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Diffstat (limited to 'chart2/source/tools/PolynomialRegressionCurveCalculator.cxx')
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1 files changed, 396 insertions, 0 deletions
diff --git a/chart2/source/tools/PolynomialRegressionCurveCalculator.cxx b/chart2/source/tools/PolynomialRegressionCurveCalculator.cxx new file mode 100644 index 000000000..b3585b71f --- /dev/null +++ b/chart2/source/tools/PolynomialRegressionCurveCalculator.cxx @@ -0,0 +1,396 @@ +/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ +/* + * This file is part of the LibreOffice project. + * + * This Source Code Form is subject to the terms of the Mozilla Public + * License, v. 2.0. If a copy of the MPL was not distributed with this + * file, You can obtain one at http://mozilla.org/MPL/2.0/. + * + * This file incorporates work covered by the following license notice: + * + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed + * with this work for additional information regarding copyright + * ownership. The ASF licenses this file to you under the Apache + * License, Version 2.0 (the "License"); you may not use this file + * except in compliance with the License. You may obtain a copy of + * the License at http://www.apache.org/licenses/LICENSE-2.0 . + */ + +#include <PolynomialRegressionCurveCalculator.hxx> +#include <RegressionCalculationHelper.hxx> + +#include <cmath> +#include <rtl/math.hxx> +#include <rtl/ustrbuf.hxx> + +#include <SpecialCharacters.hxx> + +using namespace com::sun::star; + +namespace chart +{ + +static double lcl_GetDotProduct(std::vector<double>& aVec1, std::vector<double>& aVec2) +{ + double fResult = 0.0; + assert(aVec1.size() == aVec2.size()); + for (size_t i = 0; i < aVec1.size(); ++i) + fResult += aVec1[i] * aVec2[i]; + return fResult; +} + +PolynomialRegressionCurveCalculator::PolynomialRegressionCurveCalculator() +{} + +PolynomialRegressionCurveCalculator::~PolynomialRegressionCurveCalculator() +{} + +void PolynomialRegressionCurveCalculator::computeCorrelationCoefficient( + RegressionCalculationHelper::tDoubleVectorPair& rValues, + const sal_Int32 aNoValues, + double yAverage ) +{ + double aSumError = 0.0; + double aSumTotal = 0.0; + double aSumYpred2 = 0.0; + + for( sal_Int32 i = 0; i < aNoValues; i++ ) + { + double xValue = rValues.first[i]; + double yActual = rValues.second[i]; + double yPredicted = getCurveValue( xValue ); + aSumTotal += (yActual - yAverage) * (yActual - yAverage); + aSumError += (yActual - yPredicted) * (yActual - yPredicted); + if(mForceIntercept) + aSumYpred2 += (yPredicted - mInterceptValue) * (yPredicted - mInterceptValue); + } + + double aRSquared = 0.0; + if(mForceIntercept) + { + if (auto const div = aSumError + aSumYpred2) + { + aRSquared = aSumYpred2 / div; + } + } + else if (aSumTotal != 0.0) + { + aRSquared = 1.0 - (aSumError / aSumTotal); + } + + if (aRSquared > 0.0) + m_fCorrelationCoefficient = std::sqrt(aRSquared); + else + m_fCorrelationCoefficient = 0.0; +} + +// ____ XRegressionCurveCalculator ____ +void SAL_CALL PolynomialRegressionCurveCalculator::recalculateRegression( + const uno::Sequence< double >& aXValues, + const uno::Sequence< double >& aYValues ) +{ + rtl::math::setNan(&m_fCorrelationCoefficient); + + RegressionCalculationHelper::tDoubleVectorPair aValues( + RegressionCalculationHelper::cleanup( aXValues, aYValues, RegressionCalculationHelper::isValid())); + + const sal_Int32 aNoValues = aValues.first.size(); + + const sal_Int32 aNoPowers = mForceIntercept ? mDegree : mDegree + 1; + + mCoefficients.clear(); + mCoefficients.resize(aNoPowers, 0.0); + + double yAverage = 