adds last value for poly reg
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0cbbd0887a
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2 changed files with 20 additions and 2 deletions
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@ -77,8 +77,7 @@ func (lrs *LinearRegressionSeries) GetValue(index int) (x, y float64) {
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return
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return
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}
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// GetLastValue computes the last linear regression value.
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// and recomputing the last moving average chunk.
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func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
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func (lrs *LinearRegressionSeries) GetLastValue() (x, y float64) {
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if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
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if lrs.InnerSeries == nil || lrs.InnerSeries.Len() == 0 {
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return
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return
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@ -100,6 +100,25 @@ func (prs *PolynomialRegressionSeries) GetValue(index int) (x, y float64) {
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return
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return
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}
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}
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// GetLastValue computes the last moving average value but walking back window size samples,
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// and recomputing the last moving average chunk.
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func (prs *PolynomialRegressionSeries) GetLastValue() (x, y float64) {
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if prs.InnerSeries == nil || prs.InnerSeries.Len() == 0 {
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return
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}
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if prs.coeffs == nil {
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coeffs, err := prs.computeCoefficients()
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if err != nil {
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panic(err)
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}
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prs.coeffs = coeffs
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}
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endIndex := prs.GetEndIndex()
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x, y = prs.InnerSeries.GetValue(endIndex)
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y = prs.apply(x)
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return
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}
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func (prs *PolynomialRegressionSeries) apply(v float64) (out float64) {
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func (prs *PolynomialRegressionSeries) apply(v float64) (out float64) {
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for index, coeff := range prs.coeffs {
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for index, coeff := range prs.coeffs {
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out = out + (coeff * math.Pow(v, float64(index)))
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out = out + (coeff * math.Pow(v, float64(index)))
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