123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425 |
- <?php
- /**
- * PHPExcel_Best_Fit
- *
- * Copyright (c) 2006 - 2015 PHPExcel
- *
- * This library is free software; you can redistribute it and/or
- * modify it under the terms of the GNU Lesser General Public
- * License as published by the Free Software Foundation; either
- * version 2.1 of the License, or (at your option) any later version.
- *
- * This library is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * Lesser General Public License for more details.
- *
- * You should have received a copy of the GNU Lesser General Public
- * License along with this library; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
- *
- * @category PHPExcel
- * @package PHPExcel_Shared_Trend
- * @copyright Copyright (c) 2006 - 2015 PHPExcel (http://www.codeplex.com/PHPExcel)
- * @license http://www.gnu.org/licenses/old-licenses/lgpl-2.1.txt LGPL
- * @version ##VERSION##, ##DATE##
- */
- class PHPExcel_Best_Fit
- {
- /**
- * Indicator flag for a calculation error
- *
- * @var boolean
- **/
- protected $error = false;
- /**
- * Algorithm type to use for best-fit
- *
- * @var string
- **/
- protected $bestFitType = 'undetermined';
- /**
- * Number of entries in the sets of x- and y-value arrays
- *
- * @var int
- **/
- protected $valueCount = 0;
- /**
- * X-value dataseries of values
- *
- * @var float[]
- **/
- protected $xValues = array();
- /**
- * Y-value dataseries of values
- *
- * @var float[]
- **/
- protected $yValues = array();
- /**
- * Flag indicating whether values should be adjusted to Y=0
- *
- * @var boolean
- **/
- protected $adjustToZero = false;
- /**
- * Y-value series of best-fit values
- *
- * @var float[]
- **/
- protected $yBestFitValues = array();
- protected $goodnessOfFit = 1;
- protected $stdevOfResiduals = 0;
- protected $covariance = 0;
- protected $correlation = 0;
- protected $SSRegression = 0;
- protected $SSResiduals = 0;
- protected $DFResiduals = 0;
- protected $f = 0;
- protected $slope = 0;
- protected $slopeSE = 0;
- protected $intersect = 0;
- protected $intersectSE = 0;
- protected $xOffset = 0;
- protected $yOffset = 0;
- public function getError()
- {
- return $this->error;
- }
- public function getBestFitType()
- {
- return $this->bestFitType;
- }
- /**
- * Return the Y-Value for a specified value of X
- *
- * @param float $xValue X-Value
- * @return float Y-Value
- */
- public function getValueOfYForX($xValue)
- {
- return false;
- }
- /**
- * Return the X-Value for a specified value of Y
- *
- * @param float $yValue Y-Value
- * @return float X-Value
- */
- public function getValueOfXForY($yValue)
- {
- return false;
- }
- /**
- * Return the original set of X-Values
- *
- * @return float[] X-Values
- */
- public function getXValues()
- {
- return $this->xValues;
- }
- /**
- * Return the Equation of the best-fit line
- *
- * @param int $dp Number of places of decimal precision to display
- * @return string
- */
- public function getEquation($dp = 0)
- {
- return false;
- }
- /**
- * Return the Slope of the line
- *
- * @param int $dp Number of places of decimal precision to display
- * @return string
- */
- public function getSlope($dp = 0)
- {
- if ($dp != 0) {
- return round($this->slope, $dp);
- }
- return $this->slope;
- }
- /**
- * Return the standard error of the Slope
- *
- * @param int $dp Number of places of decimal precision to display
- * @return string
- */
- public function getSlopeSE($dp = 0)
- {
- if ($dp != 0) {
- return round($this->slopeSE, $dp);
- }
- return $this->slopeSE;
- }
- /**
- * Return the Value of X where it intersects Y = 0
- *
- * @param int $dp Number of places of decimal precision to display
- * @return string
- */
- public function getIntersect($dp = 0)
- {
- if ($dp != 0) {
- return round($this->intersect, $dp);
- }
- return $this->intersect;
- }
- /**
- * Return the standard error of the Intersect
- *
- * @param int $dp Number of places of decimal precision to display
- * @return string
- */
- public function getIntersectSE($dp = 0)
- {
- if ($dp != 0) {
- return round($this->intersectSE, $dp);
- }
- return $this->intersectSE;
- }
- /**
- * Return the goodness of fit for this regression
- *
- * @param int $dp Number of places of decimal precision to return
- * @return float
- */
- public function getGoodnessOfFit($dp = 0)
- {
- if ($dp != 0) {
- return round($this->goodnessOfFit, $dp);
- }
- return $this->goodnessOfFit;
- }
- public function getGoodnessOfFitPercent($dp = 0)
- {
- if ($dp != 0) {
- return round($this->goodnessOfFit * 100, $dp);
- }
- return $this->goodnessOfFit * 100;
- }
- /**
- * Return the standard deviation of the residuals for this regression
- *
- * @param int $dp Number of places of decimal precision to return
- * @return float
- */
- public function getStdevOfResiduals($dp = 0)
- {