0.0; + + std::vector<double> yVector; + yVector.resize(aNoValues, 0.0); + + for(sal_Int32 i = 0; i < aNoValues; i++) + { + double yValue = aValues.second[i]; + if (mForceIntercept) + yValue -= mInterceptValue; + yVector[i] = yValue; + yAverage += yValue; + } + if (aNoValues != 0) + { + yAverage /= aNoValues; + } + + // Special case for single variable regression like in LINEST + // implementation in Calc. + if (mDegree == 1) + { + std::vector<double> xVector; + xVector.resize(aNoValues, 0.0); + double xAverage = 0.0; + + for(sal_Int32 i = 0; i < aNoValues; ++i) + { + double xValue = aValues.first[i]; + xVector[i] = xValue; + xAverage += xValue; + } + if (aNoValues != 0) + { + xAverage /= aNoValues; + } + + if (!mForceIntercept) + { + for (sal_Int32 i = 0; i < aNoValues; ++i) + { + xVector[i] -= xAverage; + yVector[i] -= yAverage; + } + } + double fSumXY = lcl_GetDotProduct(xVector, yVector); + double fSumX2 = lcl_GetDotProduct(xVector, xVector); + + double fSlope = fSumXY / fSumX2; + + if (!mForceIntercept) + { + mInterceptValue = ::rtl::math::approxSub(yAverage, fSlope * xAverage); + mCoefficients[0] = mInterceptValue; + mCoefficients[1] = fSlope; + } + else + { + mCoefficients[0] = fSlope; + mCoefficients.insert(mCoefficients.begin(), mInterceptValue); + } + + computeCorrelationCoefficient(aValues, aNoValues, yAverage); + return; + } + + std::vector<double> aQRTransposed; + aQRTransposed.resize(aNoValues * aNoPowers, 0.0); + + for(sal_Int32 j = 0; j < aNoPowers; j++) + { + sal_Int32 aPower = mForceIntercept ? j+1 : j; + sal_Int32 aColumnIndex = j * aNoValues; + for(sal_Int32 i = 0; i < aNoValues; i++) + { + double xValue = aValues.first[i]; + aQRTransposed[i + aColumnIndex] = std::pow(xValue, static_cast<int>(aPower)); + } + } + + // QR decomposition - based on org.apache.commons.math.linear.QRDecomposition from apache commons math (ASF) + sal_Int32 aMinorSize = std::min(aNoValues, aNoPowers); + + std::vector<double> aDiagonal; + aDiagonal.resize(aMinorSize, 0.0); + + // Calculate Householder reflectors + for (sal_Int32 aMinor = 0; aMinor < aMinorSize; aMinor++) + { + double aNormSqr = 0.0; + for (sal_Int32 x = aMinor; x < aNoValues; x++) + { + double c = aQRTransposed[x + aMinor * aNoValues]; + aNormSqr += c * c; + } + + double a; + + if (aQRTransposed[aMinor + aMinor * aNoValues] > 0.0) + a = -std::sqrt(aNormSqr); + else + a = std::sqrt(aNormSqr); + + aDiagonal[aMinor] = a; + + if (a != 0.0) + { + aQRTransposed[aMinor + aMinor * aNoValues] -= a; + + for (sal_Int32 aColumn = aMinor + 1; aColumn < aNoPowers; aColumn++) + { + double alpha = 0.0; + for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) + { + alpha -= aQRTransposed[aRow + aColumn * aNoValues] * aQRTransposed[aRow + aMinor * aNoValues]; + } + alpha /= a * aQRTransposed[aMinor + aMinor * aNoValues]; + + for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) + { + aQRTransposed[aRow + aColumn * aNoValues] -= alpha * aQRTransposed[aRow + aMinor * aNoValues]; + } + } + } + } + + // Solve the linear equation + for (sal_Int32 aMinor = 0; aMinor < aMinorSize; aMinor++) + { + double aDotProduct = 0; + + for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) + { + aDotProduct += yVector[aRow] * aQRTransposed[aRow + aMinor * aNoValues]; + } + aDotProduct /= aDiagonal[aMinor] * aQRTransposed[aMinor + aMinor * aNoValues]; + + for (sal_Int32 aRow = aMinor; aRow < aNoValues; aRow++) + { + yVector[aRow] += aDotProduct * aQRTransposed[aRow + aMinor * aNoValues]; + } + + } + + for (sal_Int32 aRow = aDiagonal.size() - 1; aRow >= 0; aRow--) + { + yVector[aRow] /= aDiagonal[aRow]; + double yRow = yVector[aRow]; + mCoefficients[aRow] = yRow; + + for (sal_Int32 i = 0; i < aRow; i++) + { + yVector[i] -= yRow * aQRTransposed[i + aRow * aNoValues]; + } + } + + if(mForceIntercept) + { + mCoefficients.insert(mCoefficients.begin(), mInterceptValue); + } + + // Calculate correlation coefficient + computeCorrelationCoefficient(aValues, aNoValues, yAverage); +} + +double SAL_CALL PolynomialRegressionCurveCalculator::getCurveValue( double x ) +{ + double fResult; + rtl::math::setNan(&fResult); + + if (mCoefficients.empty()) + { + return fResult; + } + + sal_Int32 aNoCoefficients = static_cast<sal_Int32>(mCoefficients.size()); + + // Horner's method + fResult = 0.0; + for (sal_Int32 i = aNoCoefficients - 1; i >= 0; i--) + { + fResult = mCoefficients[i] + (x * fResult); + } + return fResult; +} + +OUString PolynomialRegressionCurveCalculator::ImplGetRepresentation( + const uno::Reference< util::XNumberFormatter >& xNumFormatter, + sal_Int32 nNumberFormatKey, sal_Int32* pFormulaMaxWidth /* = nullptr */ ) const +{ + OUStringBuffer aBuf( mYName + " = " ); + + sal_Int32 nValueLength=0; + sal_Int32 aLastIndex = mCoefficients.size() - 1; + + if ( pFormulaMaxWidth && *pFormulaMaxWidth > 0 ) + { + sal_Int32 nCharMin = aBuf.getLength(); // count characters different from coefficients + double nCoefficients = aLastIndex + 1.0; // number of coefficients + for (sal_Int32 i = aLastIndex; i >= 0; i--) + { + double aValue = mCoefficients[i]; + if ( aValue == 0.0 ) + { // do not count coefficient if it is 0 + nCoefficients --; + continue; + } + if ( rtl::math::approxEqual( fabs( aValue ) , 1.0 ) ) + { // do not count coefficient if it is 1 + nCoefficients --; + if ( i == 0 ) // intercept = 1 + nCharMin ++; + } + if ( i != aLastIndex ) + nCharMin += 3; // " + " + if ( i > 0 ) + { + nCharMin += mXName.getLength() + 1; // " x" + if ( i > 1 ) + nCharMin +=1; // "^i" + if ( i >= 10 ) + nCharMin ++; // 2 digits for i + } + } + nValueLength = ( *pFormulaMaxWidth - nCharMin ) / nCoefficients; + if ( nValueLength <= 0 ) + nValueLength = 1; + } + + bool bFindValue = false; + sal_Int32 nLineLength = aBuf.getLength(); + for (sal_Int32 i = aLastIndex; i >= 0; i--) + { + double aValue = mCoefficients[i]; + OUStringBuffer aTmpBuf(""); // temporary buffer + if (aValue == 0.0) + { + continue; + } + else if (aValue < 0.0) + { + if ( bFindValue ) // if it is not the first aValue + aTmpBuf.append( " " ); + aTmpBuf.append( OUStringChar(aMinusSign) ).append(" "); + aValue = - aValue; + } + else + { + if ( bFindValue ) // if it is not the first aValue + aTmpBuf.append( " + " ); + } + bFindValue = true; + + // if nValueLength not calculated then nullptr + sal_Int32* pValueLength = nValueLength ? &nValueLength : nullptr; + OUString aValueString = getFormattedString( xNumFormatter, nNumberFormatKey, aValue, pValueLength ); + if ( i == 0 || aValueString != "1" ) // aValueString may be rounded to 1 if nValueLength is small + { + aTmpBuf.append( aValueString ); + if ( i > 0 ) // insert blank between coefficient and x + aTmpBuf.append( " " ); + } + + if(i > 0) + { + aTmpBuf.append( mXName ); + if (i > 1) + { + if (i < 10) // simple case if only one digit + aTmpBuf.append( aSuperscriptFigures[ i ] ); + else + { + OUString aValueOfi = OUString::number( i ); + for ( sal_Int32 n = 0; n < aValueOfi.getLength() ; n++ ) + { + sal_Int32 nIndex = aValueOfi[n] - u'0'; + aTmpBuf.append( aSuperscriptFigures[ nIndex ] ); + } + } + } + } + addStringToEquation( aBuf, nLineLength, aTmpBuf, pFormulaMaxWidth ); + } + if ( aBuf.toString() == ( mYName + " = ") ) + aBuf.append( "0" ); + + return aBuf.makeStringAndClear(); +} + +} // namespace chart + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |