#!/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