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1 | <html> |
2 | <head> | |
3 | <title>Linear Regression</title> | |
4 | <!--[if IE]> | |
5 | <script type="text/javascript" src="excanvas.js"></script> | |
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, | |
40 | drawCallback: function(g, is_initial) { | |
41 | if (!is_initial) return; | |
42 | var c = g.getColors(); | |
43 | for (var i = 0; i < c.length; i++) orig_colors.push(c[i]); | |
44 | } | |
45 | } | |
46 | ); | |
47 | ||
48 | // coefficients of regression for each series. | |
49 | // if coeffs = [ null, [1, 2], null ] then we draw a regression for series 1 | |
50 | // only. The regression line is y = 1 + 2 * x. | |
51 | var coeffs = [ null, null, null ]; | |
52 | function regression(series) { | |
53 | // Only run the regression over visible points. | |
54 | var range = g.xAxisRange(); | |
55 | ||
56 | var sum_xy = 0.0, sum_x = 0.0, sum_y = 0.0, sum_x2 = 0.0, num = 0; | |
57 | for (var i = 0; i < data.length; i++) { | |
58 | var x = data[i][0]; | |
59 | if (x < range[0] || x > range[1]) continue; | |
60 | ||
61 | var y = data[i][series]; | |
62 | if (y == null) continue; | |
63 | ||
64 | num++; | |
65 | sum_x += x; | |
66 | sum_y += y; | |
67 | sum_xy += x * y; | |
68 | sum_x2 += x * x; | |
69 | } | |
70 | ||
71 | var a = (sum_xy - sum_x * sum_y / num) / (sum_x2 - sum_x * sum_x / num); | |
72 | var b = (sum_y - a * sum_x) / num; | |
73 | ||
74 | coeffs[series] = [b, a]; | |
75 | if (console) { | |
76 | console.log("coeffs(" + series + "): [" + b + ", " + a + "]"); | |
77 | } | |
78 | ||
79 | updateChart(); | |
80 | } | |
81 | ||
82 | function updateChart() { | |
83 | // Generate a new data set with the regression lines. | |
84 | var new_labels = []; | |
85 | var new_colors = []; | |
86 | for (var i = 0; i < labels.length; i++) { | |
87 | new_labels.push(labels[i]); | |
88 | if (i) new_colors.push(orig_colors[i - 1]); | |
89 | if (coeffs[i]) { | |
90 | // Darken the series by 50% to generate its regression. | |
91 | new_labels.push(labels[i] + " Regression"); | |
92 | var c = new RGBColor(orig_colors[i - 1]); | |
93 | c.r = Math.floor(255 - 0.5 * (255 - c.r)); | |
94 | c.g = Math.floor(255 - 0.5 * (255 - c.g)); | |
95 | c.b = Math.floor(255 - 0.5 * (255 - c.b)); | |
96 | new_colors.push(c.toHex()); | |
97 | } | |
98 | } | |
99 | ||
100 | var new_data = []; | |
101 | for (var i = 0; i < data.length; i++) { | |
102 | new_data.push([]); | |
103 | for (var j = 0; j < data[i].length; j++) { | |
104 | new_data[i].push(data[i][j]); | |
105 | if (coeffs[j]) { | |
106 | new_data[i].push(coeffs[j][0] + coeffs[j][1] * data[i][0]); | |
107 | } | |
108 | } | |
109 | } | |
110 | ||
111 | // TODO(danvk): set colors intelligently. | |
112 | ||
113 | g.updateOptions({ | |
114 | file: new_data, | |
115 | labels: new_labels, | |
116 | colors: new_colors | |
117 | }); | |
118 | } | |
119 | ||
120 | function clearLines() { | |
121 | for (var i = 0; i < coeffs.length; i++) coeffs[i] = null; | |
122 | updateChart(); | |
123 | } | |
124 | ||
125 | // function drawLines(ctx, area, layout) { | |
126 | // if (typeof(g) == 'undefined') return; // won't be set on the initial draw. | |
127 | ||
128 | // var range = g.xAxisRange(); | |
129 | // for (var i = 0; i < coeffs.length; i++) { | |
130 | // if (!coeffs[i]) continue; | |
131 | // var a = coeffs[i][1]; | |
132 | // var b = coeffs[i][0]; | |
133 | ||
134 | // var x1 = range[0]; | |
135 | // var y1 = a * x1 + b; | |
136 | // var x2 = range[1]; | |
137 | // var y2 = a * x2 + b; | |
138 | ||
139 | // var p1 = g.toDomCoords(x1, y1); | |
140 | // var p2 = g.toDomCoords(x2, y2); | |
141 | ||
142 | // var color = g.getColors()[i - 1]; | |
143 | // ctx.save(); | |
144 | // ctx.strokeStyle = color; | |
145 | // ctx.lineWidth = 1.0; | |
146 | // ctx.beginPath(); | |
147 | // ctx.moveTo(p1[0], p1[1]); | |
148 | // ctx.lineTo(p2[0], p2[1]); | |
149 | // ctx.closePath(); | |
150 | // ctx.stroke(); | |
151 | // ctx.restore(); | |
152 | // } | |
153 | // } | |
154 | ||
155 | </script> | |
156 | ||
157 | <div style="position: absolute; left: 500px; top: 150px;"> | |
158 | <input type=button style="color: green;" value="Regression (Y1)" onClick="regression(1)" /> | |
159 | <br/><br/> | |
160 | <input type=button style="color: blue;" value="Regression (Y2)" onClick="regression(2)" /> | |
161 | <br/><br/> | |
162 | <input type=button value="Clear Lines" onClick="clearLines()" /> | |
163 | </div> | |
164 | </body> | |
165 | </html> |