1 /* Copyright 2016, Ableton AG, Berlin. All rights reserved.
2  *
3  *  This program is free software: you can redistribute it and/or modify
4  *  it under the terms of the GNU General Public License as published by
5  *  the Free Software Foundation, either version 2 of the License, or
6  *  (at your option) any later version.
7  *
8  *  This program is distributed in the hope that it will be useful,
9  *  but WITHOUT ANY WARRANTY; without even the implied warranty of
10  *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
11  *  GNU General Public License for more details.
12  *
13  *  You should have received a copy of the GNU General Public License
14  *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
15  *
16  *  If you would like to incorporate Link into a proprietary software application,
17  *  please contact <link-devs@ableton.com>.
18  */
19 
20 #pragma once
21 
22 #include <cfloat>
23 #include <cmath>
24 #include <numeric>
25 #include <utility>
26 
27 namespace ableton
28 {
29 namespace link
30 {
31 
32 template <typename It>
33 std::pair<double, double> linearRegression(It begin, It end)
34 {
35   using namespace std;
36   using Point = pair<double, double>;
37 
38   const double numPoints = static_cast<double>(distance(begin, end));
39 
40   const double meanX = accumulate(begin, end, 0.0, [](double a, Point b) {
41     return a + b.first;
42   }) / numPoints;
43 
44   const double productXX = accumulate(begin, end, 0.0,
45     [&meanX](double a, Point b) { return a + pow(b.first - meanX, 2.0); });
46 
47   const double meanY = accumulate(begin, end, 0.0, [](double a, Point b) {
48     return a + b.second;
49   }) / numPoints;
50 
51   const double productXY =
52     inner_product(begin, end, begin, 0.0, [](double a, double b) { return a + b; },
53       [&meanX, &meanY](
54         Point a, Point b) { return ((a.first - meanX) * (b.second - meanY)); });
55 
56   const double slope = productXX == 0.0 ? 0.0 : productXY / productXX;
57 
58   const double intercept = meanY - (slope * meanX);
59 
60   return make_pair(slope, intercept);
61 }
62 
63 } // namespace link
64 } // namespace ableton
65