public static IInterpolator1D Regress(double[] Xs, double[] Ys, int nSegments)
{
var nSamples = Xs.Length;
var x = new double[nSegments + 1];
var y = new double[nSegments + 1];
var samplesPerSegment = nSamples / nSegments;
for (var i = 0; i < nSegments; i++)
{
var sampleXs = Xs.Skip(i * samplesPerSegment).Take(samplesPerSegment).ToArray();
var sampleYs = Ys.Skip(i * samplesPerSegment).Take(samplesPerSegment).ToArray();
var lr = LinearRegression.LinearRegressionVector(sampleXs, sampleYs);
var xLo = sampleXs.First();
var xHi = sampleXs.Last();
var yLo = lr.Alpha + lr.Beta * xLo;
var yHi = lr.Alpha + lr.Beta * xHi;
if (i == 0)
{
x[0] = xLo;
y[0] = yLo;
x[1] = xHi;
y[1] = yHi;
}
else
{
var xD = sampleXs.Select(q => q - xLo).ToArray();
var yD = sampleYs.Select(q => q - yLo).ToArray();
var lr2 = LinearRegression.LinearRegressionNoIntercept(xD, yD);
var yHiBetter = xD.Last() * lr2.Beta + yLo;
x[i + 1] = xHi;
y[i + 1] = yHiBetter;
}
}
return(InterpolatorFactory.GetInterpolator(x, y, Interpolator1DType.Linear));
}