| 1 |
<?php |
| 2 |
|
| 3 |
namespace TablePress\PhpOffice\PhpSpreadsheet\Shared\Trend; |
| 4 |
|
| 5 |
abstract class BestFit |
| 6 |
{ |
| 7 |
/** |
| 8 |
* Indicator flag for a calculation error. |
| 9 |
*/ |
| 10 |
protected bool $error = false; |
| 11 |
|
| 12 |
/** |
| 13 |
* Algorithm type to use for best-fit. |
| 14 |
*/ |
| 15 |
protected string $bestFitType = 'undetermined'; |
| 16 |
|
| 17 |
/** |
| 18 |
* Number of entries in the sets of x- and y-value arrays. |
| 19 |
*/ |
| 20 |
protected int $valueCount; |
| 21 |
|
| 22 |
/** |
| 23 |
* X-value dataseries of values. |
| 24 |
* |
| 25 |
* @var float[] |
| 26 |
*/ |
| 27 |
protected array $xValues = []; |
| 28 |
|
| 29 |
/** |
| 30 |
* Y-value dataseries of values. |
| 31 |
* |
| 32 |
* @var float[] |
| 33 |
*/ |
| 34 |
protected array $yValues = []; |
| 35 |
|
| 36 |
/** |
| 37 |
* Flag indicating whether values should be adjusted to Y=0. |
| 38 |
*/ |
| 39 |
protected bool $adjustToZero = false; |
| 40 |
|
| 41 |
/** |
| 42 |
* Y-value series of best-fit values. |
| 43 |
* |
| 44 |
* @var float[] |
| 45 |
*/ |
| 46 |
protected array $yBestFitValues = []; |
| 47 |
|
| 48 |
protected float $goodnessOfFit = 1; |
| 49 |
|
| 50 |
protected float $stdevOfResiduals = 0; |
| 51 |
|
| 52 |
protected float $covariance = 0; |
| 53 |
|
| 54 |
protected float $correlation = 0; |
| 55 |
|
| 56 |
protected float $SSRegression = 0; |
| 57 |
|
| 58 |
protected float $SSResiduals = 0; |
| 59 |
|
| 60 |
protected float $DFResiduals = 0; |
| 61 |
|
| 62 |
protected float $f = 0; |
| 63 |
|
| 64 |
protected float $slope = 0; |
| 65 |
|
| 66 |
protected float $slopeSE = 0; |
| 67 |
|
| 68 |
protected float $intersect = 0; |
| 69 |
|
| 70 |
protected float $intersectSE = 0; |
| 71 |
|
| 72 |
protected float $xOffset = 0; |
| 73 |
|
| 74 |
protected float $yOffset = 0; |
| 75 |
|
| 76 |
public function getError(): bool |
| 77 |
{ |
| 78 |
return $this->error; |
| 79 |
} |
| 80 |
|
| 81 |
public function getBestFitType(): string |
| 82 |
{ |
| 83 |
return $this->bestFitType; |
| 84 |
} |
| 85 |
|
| 86 |
/** |
| 87 |
* Return the Y-Value for a specified value of X. |
| 88 |
* |
| 89 |
* @param float $xValue X-Value |
| 90 |
* |
| 91 |
* @return float Y-Value |
| 92 |
*/ |
| 93 |
abstract public function getValueOfYForX(float $xValue): float; |
| 94 |
|
| 95 |
/** |
| 96 |
* Return the X-Value for a specified value of Y. |
| 97 |
* |
| 98 |
* @param float $yValue Y-Value |
| 99 |
* |
| 100 |
* @return float X-Value |
| 101 |
*/ |
| 102 |
abstract public function getValueOfXForY(float $yValue): float; |
| 103 |
|
| 104 |
/** |
| 105 |
* Return the original set of X-Values. |
| 106 |
* |
| 107 |
* @return float[] X-Values |
| 108 |
*/ |
| 109 |
public function getXValues(): array |
| 110 |
{ |
| 111 |
return $this->xValues; |
| 112 |
} |
| 113 |
|
| 114 |
/** |
| 115 |
* Return the original set of Y-Values. |
| 116 |
* |
| 117 |
* @return float[] Y-Values |
| 118 |
*/ |
| 119 |
public function getYValues(): array |
| 120 |
{ |
| 121 |
return $this->yValues; |
| 122 |
} |
| 123 |
|
| 124 |
/** |
| 125 |
* Return the Equation of the best-fit line. |
| 126 |
* |
| 127 |
* @param int $dp Number of places of decimal precision to display |
| 128 |
*/ |
| 129 |
abstract public function getEquation(int $dp = 0): string; |
| 130 |
|
| 131 |
/** |
| 132 |
* Return the Slope of the line. |
