bestFitClass.php 10.5 KB
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432
<?php
/**
 * PHPExcel
 *
 * Copyright (c) 2006 - 2013 PHPExcel
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 * @category   PHPExcel
 * @package    PHPExcel_Shared_Trend
 * @copyright  Copyright (c) 2006 - 2013 PHPExcel (http://www.codeplex.com/PHPExcel)
 * @license    http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt	LGPL
 * @version    1.7.9, 2013-06-02
 */


/**
 * PHPExcel_Best_Fit
 *
 * @category   PHPExcel
 * @package    PHPExcel_Shared_Trend
 * @copyright  Copyright (c) 2006 - 2013 PHPExcel (http://www.codeplex.com/PHPExcel)
 */
class PHPExcel_Best_Fit
{
	/**
	 * Indicator flag for a calculation error
	 *
	 * @var	boolean
	 **/
	protected $_error				= False;

	/**
	 * Algorithm type to use for best-fit
	 *
	 * @var	string
	 **/
	protected $_bestFitType			= 'undetermined';

	/**
	 * Number of entries in the sets of x- and y-value arrays
	 *
	 * @var	int
	 **/
	protected $_valueCount			= 0;

	/**
	 * X-value dataseries of values
	 *
	 * @var	float[]
	 **/
	protected $_xValues				= array();

	/**
	 * Y-value dataseries of values
	 *
	 * @var	float[]
	 **/
	protected $_yValues				= array();

	/**
	 * Flag indicating whether values should be adjusted to Y=0
	 *
	 * @var	boolean
	 **/
	protected $_adjustToZero		= False;

	/**
	 * Y-value series of best-fit values
	 *
	 * @var	float[]
	 **/
	protected $_yBestFitValues		= array();

	protected $_goodnessOfFit 		= 1;

	protected $_stdevOfResiduals	= 0;

	protected $_covariance			= 0;

	protected $_correlation			= 0;

	protected $_SSRegression		= 0;

	protected $_SSResiduals			= 0;

	protected $_DFResiduals			= 0;

	protected $_F					= 0;

	protected $_slope				= 0;

	protected $_slopeSE				= 0;

	protected $_intersect			= 0;

	protected $_intersectSE			= 0;

	protected $_Xoffset				= 0;

	protected $_Yoffset				= 0;


	public function getError() {
		return $this->_error;
	}	//	function getBestFitType()


	public function getBestFitType() {
		return $this->_bestFitType;
	}	//	function getBestFitType()


	/**
	 * Return the Y-Value for a specified value of X
	 *
	 * @param	 float		$xValue			X-Value
	 * @return	 float						Y-Value
	 */
	public function getValueOfYForX($xValue) {
		return False;
	}	//	function getValueOfYForX()


	/**
	 * Return the X-Value for a specified value of Y
	 *
	 * @param	 float		$yValue			Y-Value
	 * @return	 float						X-Value
	 */
	public function getValueOfXForY($yValue) {
		return False;
	}	//	function getValueOfXForY()


	/**
	 * Return the original set of X-Values
	 *
	 * @return	 float[]				X-Values
	 */
	public function getXValues() {
		return $this->_xValues;
	}	//	function getValueOfXForY()


	/**
	 * Return the Equation of the best-fit line
	 *
	 * @param	 int		$dp		Number of places of decimal precision to display
	 * @return	 string
	 */
	public function getEquation($dp=0) {
		return False;
	}	//	function getEquation()


	/**
	 * Return the Slope of the line
	 *
	 * @param	 int		$dp		Number of places of decimal precision to display
	 * @return	 string
	 */
	public function getSlope($dp=0) {
		if ($dp != 0) {
			return round($this->_slope,$dp);
		}
		return $this->_slope;
	}	//	function getSlope()


	/**
	 * Return the standard error of the Slope
	 *
	 * @param	 int		$dp		Number of places of decimal precision to display
	 * @return	 string
	 */
	public function getSlopeSE($dp=0) {
		if ($dp != 0) {
			return round($this->_slopeSE,$dp);
		}
		return $this->_slopeSE;
	}	//	function getSlopeSE()


