public abstract class LinReg extends FunDefBase
LinReg.InterceptFunDef,
LinReg.PointFunDef,
LinReg.R2FunDef,
LinReg.SlopeFunDef,
Correlation coefficient
Correlation coefficient
The correlation coefficient, r, ranges from -1 to + 1. The
nonparametric Spearman correlation coefficient, abbreviated rs, has
the same range.
Value of r (or rs)
Interpretation
r= 0
The two variables do not vary together at all.
0 > r > 1
The two variables tend to increase or decrease together.
r = 1.0
Perfect correlation.
-1 > r > 0
One variable increases as the other decreases.
r = -1.0
Perfect negative or inverse correlation.
If r or rs is far from zero, there are four possible explanations:
The X variable helps determine the value of the Y variable.
- The Y variable helps determine the value of the X variable.
- Another variable influences both X and Y.
- X and Y don't really correlate at all, and you just
happened to observe such a strong correlation by chance. The P value
determines how often this could occur.
r2
Perhaps the best way to interpret the value of r is to square it to
calculate r2. Statisticians call this quantity the coefficient of
determination, but scientists call it r squared. It is has a value
that ranges from zero to one, and is the fraction of the variance in
the two variables that is shared. For example, if r2=0.59, then 59% of
the variance in X can be explained by variation in Y. Likewise,
59% of the variance in Y can be explained by (or goes along with)
variation in X. More simply, 59% of the variance is shared between X
and Y.
(Source).
Also see: least squares fitting.
| Modifier and Type | Class and Description |
|---|---|
static class |
LinReg.InterceptFunDef
Definition of the
LinRegIntercept MDX function. |
static class |
LinReg.PointFunDef
Definition of the
LinRegPoint MDX function. |
static class |
LinReg.R2FunDef
Definition of the
LinRegR2 MDX function. |
static class |
LinReg.SlopeFunDef
Definition of the
LinRegSlope MDX function. |
(package private) static class |
LinReg.Value |
static class |
LinReg.VarianceFunDef
Definition of the
LinRegVariance MDX function. |
FunUtil.DescendingValueComparator, FunUtil.Flag, FunUtil.ObjIntPair<T>, FunUtil.OrderKey, FunUtil.Quicksorter<T>, FunUtil.SetWrapper, FunUtil.SortKeySpec, FunUtil.TupleExpMemoComparatorUtil.AbstractFlatList<T>, Util.ByteMatcher, Util.ErrorCellValue, Util.Flat2List<T>, Util.Flat3List<T>, Util.Functor1<RT,PT>, Util.GcIterator<T>, Util.MemoryInfo, Util.PropertyList, Util.SqlNullSafeComparator| Modifier and Type | Field and Description |
|---|---|
static int |
Intercept |
(package private) static Resolver |
InterceptResolver |
static int |
Point |
(package private) static Resolver |
PointResolver |
static int |
R2 |
(package private) static Resolver |
R2Resolver |
(package private) int |
regType
Code for the specific function.
|
static int |
Slope |
(package private) static Resolver |
SlopeResolver |
static int |
Variance |
(package private) static Resolver |
VarianceResolver |
flags, parameterCategories, returnCategory, signatureBooleanNull, DoubleEmpty, DoubleNull, emptyStringArray, IntegerNull, NullMemberDEBUG, EmptyValue, IBM_JVM, JdbcVersion, JVM_INSTANCE_UUID, nl, nullValue, PreJdk15, PreJdk16, Retrowoven| Modifier | Constructor and Description |
|---|---|
protected |
LinReg(FunDef funDef,
int regType) |
| Modifier and Type | Method and Description |
|---|---|
static LinReg.Value |
accuracy(LinReg.Value value) |
Calc |
compileCall(ResolvedFunCall call,
ExpCompiler compiler)
Converts a call to this function into executable objects.
|
protected static void |
debug(String type,
String msg) |
static List |
forecast(LinReg.Value value) |
static LinReg.Value |
linearReg(List xlist,
List ylist) |
protected static LinReg.Value |
process(Evaluator evaluator,
ListCalc listCalc,
DoubleCalc yCalc,
DoubleCalc xCalc) |
castType, createCall, getDescription, getName, getParameterCategories, getResultType, getReturnCategory, getSignature, getSyntax, unparse, validateArgaddMembers, addMembers, addUnique, ancestor, appendTuple, avg, box, box, checkCompatible, checkIterListResultStyles, checkListResultStyles, compareHierarchically, compareSiblingMembers, compareValues, compareValues, correlation, count, cousin, covariance, createDummyFunDef, decodeCategory, decodeParameterCategories, decodeReturnCategory, decodeSyntacticType, equalTuple, evaluateMembers, evaluateSet, evaluateSet, evaluateTuples, getDimensionDefaultHierarchy, getLiteralArg, getLiteralArg, getNonEmptyLevelMembers, getNonEmptyMemberChildren, getNonEmptyMemberChildrenWithDetails, hierarchizeMemberList, hierarchizeTupleList, hierarchyMembers, isAncestorOf, levelMembers, makeNullMember, makeNullTuple, max, memberRange, min, newEvalException, newEvalException, newEvalException, parseMember, parseMemberList, parseTuple, parseTupleList, partiallySortMembers, partiallySortTuples, partialSort, percentile, periodsToDate, quartile, removeCalculatedMembers, removeCalculatedMembers, resolveFunArgs, sortMembers, sortMembers, sortTuples, sortTuples, stablePartialSort, stablePartialSort, stablePartialSortArray, stablePartialSortJulian, stablePartialSortMarc, stablePartialSortPedro, stdev, sum, sumDouble, sumDouble, toPercent, tupleContainsNullMember, tupleContainsNullMember, var, worthCachingaddDatabaseTime, addLevelCalculatedMembers, append, appendArrays, areOccurencesEqual, assertPostcondition, assertPostcondition, assertPrecondition, assertPrecondition, assertTrue, assertTrue, badValue, binarySearch, bitSetBetween, camelToUpper, canCast, cancelStatement, caseSensitiveCompareName, cast, cast, castToIterable, checkCJResultLimit, close, commaList, compare, compareIntegers, compareKey, compareName, compileScript, convert, convert, convertOlap4jConnectStringToNativeMondrian, convertStackToString, copyOf, copyOf, copyOf, copyOf, copyOf, createExpr, createRandom, createRootRole, createSimpleValidator, createUdf, dbTimeMillis, deprecated, deprecated, digestMd5, digestSha256, equal, equalName, equals, equals, falseFunctor, filter, flatList, flatList, flatListCopy, generateUuidString, genericArray, getAnnotation, getClosestResource, getDimensionCube, getErrorMessage, getErrorMessage, getExecutorService, getFirstDescendantOnLevel, getMatchingCause, getMemberOrdinalInParent, getMemoryInfo, getScheduledExecutorService, hash, hash, hashArray, identityFunctor, implode, intersect, isBlank, isEmpty, isNull, isSorted, isValidProperty, last, lookup, lookup, lookup, lookup, lookup, lookupCompound, lookupCompound, lookupHierarchyLevel, lookupHierarchyRootMember, lookupHierarchyRootMember, lookupProperty, makeBigDecimalFromDouble, makeFqName, makeFqName, makeFqName, matches, mdxEncodeString, needToImplement, newElementNotFoundException, newError, newError, newIdentityHashSet, newIdentityHashSetFake, newInternal, newInternal, newTimer, nonDbTimeMillis, normalizeName, only, parseCommaList, parseConnectString, parseIdentifier, parseInterval, parseLocale, printMemory, printMemory, quoteForMdx, quoteForMdx, quoteJavaString, quoteMdxIdentifier, quoteMdxIdentifier, quoteMdxIdentifier, quoteMdxIdentifier, quotePattern, readFully, readFully, readURL, readURL, readURL, readVirtualFile, readVirtualFileAsString, replace, replace, replaceProperties, safeGet, singleQuoteString, singleQuoteString, sort, sort, threadLocalRemove, toMap, toNullValuesMap, toOlap4j, toOlap4j, toOlap4j, toURL, trueFunctor, unexpected, uniquify, unparse, unparse, wildcardToRegexpaddChild, addChild, addChildren, addElement, concatenate, createDefaultParser, discard, discard, discard, discard, discard, discard, discard, discard, discard, getFirstInstance, wrapperToXmlgetFirstTagName, printAtt, printAtt, printAtt, printAtt, printPCDATA, printPCDATA, printPCDATA, quoteAtt, quoteAtt, quoteAtt, quoteAtt, quotePCDATA, stringEncodeXML, stringHasXMLSpecialsfinal int regType
public static final int Point
public static final int R2
public static final int Intercept
public static final int Slope
public static final int Variance
static final Resolver InterceptResolver
static final Resolver PointResolver
static final Resolver SlopeResolver
static final Resolver R2Resolver
static final Resolver VarianceResolver
protected LinReg(FunDef funDef, int regType)
public Calc compileCall(ResolvedFunCall call, ExpCompiler compiler)
FunDefThe result must implement the appropriate interface for the result
type. For example, a function which returns an integer must return
an object which implements IntegerCalc.
compileCall in interface FunDefcompileCall in class FunDefBaseprotected static LinReg.Value process(Evaluator evaluator, ListCalc listCalc, DoubleCalc yCalc, DoubleCalc xCalc)
public static LinReg.Value accuracy(LinReg.Value value)
public static LinReg.Value linearReg(List xlist, List ylist)
public static List forecast(LinReg.Value value)