#!/usr/bin/python2.7 # Copyright (c) 2014 The Chromium OS Authors. All rights reserved. # Use of this source code is governed by a BSD-style license that can be # found in the LICENSE file. import numpy def LinearRegression(x, y): """Perform a linear regression using numpy. @param x: Array of x-coordinates of the samples @param y: Array of y-coordinates of the samples @return: ((slope, intercept), r-squared) """ # p(x) = p[0]*x**1 + p[1] p, (residual,) = numpy.polyfit(x, y, 1, full=True)[:2] # Calculate the coefficient of determination (R-squared) from the # "residual sum of squares" # Reference: # http://en.wikipedia.org/wiki/Coefficient_of_determination r2 = 1 - (residual / (y.size*y.var())) # Alternate calculation for R-squared: # # Calculate the coefficient of determination (R-squared) as the # square of the sample correlation coefficient, # which can be calculated from the variances and covariances. # Reference: # http://en.wikipedia.org/wiki/Correlation#Pearson.27s_product-moment_coefficient #V = numpy.cov(x, y, ddof=0) #r2 = (V[0,1]*V[1,0]) / (V[0,0]*V[1,1]) return p, r2 def FactsToNumpyArray(facts, dtype): """Convert "facts" (list of dicts) to a numpy array. @param facts: A list of dicts. Each dict must have keys matching the field names in dtype. @param dtype: A numpy.dtype used to fill the array from facts. The dtype must be a "structured array". ie: numpy.dtype([('loops', numpy.int), ('cycles', numpy.int)]) @returns: A numpy.ndarray with dtype=dtype filled with facts. """ a = numpy.zeros(len(facts), dtype=dtype) for i, f in enumerate(facts): a[i] = tuple(f[n] for n in dtype.names) return a