	/**
	 * Return the Value of X where it intersects Y = 0
	 *
	 * @param	 int		$dp		Number of places of decimal precision to display
	 * @return	 string
	 */
	public function getIntersect($dp=0) {
		if ($dp != 0) {
			return round($this->_intersect,$dp);
		}
		return $this->_intersect;
	}	//	function getIntersect()


	/**
	 * Return the standard error of the Intersect
	 *
	 * @param	 int		$dp		Number of places of decimal precision to display
	 * @return	 string
	 */
	public function getIntersectSE($dp=0) {
		if ($dp != 0) {
			return round($this->_intersectSE,$dp);
		}
		return $this->_intersectSE;
	}	//	function getIntersectSE()


	/**
	 * Return the goodness of fit for this regression
	 *
	 * @param	 int		$dp		Number of places of decimal precision to return
	 * @return	 float
	 */
	public function getGoodnessOfFit($dp=0) {
		if ($dp != 0) {
			return round($this->_goodnessOfFit,$dp);
		}
		return $this->_goodnessOfFit;
	}	//	function getGoodnessOfFit()


	public function getGoodnessOfFitPercent($dp=0) {
		if ($dp != 0) {
			return round($this->_goodnessOfFit * 100,$dp);
		}
		return $this->_goodnessOfFit * 100;
	}	//	function getGoodnessOfFitPercent()


	/**
	 * Return the standard deviation of the residuals for this regression
	 *
	 * @param	 int		$dp		Number of places of decimal precision to return
	 * @return	 float
	 */
	public function getStdevOfResiduals($dp=0) {
		if ($dp != 0) {
			return round($this->_stdevOfResiduals,$dp);
		}
		return $this->_stdevOfResiduals;
	}	//	function getStdevOfResiduals()


	public function getSSRegression($dp=0) {
		if ($dp != 0) {
			return round($this->_SSRegression,$dp);
		}
		return $this->_SSRegression;
	}	//	function getSSRegression()


	public function getSSResiduals($dp=0) {
		if ($dp != 0) {
			return round($this->_SSResiduals,$dp);
		}
		return $this->_SSResiduals;
	}	//	function getSSResiduals()


	public function getDFResiduals($dp=0) {
		if ($dp != 0) {
			return round($this->_DFResiduals,$dp);
		}
		return $this->_DFResiduals;
	}	//	function getDFResiduals()


	public function getF($dp=0) {
		if ($dp != 0) {
			return round($this->_F,$dp);
		}
		return $this->_F;
	}	//	function getF()


	public function getCovariance($dp=0) {
		if ($dp != 0) {
			return round($this->_covariance,$dp);
		}
		return $this->_covariance;
	}	//	function getCovariance()


	public function getCorrelation($dp=0) {
		if ($dp != 0) {
			return round($this->_correlation,$dp);
		}
		return $this->_correlation;
	}	//	function getCorrelation()


	public function getYBestFitValues() {
		return $this->_yBestFitValues;
	}	//	function getYBestFitValues()


	protected function _calculateGoodnessOfFit($sumX,$sumY,$sumX2,$sumY2,$sumXY,$meanX,$meanY, $const) {
		$SSres = $SScov = $SScor = $SStot = $SSsex = 0.0;
		foreach($this->_xValues as $xKey => $xValue) {
			$bestFitY = $this->_yBestFitValues[$xKey] = $this->getValueOfYForX($xValue);

			$SSres += ($this->_yValues[$xKey] - $bestFitY) * ($this->_yValues[$xKey] - $bestFitY);
			if ($const) {
				$SStot += ($this->_yValues[$xKey] - $meanY) * ($this->_yValues[$xKey] - $meanY);
			} else {
				$SStot += $this->_yValues[$xKey] * $this->_yValues[$xKey];
			}
			$SScov += ($this->_xValues[$xKey] - $meanX) * ($this->_yValues[$xKey] - $meanY);
			if ($const) {
				$SSsex += ($this->_xValues[$xKey] - $meanX) * ($this->_xValues[$xKey] - $meanX);
			} else {
				$SSsex += $this->_xValues[$xKey] * $this->_xValues[$xKey];
			}
		}

