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1 | <html> |
2 | <head> | |
3 | <title>Linear Regression</title> | |
4 | <!--[if IE]> | |
a2b2c3a1 | 5 | <script type="text/javascript" src="../excanvas.js"></script> |
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6 | <![endif]--> |
7 | <script type="text/javascript" src="../strftime/strftime-min.js"></script> | |
8 | <script type="text/javascript" src="../rgbcolor/rgbcolor.js"></script> | |
9 | <script type="text/javascript" src="../dygraph-canvas.js"></script> | |
10 | <script type="text/javascript" src="../dygraph.js"></script> | |
11 | <style type="text/css"> | |
12 | body { max-width: 640 px; } | |
13 | </style> | |
14 | </head> | |
15 | <body> | |
16 | <h2>Linear Regression Demo</h2> | |
17 | <p>Click the buttons to generate linear regressions over either data | |
18 | series. If you zoom in and click the regression button, the regression will | |
19 | only be run over visible points. Zoom back out to see what the local | |
20 | regression looks like over the full data.</p> | |
21 | ||
22 | <div id="demodiv" style="width: 480px; height: 320px;"></div> | |
23 | ||
24 | <script type="text/javascript"> | |
25 | var data = []; | |
26 | for (var i = 0; i < 120; i++) { | |
27 | data.push([i, | |
28 | i / 5.0 + 10.0 * Math.sin(i / 3.0), | |
29 | 30.0 - i / 5.0 - 10.0 * Math.sin(i / 3.0 + 1.0)]); | |
30 | } | |
31 | var labels = ['X', 'Y1', 'Y2']; | |
32 | var orig_colors = []; | |
33 | ||
34 | g = new Dygraph( | |
35 | document.getElementById("demodiv"), | |
36 | data, | |
37 | { | |
38 | labels: labels, | |
39 | drawPoints: true, | |
de0445fc | 40 | strokeWidth: 0.0, |
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41 | drawCallback: function(g, is_initial) { |
42 | if (!is_initial) return; | |
43 | var c = g.getColors(); | |
44 | for (var i = 0; i < c.length; i++) orig_colors.push(c[i]); | |
45 | } | |
46 | } | |
47 | ); | |
48 | ||
49 | // coefficients of regression for each series. | |
50 | // if coeffs = [ null, [1, 2], null ] then we draw a regression for series 1 | |
51 | // only. The regression line is y = 1 + 2 * x. | |
52 | var coeffs = [ null, null, null ]; | |
53 | function regression(series) { | |
54 | // Only run the regression over visible points. | |
55 | var range = g.xAxisRange(); | |
56 | ||
57 | var sum_xy = 0.0, sum_x = 0.0, sum_y = 0.0, sum_x2 = 0.0, num = 0; | |
58 | for (var i = 0; i < data.length; i++) { | |
59 | var x = data[i][0]; | |
60 | if (x < range[0] || x > range[1]) continue; | |
61 | ||
62 | var y = data[i][series]; | |
63 | if (y == null) continue; | |
64 | ||
65 | num++; | |
66 | sum_x += x; | |
67 | sum_y += y; | |
68 | sum_xy += x * y; | |
69 | sum_x2 += x * x; | |
70 | } | |
71 | ||
72 | var a = (sum_xy - sum_x * sum_y / num) / (sum_x2 - sum_x * sum_x / num); | |
73 | var b = (sum_y - a * sum_x) / num; | |
74 | ||
75 | coeffs[series] = [b, a]; | |
4df1af70 | 76 | if (typeof(console) != 'undefined') { |
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77 | console.log("coeffs(" + series + "): [" + b + ", " + a + "]"); |
78 | } | |
79 | ||
80 | updateChart(); | |
81 | } | |
82 | ||
83 | function updateChart() { | |
84 | // Generate a new data set with the regression lines. | |
85 | var new_labels = []; | |
86 | var new_colors = []; | |
de0445fc | 87 | var new_opts = {}; |
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88 | for (var i = 0; i < labels.length; i++) { |
89 | new_labels.push(labels[i]); | |
90 | if (i) new_colors.push(orig_colors[i - 1]); | |
91 | if (coeffs[i]) { | |
92 | // Darken the series by 50% to generate its regression. | |
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93 | var label = labels[i] + " Regression"; |
94 | new_labels.push(label); | |
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95 | var c = new RGBColor(orig_colors[i - 1]); |
96 | c.r = Math.floor(255 - 0.5 * (255 - c.r)); | |
97 | c.g = Math.floor(255 - 0.5 * (255 - c.g)); | |
98 | c.b = Math.floor(255 - 0.5 * (255 - c.b)); | |
99 | new_colors.push(c.toHex()); | |
227b93cc | 100 | new_opts[label] = { |
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101 | drawPoints: false, |
102 | strokeWidth: 1.0 | |
103 | }; | |
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104 | } |
105 | } | |
106 | ||
107 | var new_data = []; | |
108 | for (var i = 0; i < data.length; i++) { | |
109 | new_data.push([]); | |
110 | for (var j = 0; j < data[i].length; j++) { | |
111 | new_data[i].push(data[i][j]); | |
112 | if (coeffs[j]) { | |
113 | new_data[i].push(coeffs[j][0] + coeffs[j][1] * data[i][0]); | |
114 | } | |
115 | } | |
116 | } | |
117 | ||
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118 | new_opts.file = new_data; |
119 | new_opts.labels = new_labels; | |
120 | new_opts.colors = new_colors; | |
121 | g.updateOptions(new_opts); | |
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122 | } |
123 | ||
124 | function clearLines() { | |
125 | for (var i = 0; i < coeffs.length; i++) coeffs[i] = null; | |
126 | updateChart(); | |
127 | } | |
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128 | |
129 | </script> | |
130 | ||
131 | <div style="position: absolute; left: 500px; top: 150px;"> | |
132 | <input type=button style="color: green;" value="Regression (Y1)" onClick="regression(1)" /> | |
133 | <br/><br/> | |
134 | <input type=button style="color: blue;" value="Regression (Y2)" onClick="regression(2)" /> | |
135 | <br/><br/> | |
136 | <input type=button value="Clear Lines" onClick="clearLines()" /> | |
137 | </div> | |
138 | </body> | |
139 | </html> |