Latest 1.0.3
Homepage https://github.com/wltrup/Swift-WTOnlineLinearRegression
License MIT
Platforms ios 8.0
Authors

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License
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Swift
Xcode

What

WTOnlineLinearRegression allows you to perform linear regression on one-dimensional
data, with or without uncertainties in the dependent quantity, and it does so by updating
its internal state in constant time on the number of data points, for each new data point,
resulting in an overall linear time complexity.

In other words, it performs online regression, updating its internal state without
recomputing everything from scratch on every addition, which would use the entire data
set every time a new data point is added, hence incurring on an overall quadratic runtime.

You can also remove data points that have been previously added to the data set.
Removing, however, runs in linear time on the size of the data set, per removal, since
it must scan the data set to guarantee that the data point being removed was once added.

Additionally, WTOnlineLinearRegression optionally keeps a history of every data point
addition or removal, as full snapshots of the regression at the time each data point was
added or removed.

Usage

An Observation instance represents a pair of values (x,y) where the dependent value,
y, may also have some uncertainty associated with it, in the form of its variance (or,
equivalently, its standard deviation).

Given a series of N such observations, {(xi, yi, dyi), 1 ≤ i ≤ N}, one might be
interested in finding the straight line y = a * x + b that best fits those observations.
That’s the task of the LinearRegression object and since it’s possible that the y
values in the actual observations could be uncertain, the estimated slope a and the
estimated intercept b will, themselves, have some uncertainty.

In other words, the best line that fits the series of observations will have an equation
of the form y = (a ± da) * x + (b ± db), where I’m using d• to refer to the standard
deviation of the quantity in front of it.

LinearRegression performs the regression and computes the slope a ± da, the
Y-intercept b ± db, three measures of error (mean total squared error, mean squared
residual error
, and mean squared regression error), and the coefficient of fitness
known as r-squared. You may also inspect various sums that are used to compute those
quantities.

You may also optionally request LinearRegression to record the history of changes, as
data points are added or removed from the data set. Each entry in the history is a full
snapshot of the regression at the time the entry was processed.

Documentation

Full documentation is provided in the source files. Additionally, the main mathematical
results used to implement WTOnlineLinearRegression are available in a pdf document
here.

Demo app

Check out the demo app.

demo

Tests

WTOnlineLinearRegression is verified by 134 tests, with 100% coverage.

Changelog

Changes to WTOnlineLinearRegression are listed
here.

Installation

WTOnlineLinearRegression is available through CocoaPods. To
install it, simply add the following line to your Podfile:

ruby pod "WTOnlineLinearRegression"

Author

Wagner Truppel, [email protected]

License

WTOnlineLinearRegression is available under the MIT license. See the LICENSE file for
more info.

Latest podspec

{
    "name": "WTOnlineLinearRegression",
    "version": "1.0.3",
    "summary": "WTOnlineLinearRegression efficiently performs linear regression on one-dimensional data, with or without variance in the dependent quantity.",
    "description": "WTOnlineLinearRegression efficiently performs linear regression on one-dimensional data, with or without variance in the dependent quantity. It supports adding and removing data points, as well as a history feature.",
    "homepage": "https://github.com/wltrup/Swift-WTOnlineLinearRegression",
    "license": {
        "type": "MIT",
        "file": "LICENSE"
    },
    "authors": {
        "Wagner Truppel": "[email protected]"
    },
    "source": {
        "git": "https://github.com/wltrup/Swift-WTOnlineLinearRegression.git",
        "tag": "1.0.3"
    },
    "platforms": {
        "ios": "8.0"
    },
    "source_files": "WTOnlineLinearRegression/Classes/**/*",
    "pushed_with_swift_version": "3.0"
}

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