		$this->_SSResiduals = $SSres;
		$this->_DFResiduals = $this->_valueCount - 1 - $const;

		if ($this->_DFResiduals == 0.0) {
			$this->_stdevOfResiduals = 0.0;
		} else {
			$this->_stdevOfResiduals = sqrt($SSres / $this->_DFResiduals);
		}
		if (($SStot == 0.0) || ($SSres == $SStot)) {
			$this->_goodnessOfFit = 1;
		} else {
			$this->_goodnessOfFit = 1 - ($SSres / $SStot);
		}

		$this->_SSRegression = $this->_goodnessOfFit * $SStot;
		$this->_covariance = $SScov / $this->_valueCount;
		$this->_correlation = ($this->_valueCount * $sumXY - $sumX * $sumY) / sqrt(($this->_valueCount * $sumX2 - pow($sumX,2)) * ($this->_valueCount * $sumY2 - pow($sumY,2)));
		$this->_slopeSE = $this->_stdevOfResiduals / sqrt($SSsex);
		$this->_intersectSE = $this->_stdevOfResiduals * sqrt(1 / ($this->_valueCount - ($sumX * $sumX) / $sumX2));
		if ($this->_SSResiduals != 0.0) {
			if ($this->_DFResiduals == 0.0) {
				$this->_F = 0.0;
			} else {
				$this->_F = $this->_SSRegression / ($this->_SSResiduals / $this->_DFResiduals);
			}
		} else {
			if ($this->_DFResiduals == 0.0) {
				$this->_F = 0.0;
			} else {
				$this->_F = $this->_SSRegression / $this->_DFResiduals;
			}
		}
	}	//	function _calculateGoodnessOfFit()


	protected function _leastSquareFit($yValues, $xValues, $const) {
		// calculate sums
		$x_sum = array_sum($xValues);
		$y_sum = array_sum($yValues);
		$meanX = $x_sum / $this->_valueCount;
		$meanY = $y_sum / $this->_valueCount;
		$mBase = $mDivisor = $xx_sum = $xy_sum = $yy_sum = 0.0;
		for($i = 0; $i < $this->_valueCount; ++$i) {
			$xy_sum += $xValues[$i] * $yValues[$i];
			$xx_sum += $xValues[$i] * $xValues[$i];
			$yy_sum += $yValues[$i] * $yValues[$i];

			if ($const) {
				$mBase += ($xValues[$i] - $meanX) * ($yValues[$i] - $meanY);
				$mDivisor += ($xValues[$i] - $meanX) * ($xValues[$i] - $meanX);
			} else {
				$mBase += $xValues[$i] * $yValues[$i];
				$mDivisor += $xValues[$i] * $xValues[$i];
			}
		}

		// calculate slope
//		$this->_slope = (($this->_valueCount * $xy_sum) - ($x_sum * $y_sum)) / (($this->_valueCount * $xx_sum) - ($x_sum * $x_sum));
		$this->_slope = $mBase / $mDivisor;

		// calculate intersect
//		$this->_intersect = ($y_sum - ($this->_slope * $x_sum)) / $this->_valueCount;
		if ($const) {
			$this->_intersect = $meanY - ($this->_slope * $meanX);
		} else {
			$this->_intersect = 0;
		}

		$this->_calculateGoodnessOfFit($x_sum,$y_sum,$xx_sum,$yy_sum,$xy_sum,$meanX,$meanY,$const);
	}	//	function _leastSquareFit()


	/**
	 * Define the regression
	 *
	 * @param	float[]		$yValues	The set of Y-values for this regression
	 * @param	float[]		$xValues	The set of X-values for this regression
	 * @param	boolean		$const
	 */
	function __construct($yValues, $xValues=array(), $const=True) {
		//	Calculate number of points
		$nY = count($yValues);
		$nX = count($xValues);

		//	Define X Values if necessary
		if ($nX == 0) {
			$xValues = range(1,$nY);
			$nX = $nY;
		} elseif ($nY != $nX) {
			//	Ensure both arrays of points are the same size
			$this->_error = True;
			return False;
		}

		$this->_valueCount = $nY;
		$this->_xValues = $xValues;
		$this->_yValues = $yValues;
	}	//	function __construct()

}	//	class bestFit