ba237a9d91
Files correlati : Ricompilazione Demo : [ ] Commento : Aggiunti i sorgenti per Greenleaf Math Library (gfm.dll) git-svn-id: svn://10.65.10.50/trunk@10079 c028cbd2-c16b-5b4b-a496-9718f37d4682
146 lines
3.9 KiB
C
Executable File
146 lines
3.9 KiB
C
Executable File
/* DEC *LinearEstimate(pCorr, pLinA, pLinB, pSrcX, pSrcY, wSize);
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*
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* ARGUMENT
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* DEC *pCorr, *pLinA, *pLinB;
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* DEC **pSrcX, **pSrcY;
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* int wSize;
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*
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* DESCRIPTION
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* Determines the least squares line y = A + B * x and the
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* linear correlation coefficient of a given set of (X, Y) values.
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* The wSize (X, Y) values, where wSize > 1, are stored in arrays
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* pSrcX and pSrcY. The correlation coefficient is put in pCorr.
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* The value A is put in the global pGMStatA, along with pLinA,
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* while B is put in the global pGMStatB and pLinB. Storing A and
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* B in globals allow their later usage in PredictX and PredictY.
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* The correlation coefficient is returned.
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*
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* SIDE EFFECTS
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* None.
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*
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* RETURNS
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* Returns pointer to the correlation coefficient if successful,
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* otherwise returns GM_NULL.
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*
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* POSSIBLE ERROR CODES
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*
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* GM_NULLPOINTER
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* GM_ARGVAL
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* GM_OVERFLOW
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* GM_UNDERFLOW
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*
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* AUTHOR
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* Jared Levy
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* Copyright (C) 1987-1990 Greenleaf Software Inc. All rights reserved.
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*
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* MODIFICATIONS
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*
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*/
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#include <stdio.h>
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#include "gm.h"
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#include "gmsystem.h"
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DEC *LinearEstimate(pCorr, pLinA, pLinB, pSrcX, pSrcY, wSize)
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DEC *pCorr, *pLinA, *pLinB;
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DEC **pSrcX, **pSrcY;
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int wSize;
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{
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int i;
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DEC dSumX, *pSumX=&dSumX, dSumY, *pSumY=&dSumY;
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DEC dSumXX, *pSumXX=&dSumXX, dSumYY, *pSumYY=&dSumYY;
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DEC dSumXY, *pSumXY=&dSumXY, dSize, *pSize=&dSize;
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DEC dProd, *pProd=&dProd, dProd2, *pProd2=&dProd2;
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DEC dVarX, *pVarX=&dVarX, dVarY, *pVarY=&dVarY;
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DEC dNum, *pNum=&dNum, dDen, *pDen=&dDen;
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_MacStart(GM_LINEST);
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if (!pSrcX||!pSrcY||!pCorr||!pLinA||!pLinB) {
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_MacErr(GM_NULLPOINTER);
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_MacRet(GM_NULL);
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}
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if (wSize<=1) {
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_MacErr(GM_ARGVAL);
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_MacRet(GM_NULL);
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}
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for (i=0; i<wSize; i++) {
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_MacInVarD(pSrcX[i]);
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_MacInVarD(pSrcY[i]);
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}
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/* |pSrcX[i]| && |pSrcY[i]| must be < decMaxLinEst (1e6) to avoid overflow */
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/* values less than 1e-6 may also lead to incorrect results */
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for (i=0; i<wSize; i++)
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if ((CompareDecimal(pSrcX[i],&decMaxLinEst)==1) ||
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(CompareDecimal(pSrcY[i],&decMaxLinEst)==1) ||
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(CompareDecimal(pSrcX[i],&decMinLinEst)==-1) ||
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(CompareDecimal(pSrcY[i],&decMinLinEst)==-1)) {
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_MacErr(GM_ARGVAL);
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_MacRet(GM_NULL);
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}
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/* calculate the sum of X, Y, X^2, Y^2, and XY */
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_MacDZero(pSumX);
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_MacDZero(pSumY);
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_MacDZero(pSumXX);
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_MacDZero(pSumYY);
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_MacDZero(pSumXY);
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for (i=0;i<wSize;i++) {
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(void) _AddDec80Bit(pSumX, pSumX, pSrcX[i]);
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(void) _AddDec80Bit(pSumY, pSumY, pSrcY[i]);
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(void) _MulDec80Bit(pProd, pSrcX[i], pSrcX[i]);
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(void) _AddDec80Bit(pSumXX, pSumXX, pProd);
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(void) _MulDec80Bit(pProd, pSrcY[i], pSrcY[i]);
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(void) _AddDec80Bit(pSumYY, pSumYY, pProd);
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(void) _MulDec80Bit(pProd, pSrcX[i], pSrcY[i]);
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(void) _AddDec80Bit(pSumXY, pSumXY, pProd);
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}
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/* Compute n*sum(X^2) - sum(X)*sum(X) */
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(void) ConvLongToDecimal(pSize, (long) wSize);
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(void) _MulDec80Bit(pProd, pSumXX, pSize);
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(void) _MulDec80Bit(pProd2, pSumX, pSumX);
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(void) _SubDec80Bit(pVarX, pProd, pProd2);
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if (_MacIsDecZ(pVarX)) {
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_MacErr(GM_UNDERFLOW);
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_MacRet(GM_NULL);
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}
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/* Compute A */
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(void) _MulDec80Bit(pProd, pSumXX, pSumY);
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(void) _MulDec80Bit(pProd2, pSumX, pSumXY);
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(void) _SubDec80Bit(pNum, pProd, pProd2);
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if (!DivideDecimal(pLinA,pNum,pVarX))
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_MacRet(GM_NULL);
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_MacDCopy(pGMStatA, pLinA);
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/* Compute B */
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(void) _MulDec80Bit(pProd, pSumXY, pSize);
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(void) _MulDec80Bit(pProd2, pSumX, pSumY);
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(void) _SubDec80Bit(pNum, pProd, pProd2);
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if (!DivideDecimal(pLinB,pNum,pVarX))
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_MacRet(GM_NULL);
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_MacDCopy(pGMStatB, pLinB);
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/* Compute correlation coefficient */
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(void) _MulDec80Bit(pProd, pSumYY, pSize);
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(void) _MulDec80Bit(pProd2, pSumY, pSumY);
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(void) _SubDec80Bit(pVarY, pProd, pProd2);
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(void) _MulDec80Bit(pProd, pVarX, pVarY);
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_SqrtDec80Bit(pDen, pProd);
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if (_MacIsDecZ(pDen)) {
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_MacErr(GM_UNDERFLOW);
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_MacRet(GM_NULL);
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}
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if (!DivideDecimal(pCorr, pNum, pDen))
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_MacRet(GM_NULL);
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_MacRet(pCorr);
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}
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