n} * $self->{sxy} - $self->{sx} * $self->{sy}) / ($self->{n} * $self->{sx2} - $self->{sx}**2); } sub A() { my $self = shift; return ($self->{sy} - B() * $self->{sx}) / $self->{n}; } sub Y() { my $self = shift; return A() + B() * $_[$[]; } sub X() { my $self = shift; return ($_[$[] - A()) / B(); } sub r() { my $self = shift; my $s = ($self->{n} * $self->{sx2} - $self->{sx}**2) * ($self->{n} * $self->{sy2} - $self->{sy}**2); return 1 unless $s; return ($self->{n} * $self->{sxy} - $self->{sx} * $self->{sy}) / sqrt($s); } sub cov() { my $self = shift; return ($self->{sxy} - $self->{sx} * $self->{sy} / $self->{n}) / ($self->{n} - 1); } sub sigma() { my $self = shift; return 0 if $self->{n} <= 1; return sqrt(($self->{sy2} - ($self->{sy} * $self->{sy}) / $self->{n}) / ($self->{n})); } sub mean() { my $self = shift; return 0 if $self->{n} <= 0; return $self->{sy} / $self->{n}; } sub new { my $class = shift; my $self = { (n => undef, sx => undef, sx2 => undef, sxy => undef, sy => undef, sy2 => undef) }; bless $self, $class; init($self); return $self; } 1;