New VDEF functions for least squares slope, intercept & correlation for simple foreca...

-- Trent Burkard <tburkard with tangentis.com>

git-svn-id: svn://svn.oetiker.ch/rrdtool/branches/1.2@669 a5681a0c-68f1-0310-ab6d-d61299d08faa

diff --git a/program/doc/rrdgraph_rpn.pod b/program/doc/rrdgraph_rpn.pod
index 74ac4ad40751ad898c783bd0185034c7673a0507..1aaef65302d556e087acf66b36bf1e40adb6f726 100644 (file)
--- a/program/doc/rrdgraph_rpn.pod
+++ b/program/doc/rrdgraph_rpn.pod
@@ -272,6 +272,18 @@ finite numbers and are always more than the I<Unknown> numbers.
 
 Example: C<VDEF:perc95=mydata,95,PERCENT>
 
+=item LSLSLOPE, LSLINT, LSLCORREL
+
+Return the parameters for a B<L>east B<S>quares B<L>ine I<(y = mx +b)> 
+which approximate the provided dataset.  LSLSLOPE is the slope I<(m)> of
+the line related to the COUNT position of the data.  LSLINT is the 
+y-intercept I<(b)>, which happens also to be the first data point on the 
+graph. LSLCORREL is the Correlation Coefficient (also know as Pearson's 
+Product Moment Correlation Coefficient).  It will range from 0 to +/-1 
+and represents the quality of fit for the approximation.   
+
+Example: C<VDEF:slope=mydata,LSLSLOPE>
+
 =back
 
 =head1 SEE ALSO

diff --git a/program/src/rrd_graph.c b/program/src/rrd_graph.c
index 2a13cb54e8ed62bf461b1914b3be57d31fcad833..3ce39598c8b5d28e7d54ce3f87f4fc9e30d4916f 100644 (file)
--- a/program/src/rrd_graph.c
+++ b/program/src/rrd_graph.c
@@ -3406,6 +3406,9 @@ char *str;
     else if    (!strcmp("TOTAL",  func)) gdes->vf.op = VDEF_TOTAL;
     else if    (!strcmp("FIRST",  func)) gdes->vf.op = VDEF_FIRST;
     else if    (!strcmp("LAST",   func)) gdes->vf.op = VDEF_LAST;
+    else if     (!strcmp("LSLSLOPE", func)) gdes->vf.op = VDEF_LSLSLOPE;
+    else if     (!strcmp("LSLINT",   func)) gdes->vf.op = VDEF_LSLINT;
+    else if     (!strcmp("LSLCORREL",func)) gdes->vf.op = VDEF_LSLCORREL;
     else {
        rrd_set_error("Unknown function '%s' in VDEF '%s'\n"
            ,func
@@ -3441,6 +3444,9 @@ char *str;
        case VDEF_TOTAL:
        case VDEF_FIRST:
        case VDEF_LAST:
+       case VDEF_LSLSLOPE:
+       case VDEF_LSLINT:
+       case VDEF_LSLCORREL:
            if (isnan(param)) {
                gdes->vf.param = DNAN;
                gdes->vf.val   = DNAN;
@@ -3599,6 +3605,48 @@ printf("DEBUG: %3li:%10.2f %c\n",step,array[step],step==field?'*':' ');
                dst->vf.when = src->start + (step+1)*src->step;
            }
            break;
+       case VDEF_LSLSLOPE:
+       case VDEF_LSLINT:
+       case VDEF_LSLCORREL:{
+           /* Bestfit line by linear least squares method */ 
+
+           int cnt=0;
+           double SUMx, SUMy, SUMxy, SUMxx, SUMyy, slope, y_intercept, correl ;
+           SUMx = 0; SUMy = 0; SUMxy = 0; SUMxx = 0; SUMyy = 0;
+
+           for (step=0;step<steps;step++) {
+               if (finite(data[step*src->ds_cnt])) {
+                   cnt++;
+                   SUMx  += step;
+                   SUMxx += step * step;
+                   SUMxy += step * data[step*src->ds_cnt];
+                   SUMy  += data[step*src->ds_cnt];
+                   SUMyy  += data[step*src->ds_cnt]*data[step*src->ds_cnt];
+               };
+           }
+
+           slope = ( SUMx*SUMy - cnt*SUMxy ) / ( SUMx*SUMx - cnt*SUMxx );
+           y_intercept = ( SUMy - slope*SUMx ) / cnt;
+           correl = (SUMxy - (SUMx*SUMy)/cnt) / sqrt((SUMxx - (SUMx*SUMx)/cnt)*(SUMyy - (SUMy*SUMy)/cnt));
+
+           if (cnt) {
+                   if (dst->vf.op == VDEF_LSLSLOPE) {
+                       dst->vf.val  = slope;
+                       dst->vf.when = cnt*src->step;
+                   } else if (dst->vf.op == VDEF_LSLINT)  {
+                       dst->vf.val = y_intercept;
+                       dst->vf.when = cnt*src->step;
+                   } else if (dst->vf.op == VDEF_LSLCORREL)  {
+                       dst->vf.val = correl;
+                       dst->vf.when = cnt*src->step;
+                   };
+               
+           } else {
+               dst->vf.val  = DNAN;
+               dst->vf.when = 0;
+           }
+           }
+           break;
     }
     return 0;
 }

diff --git a/program/src/rrd_graph.h b/program/src/rrd_graph.h
index 9ced52ee71fb5e60f59b564f9c72e24d75564d8e..01b6799c72c2f669795955d504ef6907ad2b5f82 100644 (file)
--- a/program/src/rrd_graph.h
+++ b/program/src/rrd_graph.h
@@ -42,6 +42,9 @@ enum vdef_op_en {
                ,VDEF_TOTAL     /* average multiplied by time */
                ,VDEF_FIRST     /* first non-unknown value and time */
                ,VDEF_LAST      /* last  non-unknown value and time */
+               ,VDEF_LSLSLOPE  /* least squares line slope */
+               ,VDEF_LSLINT    /* least squares line y_intercept */
+               ,VDEF_LSLCORREL /* least squares line correlation coefficient */
                };
 enum text_prop_en { TEXT_PROP_DEFAULT=0,   /* default settings */
                    TEXT_PROP_TITLE,       /* properties for the title */