mondrian.olap.fun

Class LinReg

java.lang.Object

org.eigenbase.xom.XMLUtil

org.eigenbase.xom.XOMUtil

mondrian.olap.Util

mondrian.olap.fun.FunUtil

mondrian.olap.fun.FunDefBase

mondrian.olap.fun.LinReg

All Implemented Interfaces:

FunDef

Direct Known Subclasses:

LinReg.InterceptFunDef, LinReg.PointFunDef, LinReg.R2FunDef, LinReg.SlopeFunDef, LinReg.VarianceFunDef

public abstract class LinReg
extends FunDefBase

Abstract base class for definitions of linear regression functions.

See Also:

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.

Nested Class Summary

Nested Classes

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.
static class	LinReg.VarianceFunDef Definition of the LinRegVariance MDX function.

Nested classes/interfaces inherited from class mondrian.olap.fun.FunUtil

FunUtil.DescendingValueComparator

Nested classes/interfaces inherited from class mondrian.olap.Util

Util.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

Field Summary

Fields

Modifier and Type	Field and Description
static int	Intercept
static int	Point
static int	R2
static int	Slope
static int	Variance

Fields inherited from class mondrian.olap.fun.FunDefBase

flags, parameterCategories, returnCategory

Fields inherited from class mondrian.olap.fun.FunUtil

BooleanNull, DoubleEmpty, DoubleNull, IntegerNull, NullMember

Fields inherited from class mondrian.olap.Util

DEBUG, EmptyValue, IBM_JVM, JdbcVersion, JVM_INSTANCE_UUID, nl, nullValue, Retrowoven

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	LinReg(FunDef funDef, int regType)

Method Summary

Modifier and Type	Method and Description
static mondrian.olap.fun.LinReg.Value	accuracy(mondrian.olap.fun.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(mondrian.olap.fun.LinReg.Value value)
static mondrian.olap.fun.LinReg.Value	linearReg(List xlist, List ylist)
protected static mondrian.olap.fun.LinReg.Value	process(Evaluator evaluator, ListCalc listCalc, DoubleCalc yCalc, DoubleCalc xCalc)

Methods inherited from class mondrian.olap.fun.FunDefBase

createCall, getDescription, getName, getParameterCategories, getResultType, getReturnCategory, getSignature, getSyntax, unparse, validateArg

Methods inherited from class mondrian.olap.fun.FunUtil

avg, box, box, checkIterListResultStyles, checkListResultStyles, compareHierarchically, compareSiblingMembers, compareValues, compareValues, count, decodeCategory, decodeParameterCategories, decodeReturnCategory, decodeSyntacticType, getDimensionDefaultHierarchy, getNonEmptyMemberChildren, getNonEmptyMemberChildrenWithDetails, isAncestorOf, makeNullTuple, max, min, newEvalException, newEvalException, newEvalException, quartile, resolveFunArgs, sum, sumDouble, sumDouble, tupleContainsNullMember, tupleContainsNullMember, worthCaching

Methods inherited from class mondrian.olap.Util

addDatabaseTime, 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, explain, 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, 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, wildcardToRegexp

Methods inherited from class org.eigenbase.xom.XOMUtil

addChild, addChild, addChildren, addElement, concatenate, createDefaultParser, discard, discard, discard, discard, discard, discard, discard, discard, discard, getFirstInstance, wrapperToXml

Methods inherited from class org.eigenbase.xom.XMLUtil

getFirstTagName, printAtt, printAtt, printAtt, printAtt, printPCDATA, printPCDATA, printPCDATA, quoteAtt, quoteAtt, quoteAtt, quoteAtt, quotePCDATA, stringEncodeXML, stringHasXMLSpecials

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

Point

public static final int Point

See Also:

Constant Field Values

R2

public static final int R2

See Also:

Constant Field Values

Intercept

public static final int Intercept

See Also:

Constant Field Values

Slope

public static final int Slope

See Also:

Constant Field Values

Variance

public static final int Variance

See Also:

Constant Field Values

Constructor Detail

LinReg

protected LinReg(FunDef funDef,
                 int regType)

Method Detail

compileCall

public Calc compileCall(ResolvedFunCall call,
                        ExpCompiler compiler)

Description copied from interface: FunDef

Converts a call to this function into executable objects.

The 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.

Specified by:

compileCall in interface FunDef

Overrides:

compileCall in class FunDefBase

debug

protected static void debug(String type,
                            String msg)

process

protected static mondrian.olap.fun.LinReg.Value process(Evaluator evaluator,
                                                        ListCalc listCalc,
                                                        DoubleCalc yCalc,
                                                        DoubleCalc xCalc)

accuracy

public static mondrian.olap.fun.LinReg.Value accuracy(mondrian.olap.fun.LinReg.Value value)

linearReg

public static mondrian.olap.fun.LinReg.Value linearReg(List xlist,
                                                       List ylist)

forecast

public static List forecast(mondrian.olap.fun.LinReg.Value value)