- if ($dp != 0) {
- return round($this->stdevOfResiduals, $dp);
- }
- return $this->stdevOfResiduals;
- }
- public function getSSRegression($dp = 0)
- {
- if ($dp != 0) {
- return round($this->SSRegression, $dp);
- }
- return $this->SSRegression;
- }
- public function getSSResiduals($dp = 0)
- {
- if ($dp != 0) {
- return round($this->SSResiduals, $dp);
- }
- return $this->SSResiduals;
- }
- public function getDFResiduals($dp = 0)
- {
- if ($dp != 0) {
- return round($this->DFResiduals, $dp);
- }
- return $this->DFResiduals;
- }
- public function getF($dp = 0)
- {
- if ($dp != 0) {
- return round($this->f, $dp);
- }
- return $this->f;
- }
- public function getCovariance($dp = 0)
- {
- if ($dp != 0) {
- return round($this->covariance, $dp);
- }
- return $this->covariance;
- }
- public function getCorrelation($dp = 0)
- {
- if ($dp != 0) {
- return round($this->correlation, $dp);
- }
- return $this->correlation;
- }
- public function getYBestFitValues()
- {
- return $this->yBestFitValues;
- }
- protected function calculateGoodnessOfFit($sumX, $sumY, $sumX2, $sumY2, $sumXY, $meanX, $meanY, $const)
- {
- $SSres = $SScov = $SScor = $SStot = $SSsex = 0.0;
- foreach ($this->xValues as $xKey => $xValue) {
- $bestFitY = $this->yBestFitValues[$xKey] = $this->getValueOfYForX($xValue);
- $SSres += ($this->yValues[$xKey] - $bestFitY) * ($this->yValues[$xKey] - $bestFitY);
- if ($const) {
- $SStot += ($this->yValues[$xKey] - $meanY) * ($this->yValues[$xKey] - $meanY);
- } else {
- $SStot += $this->yValues[$xKey] * $this->yValues[$xKey];
- }
- $SScov += ($this->xValues[$xKey] - $meanX) * ($this->yValues[$xKey] - $meanY);
- if ($const) {
- $SSsex += ($this->xValues[$xKey] - $meanX) * ($this->xValues[$xKey] - $meanX);
- } else {
- $SSsex += $this->xValues[$xKey] * $this->xValues[$xKey];
- }
- }
- $this->SSResiduals = $SSres;
- $this->DFResiduals = $this->valueCount - 1 - $const;
- if ($this->DFResiduals == 0.0) {
- $this->stdevOfResiduals = 0.0;
- } else {
- $this->stdevOfResiduals = sqrt($SSres / $this->DFResiduals);
- }
- if (($SStot == 0.0) || ($SSres == $SStot)) {
- $this->goodnessOfFit = 1;
- } else {
- $this->goodnessOfFit = 1 - ($SSres / $SStot);
- }
- $this->SSRegression = $this->goodnessOfFit * $SStot;
- $this->covariance = $SScov / $this->valueCount;
- $this->correlation = ($this->valueCount * $sumXY - $sumX * $sumY) / sqrt(($this->valueCount * $sumX2 - pow($sumX, 2)) * ($this->valueCount * $sumY2 - pow($sumY, 2)));
- $this->slopeSE = $this->stdevOfResiduals / sqrt($SSsex);
- $this->intersectSE = $this->stdevOfResiduals * sqrt(1 / ($this->valueCount - ($sumX * $sumX) / $sumX2));
- if ($this->SSResiduals != 0.0) {
- if ($this->DFResiduals == 0.0) {
- $this->f = 0.0;
- } else {
- $this->f = $this->SSRegression / ($this->SSResiduals / $this->DFResiduals);
- }
- } else {
- if ($this->DFResiduals == 0.0) {
- $this->f = 0.0;
- } else {
- $this->f = $this->SSRegression / $this->DFResiduals;
- }
- }
- }
- protected function leastSquareFit($yValues, $xValues, $const)
- {
- // calculate sums
- $x_sum = array_sum($xValues);
- $y_sum = array_sum($yValues);
- $meanX = $x_sum / $this->valueCount;
- $meanY = $y_sum / $this->valueCount;
- $mBase = $mDivisor = $xx_sum = $xy_sum = $yy_sum = 0.0;
- for ($i = 0; $i < $this->valueCount; ++$i) {
- $xy_sum += $xValues[$i] * $yValues[$i];
- $xx_sum += $xValues[$i] * $xValues[$i];
- $yy_sum += $yValues[$i] * $yValues[$i];
- if ($const) {
- $mBase += ($xValues[$i] - $meanX) * ($yValues[$i] - $meanY);
- $mDivisor += ($xValues[$i] - $meanX) * ($xValues[$i] - $meanX);
- } else {
- $mBase += $xValues[$i] * $yValues[$i];
- $mDivisor += $xValues[$i] * $xValues[$i];
- }
- }
- // calculate slope
- // $this->slope = (($this->valueCount * $xy_sum) - ($x_sum * $y_sum)) / (($this->valueCount * $xx_sum) - ($x_sum * $x_sum));
- $this->slope = $mBase / $mDivisor;
- // calculate intersect
- // $this->intersect = ($y_sum - ($this->slope * $x_sum)) / $this->valueCount;
- if ($const) {
- $this->intersect = $meanY - ($this->slope * $meanX);
- } else {
- $this->intersect = 0;
- }
- $this->calculateGoodnessOfFit($x_sum, $y_sum, $xx_sum, $yy_sum, $xy_sum, $meanX, $meanY, $const);
- }
- /**
- * Define the regression
- *
- * @param float[] $yValues The set of Y-values for this regression
- * @param float[] $xValues The set of X-values for this regression
- * @param boolean $const
- */
- public function __construct($yValues, $xValues = array(), $const = true)
- {
- // Calculate number of points
- $nY = count($yValues);
- $nX = count($xValues);
- // Define X Values if necessary
- if ($nX == 0) {
- $xValues = range(1, $nY);
- $nX = $nY;
- } elseif ($nY != $nX) {
- // Ensure both arrays of points are the same size
- $this->error = true;
- return false;
- }
- $this->valueCount = $nY;
- $this->xValues = $xValues;
- $this->yValues = $yValues;
- }
- }
|