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- package utils
- import (
- "github.com/shopspring/decimal"
- "math"
- )
- // Series is a container for a series of data
- type Series []Coordinate
- // Coordinate holds the data in a series
- type Coordinate struct {
- X, Y float64
- }
- // GetLinearResult 生成线性方程式
- func GetLinearResult(s []Coordinate) (gradient, intercept float64) {
- if len(s) <= 1 {
- return
- }
- // Placeholder for the math to be done
- var sum [5]float64
- // Loop over data keeping index in place
- i := 0
- for ; i < len(s); i++ {
- sum[0] += s[i].X
- sum[1] += s[i].Y
- sum[2] += s[i].X * s[i].X
- sum[3] += s[i].X * s[i].Y
- sum[4] += s[i].Y * s[i].Y
- }
- // Find gradient and intercept
- f := float64(i)
- gradient = (f*sum[3] - sum[0]*sum[1]) / (f*sum[2] - sum[0]*sum[0])
- intercept = (sum[1] / f) - (gradient * sum[0] / f)
- //fmt.Println("gradient:", gradient, ";intercept:", intercept)
- // Create the new regression series
- //for j := 0; j < len(s); j++ {
- // regressions = append(regressions, Coordinate{
- // X: s[j].X,
- // Y: s[j].X*gradient + intercept,
- // })
- //}
- return
- }
- // CalculateCorrelationByIntArr 相关性计算
- // 计算步骤
- // 1.分别计算两个序列的平均值Mx和My
- // 2.分别计算两个序列的标准偏差SDx和SDy => √{1/(n-1)*SUM[(Xi-Mx)²]}
- // 3.计算相关系数 => SUM[(Xi-Mx)*(Yi-My)]/[(N-1)(SDx*SDy)]
- func CalculateCorrelationByIntArr(xArr, yArr []float64) (ratio float64) {
- // 序列元素数要一致
- xLen := float64(len(xArr))
- yLen := float64(len(yArr))
- if xLen == 0 || xLen != yLen {
- return
- }
- // 计算Mx和My
- var Xa, Ya float64
- for i := range xArr {
- Xa += xArr[i]
- }
- Mx := Xa / xLen
- for i := range yArr {
- Ya += yArr[i]
- }
- My := Ya / yLen
- // 计算标准偏差SDx和SDy
- var Xb, Yb, SDx, SDy float64
- for i := range xArr {
- Xb += (xArr[i] - Mx) * (xArr[i] - Mx)
- }
- SDx = math.Sqrt(1 / (xLen - 1) * Xb)
- for i := range yArr {
- Yb += (yArr[i] - My) * (yArr[i] - My)
- }
- SDy = math.Sqrt(1 / (yLen - 1) * Yb)
- // 计算相关系数
- var Nume, Deno float64
- for i := 0; i < int(xLen); i++ {
- Nume += (xArr[i] - Mx) * (yArr[i] - My)
- }
- Deno = (xLen - 1) * (SDx * SDy)
- ratio = Nume / Deno
- if math.IsNaN(ratio) {
- ratio = 0
- }
- return
- }
- // ComputeCorrelation 通过一组数据获取相关系数R
- // 计算步骤
- // 1.分别计算两个序列的平均值Mx和My
- // 2.分别计算两个序列的标准偏差SDx和SDy => √{1/(n-1)*SUM[(Xi-Mx)²]}
- // 3.计算相关系数 => SUM[(Xi-Mx)*(Yi-My)]/[(N-1)(SDx*SDy)]
- func ComputeCorrelation(sList []Coordinate) (r float64) {
- var xBar, yBar float64
- lenSList := len(sList)
- // 必须两组数据及两组以上的数据才能计算
- if lenSList < 2 {
- return
- }
- decimalX := decimal.NewFromFloat(0)
- decimalY := decimal.NewFromFloat(0)
- // 计算两组数据X、Y的平均值
- for _, coordinate := range sList {
- decimalX = decimalX.Add(decimal.NewFromFloat(coordinate.X))
- decimalY = decimalY.Add(decimal.NewFromFloat(coordinate.Y))
- }
- xBar, _ = decimalX.Div(decimal.NewFromInt(int64(lenSList))).Round(4).Float64()
- yBar, _ = decimalY.Div(decimal.NewFromInt(int64(lenSList))).Round(4).Float64()
- //fmt.Println(xBar)
- //fmt.Println(yBar)
- varXDeci := decimal.NewFromFloat(0)
- varYDeci := decimal.NewFromFloat(0)
- ssrDeci := decimal.NewFromFloat(0)
- for _, coordinate := range sList {
- // 分别计算X、Y的实际数据与平均值的差值
- diffXXbarDeci := decimal.NewFromFloat(coordinate.X).Sub(decimal.NewFromFloat(xBar))
- diffYYbarDeci := decimal.NewFromFloat(coordinate.Y).Sub(decimal.NewFromFloat(yBar))
- ssrDeci = ssrDeci.Add(diffXXbarDeci.Mul(diffYYbarDeci))
- //fmt.Println("i:", i, ";diffXXbar:", diffXXbarDeci.String(), ";diffYYbar:", diffYYbarDeci.String(), ";ssr:", ssrDeci.String())
- varXDeci = varXDeci.Add(diffXXbarDeci.Mul(diffXXbarDeci))
- varYDeci = varYDeci.Add(diffYYbarDeci.Mul(diffYYbarDeci))
- //varY += diffYYbar ** 2
- }
- //当输入的两个数组完全相同时,计算相关系数会导致除以零的操作,从而产生 NaN(Not a Number)的结果。为了避免这种情况,可以在计算相关系数之前先进行一个判断,如果两个数组的标准差为零,则相关系数应为1
- if varXDeci.IsZero() && varYDeci.IsZero() {
- r = 1
- return
- }
- sqrtVal, _ := varXDeci.Mul(varYDeci).Round(4).Float64()
- //fmt.Println("sqrtVal:", sqrtVal)
- sst := math.Sqrt(sqrtVal) // 平方根
- //fmt.Println("sst:", sst)
- // 如果计算出来的平方根是0,那么就直接返回,因为0不能作为除数
- if sst == 0 {
- return
- }
- r, _ = ssrDeci.Div(decimal.NewFromFloat(sst)).Round(4).Float64()
- return
- }
- // CalculationDecisive 通过一组数据获取决定系数R2
- func CalculationDecisive(sList []Coordinate) (r2 float64) {
- r := ComputeCorrelation(sList)
- r2, _ = decimal.NewFromFloat(r).Mul(decimal.NewFromFloat(r)).Round(4).Float64()
- return
- }
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