LinearRegressionInputData GetLinearRegressionData(List<MarketDataPair> input) { List<double> validInputY = new List<double>(); List<double> validInputX = new List<double>(); foreach (MarketDataPair pair in input) { if (RawMarketDataUtil.IsValidCurPrice(pair.Y) && RawMarketDataUtil.IsValidCurPrice(pair.X)) { validInputY.Add(pair.Y.CurPrice); validInputX.Add(pair.X.CurPrice); } } LinearRegressionInputData output = new LinearRegressionInputData(); output.Y = validInputY.ToArray(); output.X = validInputX.ToArray(); return output; }
/* LinearRegression lr = new LinearRegression(); double[] y = {0.05, 0.1, 0.2, 0.3, 0.4,}; double[,] x = { { 0.05, 0.1, 0.2, 0.3, 0.4, }, }; lr.Regress(y, x); * */ public bool Regress(LinearRegressionInputData input) { return Regress(input.Y, input.X); }