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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/statistics/linreg/LinReg.md
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@@ -57,6 +57,21 @@ The `LinReg` value at the current bar (offset 0) is simply the intercept $b$ (si
## Performance Profile
### Operation Count (Streaming Mode)
LinReg uses online running sums (Sx, Sy, Sxx, Sxy) for exact O(1) linear regression update.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Ring buffer add/evict | 1 | 3 cy | ~3 cy |
| Update 4 running sums | 4 | 2 cy | ~8 cy |
| Solve slope + intercept (2x2 system) | 1 | 6 cy | ~6 cy |
| Project endpoint value via FMA | 1 | 1 cy | ~1 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~20 cy** |
O(1) per update. The fastest OLS variant because time index is deterministic; Sx and Sxx have closed-form expressions in terms of N.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | High | O(1) updates ensure minimal latency. |