| 133 |
* |
| 134 |
* @param int $dp Number of places of decimal precision to display |
| 135 |
*/ |
| 136 |
public function getSlope(int $dp = 0): float |
| 137 |
{ |
| 138 |
if ($dp != 0) { |
| 139 |
return round($this->slope, $dp); |
| 140 |
} |
| 141 |
|
| 142 |
return $this->slope; |
| 143 |
} |
| 144 |
|
| 145 |
/** |
| 146 |
* Return the standard error of the Slope. |
| 147 |
* |
| 148 |
* @param int $dp Number of places of decimal precision to display |
| 149 |
*/ |
| 150 |
public function getSlopeSE(int $dp = 0): float |
| 151 |
{ |
| 152 |
if ($dp != 0) { |
| 153 |
return round($this->slopeSE, $dp); |
| 154 |
} |
| 155 |
|
| 156 |
return $this->slopeSE; |
| 157 |
} |
| 158 |
|
| 159 |
/** |
| 160 |
* Return the Value of X where it intersects Y = 0. |
| 161 |
* |
| 162 |
* @param int $dp Number of places of decimal precision to display |
| 163 |
*/ |
| 164 |
public function getIntersect(int $dp = 0): float |
| 165 |
{ |
| 166 |
if ($dp != 0) { |
| 167 |
return round($this->intersect, $dp); |
| 168 |
} |
| 169 |
|
| 170 |
return $this->intersect; |
| 171 |
} |
| 172 |
|
| 173 |
/** |
| 174 |
* Return the standard error of the Intersect. |
| 175 |
* |
| 176 |
* @param int $dp Number of places of decimal precision to display |
| 177 |
*/ |
| 178 |
public function getIntersectSE(int $dp = 0): float |
| 179 |
{ |
| 180 |
if ($dp != 0) { |
| 181 |
return round($this->intersectSE, $dp); |
| 182 |
} |
| 183 |
|
| 184 |
return $this->intersectSE; |
| 185 |
} |
| 186 |
|
| 187 |
/** |
| 188 |
* Return the goodness of fit for this regression. |
| 189 |
* |
| 190 |
* @param int $dp Number of places of decimal precision to return |
| 191 |
*/ |
| 192 |
public function getGoodnessOfFit(int $dp = 0): float |
| 193 |
{ |
| 194 |
if ($dp != 0) { |
| 195 |
return round($this->goodnessOfFit, $dp); |
| 196 |
} |
| 197 |
|
| 198 |
return $this->goodnessOfFit; |
| 199 |
} |
| 200 |
|
| 201 |
/** |
| 202 |
* Return the goodness of fit for this regression. |
| 203 |
* |
| 204 |
* @param int $dp Number of places of decimal precision to return |
| 205 |
*/ |
| 206 |
public function getGoodnessOfFitPercent(int $dp = 0): float |
| 207 |
{ |
| 208 |
if ($dp != 0) { |
| 209 |
return round($this->goodnessOfFit * 100, $dp); |
| 210 |
} |
| 211 |
|
| 212 |
return $this->goodnessOfFit * 100; |
| 213 |
} |
| 214 |
|
| 215 |
/** |
| 216 |
* Return the standard deviation of the residuals for this regression. |
| 217 |
* |
| 218 |
* @param int $dp Number of places of decimal precision to return |
| 219 |
*/ |
| 220 |
public function getStdevOfResiduals(int $dp = 0): float |
| 221 |
{ |
| 222 |
if ($dp != 0) { |
| 223 |
return round($this->stdevOfResiduals, $dp); |
| 224 |
} |
| 225 |
|
| 226 |
return $this->stdevOfResiduals; |
| 227 |
} |
| 228 |
|
| 229 |
/** |
| 230 |
* @param int $dp Number of places of decimal precision to return |
| 231 |
*/ |
| 232 |
public function getSSRegression(int $dp = 0): float |
| 233 |
{ |
| 234 |
if ($dp != 0) { |
| 235 |
return round($this->SSRegression, $dp); |
| 236 |
} |
| 237 |
|
| 238 |
return $this->SSRegression; |
| 239 |
} |
| 240 |
|
| 241 |
/** |
| 242 |
* @param int $dp Number of places of decimal precision to return |
| 243 |
*/ |
| 244 |
public function getSSResiduals(int $dp = 0): float |
| 245 |
{ |
| 246 |
if ($dp != 0) { |
| 247 |
return round($this->SSResiduals, $dp); |
| 248 |
