File Coverage

blib/lib/App/RecordStream/Aggregator/LinearRegression.pm

Criterion	Covered	Total	%
statement	27	29	93.1
branch			n/a
condition			n/a
subroutine	7	9	77.7
pod	0	3	0.0
total	34	41	82.9

package App::RecordStream::Aggregator::LinearRegression;

use strict;
use warnings;

use App::RecordStream::Aggregator::Ord2Bivariate;
use App::RecordStream::Aggregator;
use App::RecordStream::DomainLanguage::Registry;

use base 'App::RecordStream::Aggregator::Ord2Bivariate';

#sub new -- passed through

#sub new_from_valuation -- passed through

sub squish
{
  my ($this, $cookie) = @_;

  my ($sum1, $sumx, $sumy, $sumxy, $sumx2, $sumy2) = @$cookie;

  my $beta = ($sumxy * $sum1 - $sumx * $sumy) / ($sumx2 * $sum1 - $sumx ** 2);
  my $alpha = ($sumy - $beta * $sumx) / $sum1;

  my $sbeta_numerator = ($sumy2 + $alpha ** 2 * $sum1 + $beta ** 2 * $sumx2 - 2 * $alpha * $sumy + 2 * $alpha * $beta * $sumx - 2 * $beta * $sumxy) / ($sum1 - 2);
  my $sbeta_denominator = $sumx2 - $sumx * $sumx / $sum1;
  my $sbeta = sqrt($sbeta_numerator / $sbeta_denominator);
  my $salpha = $sbeta * sqrt($sumx2 / $sum1);

  return
  {
    'alpha' => $alpha,
    'beta' => $beta,
    'beta_se' => $sbeta,
    'alpha_se' => $salpha,
  };
}

sub long_usage
{
  return <
Usage: linreg,,
   Dump various status from a linear regression of y against x.
EOF
}

sub short_usage
{
  return "perform a linear regression of provided fields, dumping various statistics";
}

App::RecordStream::Aggregator->register_implementation('linreg', __PACKAGE__);
App::RecordStream::Aggregator->register_implementation('linearregression', __PACKAGE__);

App::RecordStream::DomainLanguage::Registry::register_vfn(__PACKAGE__, 'new_from_valuation', 'linreg', 'VALUATION', 'VALUATION');
App::RecordStream::DomainLanguage::Registry::register_vfn(__PACKAGE__, 'new_from_valuation', 'linearregression', 'VALUATION', 'VALUATION');

1;