method

fit_power

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What's this?

fit_power(xs, ys) public

To fit a functional form: y = ax^b.

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

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

Show source

# File lib/minitest/benchmark.rb, line 269
    def fit_power xs, ys
      n       = xs.size
      xys     = xs.zip(ys)
      slnxlny = sigma(xys) { |x, y| Math.log(x) * Math.log(y) }
      slnx    = sigma(xs)  { |x   | Math.log(x)               }
      slny    = sigma(ys)  { |   y| Math.log(y)               }
      slnx2   = sigma(xs)  { |x   | Math.log(x) ** 2          }

      b = (n * slnxlny - slnx * slny) / (n * slnx2 - slnx ** 2);
      a = (slny - b * slnx) / n

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

fit_power

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