} |
| 249 |
|
| 250 |
return $this->SSResiduals; |
| 251 |
} |
| 252 |
|
| 253 |
/** |
| 254 |
* @param int $dp Number of places of decimal precision to return |
| 255 |
*/ |
| 256 |
public function getDFResiduals(int $dp = 0): float |
| 257 |
{ |
| 258 |
if ($dp != 0) { |
| 259 |
return round($this->DFResiduals, $dp); |
| 260 |
} |
| 261 |
|
| 262 |
return $this->DFResiduals; |
| 263 |
} |
| 264 |
|
| 265 |
/** |
| 266 |
* @param int $dp Number of places of decimal precision to return |
| 267 |
*/ |
| 268 |
public function getF(int $dp = 0): float |
| 269 |
{ |
| 270 |
if ($dp != 0) { |
| 271 |
return round($this->f, $dp); |
| 272 |
} |
| 273 |
|
| 274 |
return $this->f; |
| 275 |
} |
| 276 |
|
| 277 |
/** |
| 278 |
* @param int $dp Number of places of decimal precision to return |
| 279 |
*/ |
| 280 |
public function getCovariance(int $dp = 0): float |
| 281 |
{ |
| 282 |
if ($dp != 0) { |
| 283 |
return round($this->covariance, $dp); |
| 284 |
} |
| 285 |
|
| 286 |
return $this->covariance; |
| 287 |
} |
| 288 |
|
| 289 |
/** |
| 290 |
* @param int $dp Number of places of decimal precision to return |
| 291 |
*/ |
| 292 |
public function getCorrelation(int $dp = 0): float |
| 293 |
{ |
| 294 |
if ($dp != 0) { |
| 295 |
return round($this->correlation, $dp); |
| 296 |
} |
| 297 |
|
| 298 |
return $this->correlation; |
| 299 |
} |
| 300 |
|
| 301 |
/** |
| 302 |
* @return float[] |
| 303 |
*/ |
| 304 |
public function getYBestFitValues(): array |
| 305 |
{ |
| 306 |
return $this->yBestFitValues; |
| 307 |
} |
| 308 |
|
| 309 |
/** |
| 310 |
* @param bool|int $const |
| 311 |
*/ |
| 312 |
protected function calculateGoodnessOfFit(float $sumX, float $sumY, float $sumX2, float $sumY2, float $sumXY, float $meanX, float $meanY, $const): void |
| 313 |
{ |
| 314 |
$SSres = $SScov = $SStot = $SSsex = 0.0; |
| 315 |
foreach ($this->xValues as $xKey => $xValue) { |
| 316 |
$bestFitY = $this->yBestFitValues[$xKey] = $this->getValueOfYForX($xValue); |
| 317 |
|
| 318 |
$SSres += ($this->yValues[$xKey] - $bestFitY) * ($this->yValues[$xKey] - $bestFitY); |
| 319 |
if ($const === true) { |
| 320 |
$SStot += ($this->yValues[$xKey] - $meanY) * ($this->yValues[$xKey] - $meanY); |
| 321 |
} else { |
| 322 |
$SStot += $this->yValues[$xKey] * $this->yValues[$xKey]; |
| 323 |
} |
| 324 |
$SScov += ($this->xValues[$xKey] - $meanX) * ($this->yValues[$xKey] - $meanY); |
| 325 |
if ($const === true) { |
| 326 |
$SSsex += ($this->xValues[$xKey] - $meanX) * ($this->xValues[$xKey] - $meanX); |
| 327 |
} else { |
| 328 |
$SSsex += $this->xValues[$xKey] * $this->xValues[$xKey]; |
| 329 |
} |
| 330 |
} |
| 331 |
|
| 332 |
$this->SSResiduals = $SSres; |
| 333 |
$this->DFResiduals = $this->valueCount - 1 - ($const === true ? 1 : 0); |
| 334 |
|
| 335 |
if ($this->DFResiduals == 0.0) { |
| 336 |
$this->stdevOfResiduals = 0.0; |
| 337 |
} else { |
| 338 |
$this->stdevOfResiduals = sqrt($SSres / $this->DFResiduals); |
| 339 |
} |
| 340 |
|
| 341 |
if ($SStot == 0.0 || $SSres == $SStot) { |
| 342 |
$this->goodnessOfFit = 1; |
| 343 |
} else { |
| 344 |
$this->goodnessOfFit = 1 - ($SSres / $SStot); |
| 345 |
} |
| 346 |
|
| 347 |
$this->SSRegression = $this->goodnessOfFit * $SStot; |
| 348 |
$this->covariance = $SScov / $this->valueCount; |
| 349 |
$this->correlation = ($this->valueCount * $sumXY - $sumX * $sumY) / sqrt(($this->valueCount * $sumX2 - $sumX ** 2) * ($this->valueCount * $sumY2 - $sumY ** 2)); |
