method

fit_exponential

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fit_exponential(xs, ys) public

To fit a functional form: y = ae^(bx).

Takes x and y values and returns [a, b, r^2].

See: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html

Show source

# File lib/minitest/benchmark.rb, line 225
    def fit_exponential xs, ys
      n     = xs.size
      xys   = xs.zip(ys)
      sxlny = sigma(xys) { |x,y| x * Math.log(y) }
      slny  = sigma(xys) { |x,y| Math.log(y)     }
      sx2   = sigma(xys) { |x,y| x * x           }
      sx    = sigma xs

      c = n * sx2 - sx ** 2
      a = (slny * sx2 - sx * sxlny) / c
      b = ( n * sxlny - sx * slny ) / c

      return Math.exp(a), b, fit_error(xys) { |x| Math.exp(a + b * x) }
    end

fit_exponential

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