/// <summary>
/// Считает коэфициенты регрессии для "У" набором данных "Х"
/// </summary>
/// <param name="x">Набор данных Х</param>
/// <param name="y">К чему стремимся</param>
/// <param name="power">Степенной ряд, для которого делаем счет</param>
/// <returns></returns>
public static double [][] Regression(nkcore.Types.Collection y, nkcore.Types.Collection x, int[] powers)
{
if (x == null)
{
throw new Exception("(x) is null");
}
if (y == null)
{
throw new Exception("(y) is null");
}
if (powers == null)
{
throw new Exception("(powers) is null");
}
if (powers.Length >= y[0].Count)
{
throw new Exception("Length is small");
}
int ValuesCount = y[0].Count;
int xParamCount = x.VectorsCount;
int PolinomLevel = powers.Length;
double [][] result = new double[xParamCount][];
for (int i = 0; i < xParamCount; i++)
{
result[i] = new double[PolinomLevel];
}
nkcore.Types.Matrix XMat = new nkcore.Types.Matrix(ValuesCount, PolinomLevel * xParamCount);
nkcore.Types.Matrix YMat = new nkcore.Types.Matrix(ValuesCount, 1);
nkcore.Types.Matrix K = new Types.Matrix();
for (int i = 0; i < ValuesCount; i++)
{
YMat[i][0] = y[0][i];
}
for (int i = 0; i < ValuesCount; i++)
{
for (int z = 0; z < xParamCount; z++)
{
for (int k = 0; k < PolinomLevel; k++)
{
XMat[i][k + z * (PolinomLevel)] = System.Math.Pow(x[z][i], powers[k]);
}
}
}
K = (XMat.Transpose() * XMat).Inverse() * XMat.Transpose() * YMat;
// ---------- K.Rows
for (int i = 0; i < xParamCount; i++)
{
for (int k = 0; k < PolinomLevel; k++)
{
result[i][k] = K[k + i * PolinomLevel][0];
}
}
return(result);
}
/// <summary>
/// Считает коэфициенты регрессии для "У" набором данных "Х"
/// </summary>
/// <param name="x">Набор данных Х</param>
/// <param name="y">К чему стремимся</param>
/// <param name="power">Степенной ряд, для которого делаем счет</param>
/// <returns></returns>
public static double[][] Regression( nkcore.Types.Collection y, nkcore.Types.Collection x, int[] powers)
{
if ( x == null ) throw new Exception("(x) is null");
if ( y == null ) throw new Exception("(y) is null");
if ( powers == null ) throw new Exception("(powers) is null");
if ( powers.Length >= y[0].Count ) throw new Exception("Length is small");
int ValuesCount = y[0].Count;
int xParamCount = x.VectorsCount;
int PolinomLevel = powers.Length;
double [][]result = new double[xParamCount][];
for ( int i = 0; i < xParamCount; i++) result[i] = new double[PolinomLevel];
nkcore.Types.Matrix XMat = new nkcore.Types.Matrix(ValuesCount, PolinomLevel * xParamCount);
nkcore.Types.Matrix YMat = new nkcore.Types.Matrix(ValuesCount, 1);
nkcore.Types.Matrix K = new Types.Matrix();
for ( int i = 0; i < ValuesCount; i++ ) YMat[i][0] = y[0][i];
for ( int i = 0; i < ValuesCount; i++)
for ( int z = 0; z < xParamCount; z++)
for ( int k = 0; k < PolinomLevel; k++)
XMat[i][k + z*(PolinomLevel)] = System.Math.Pow(x[z][i], powers[k]);
K = (XMat.Transpose() * XMat).Inverse()*XMat.Transpose()*YMat;
// ---------- K.Rows
for ( int i = 0; i < xParamCount; i++)
for ( int k = 0; k < PolinomLevel; k++ )
result[i][k] = K[k + i*PolinomLevel][0];
return result;
}