| 350 |
$this->slopeSE = $this->stdevOfResiduals / sqrt($SSsex); |
| 351 |
$this->intersectSE = $this->stdevOfResiduals * sqrt(1 / ($this->valueCount - ($sumX * $sumX) / $sumX2)); |
| 352 |
if ($this->SSResiduals != 0.0) { |
| 353 |
if ($this->DFResiduals == 0.0) { |
| 354 |
$this->f = 0.0; |
| 355 |
} else { |
| 356 |
$this->f = $this->SSRegression / ($this->SSResiduals / $this->DFResiduals); |
| 357 |
} |
| 358 |
} else { |
| 359 |
if ($this->DFResiduals == 0.0) { |
| 360 |
$this->f = 0.0; |
| 361 |
} else { |
| 362 |
$this->f = $this->SSRegression / $this->DFResiduals; |
| 363 |
} |
| 364 |
} |
| 365 |
} |
| 366 |
|
| 367 |
/** |
| 368 |
* @param array<float|int> $values |
| 369 |
* |
| 370 |
* @return float|int |
| 371 |
*/ |
| 372 |
private function sumSquares(array $values) |
| 373 |
{ |
| 374 |
return array_sum( |
| 375 |
array_map( |
| 376 |
fn ($value) => $value ** 2, |
| 377 |
$values |
| 378 |
) |
| 379 |
); |
| 380 |
} |
| 381 |
|
| 382 |
/** |
| 383 |
* @param float[] $yValues |
| 384 |
* @param float[] $xValues |
| 385 |
*/ |
| 386 |
protected function leastSquareFit(array $yValues, array $xValues, bool $const): void |
| 387 |
{ |
| 388 |
// calculate sums |
| 389 |
$sumValuesX = array_sum($xValues); |
| 390 |
$sumValuesY = array_sum($yValues); |
| 391 |
$meanValueX = $sumValuesX / $this->valueCount; |
| 392 |
$meanValueY = $sumValuesY / $this->valueCount; |
| 393 |
$sumSquaresX = $this->sumSquares($xValues); |
| 394 |
$sumSquaresY = $this->sumSquares($yValues); |
| 395 |
$mBase = $mDivisor = 0.0; |
| 396 |
$xy_sum = 0.0; |
| 397 |
for ($i = 0; $i < $this->valueCount; ++$i) { |
| 398 |
$xy_sum += $xValues[$i] * $yValues[$i]; |
| 399 |
|
| 400 |
if ($const === true) { |
| 401 |
$mBase += ($xValues[$i] - $meanValueX) * ($yValues[$i] - $meanValueY); |
| 402 |
$mDivisor += ($xValues[$i] - $meanValueX) * ($xValues[$i] - $meanValueX); |
| 403 |
} else { |
| 404 |
$mBase += $xValues[$i] * $yValues[$i]; |
| 405 |
$mDivisor += $xValues[$i] * $xValues[$i]; |
| 406 |
} |
| 407 |
} |
| 408 |
|
| 409 |
// calculate slope |
| 410 |
$this->slope = $mBase / $mDivisor; |
| 411 |
|
| 412 |
// calculate intersect |
| 413 |
$this->intersect = ($const === true) ? $meanValueY - ($this->slope * $meanValueX) : 0.0; |
| 414 |
|
| 415 |
$this->calculateGoodnessOfFit($sumValuesX, $sumValuesY, $sumSquaresX, $sumSquaresY, $xy_sum, $meanValueX, $meanValueY, $const); |
| 416 |
} |
| 417 |
|
| 418 |
/** |
| 419 |
* Define the regression. |
| 420 |
* |
| 421 |
* @param float[] $yValues The set of Y-values for this regression |
| 422 |
* @param float[] $xValues The set of X-values for this regression |
| 423 |
*/ |
| 424 |
public function __construct(array $yValues, array $xValues = []) |
| 425 |
{ |
| 426 |
// Calculate number of points |
| 427 |
$yValueCount = count($yValues); |
| 428 |
$xValueCount = count($xValues); |
| 429 |
|
| 430 |
// Define X Values if necessary |
| 431 |
if ($xValueCount === 0) { |
| 432 |
$xValues = range(1.0, $yValueCount); |
| 433 |
} elseif ($yValueCount !== $xValueCount) { |
| 434 |
// Ensure both arrays of points are the same size |
| 435 |
$this->error = true; |
| 436 |
} |
| 437 |
|
| 438 |
$this->valueCount = $yValueCount; |
| 439 |
$this->xValues = $xValues; |
| 440 |
$this->yValues = $yValues; |
| 441 |
} |
| 442 |
} |
| 443 |
|