128 lines
3.9 KiB
Markdown
128 lines
3.9 KiB
Markdown
# LinearRegression
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Calculate a vector/matrix with calculated linear regression values.
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```
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vector vector::LinearRegression();
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matrix matrix::LinearRegression(
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ENUM_MATRIX_AXIS axis=AXIS_NONE // axis along which regression is calculated
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);
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```
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Parameters
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axis
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[in] Specifying the axis along which the regression is calculated. [ENUM_MATRIX_AXIS](/en/docs/matrix/matrix_types/matrix_enumerations#enum_matrix_axis) enumeration value (AXIS_HORZ — horizontal axis, AXIS_VERT — vertical axis).
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Return Value
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Vector or matrix with calculated linear regression values.
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Note
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Linear regression is calculated using the standard regression equation: y (x) = a * x + b, where a is the line slope, while b is its Y axis shift.
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Example:
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```
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#include <Graphics\Graphic.mqh>
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#define GRAPH_WIDTH 750
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#define GRAPH_HEIGHT 350
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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vector vector_a;
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vector_a.CopyRates(_Symbol,_Period,COPY_RATES_CLOSE,1,100);
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vector vector_r=vector_a.LinearRegression();
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//--- switch off chart show
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ChartSetInteger(0,CHART_SHOW,false);
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//--- arrays for drawing a graph
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double x[];
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double y1[];
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double y2[];
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ArrayResize(x,uint(vector_a.Size()));
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ArrayResize(y1,uint(vector_a.Size()));
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ArrayResize(y2,uint(vector_a.Size()));
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for(ulong i=0; i<vector_a.Size(); i++)
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{
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x[i]=(double)i;
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y1[i]=vector_a[i];
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y2[i]=vector_r[i];
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}
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//--- graph title
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string title="Linear regression "+_Symbol+","+EnumToString(_Period);
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long chart=0;
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string name="LinearRegression";
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//--- create graph
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CGraphic graphic;
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graphic.Create(chart,name,0,0,0,GRAPH_WIDTH,GRAPH_HEIGHT);
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graphic.BackgroundMain(title);
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graphic.BackgroundMainSize(12);
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//--- activation function graph
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CCurve *curvef=graphic.CurveAdd(x,y1,CURVE_POINTS_AND_LINES);
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curvef.Name("vector_a");
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curvef.LinesWidth(2);
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curvef.LinesSmooth(true);
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curvef.LinesSmoothTension(1);
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curvef.LinesSmoothStep(10);
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//--- derivatives of activation function
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CCurve *curved=graphic.CurveAdd(x,y2,CURVE_LINES);
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curved.Name("vector_r");
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curved.LinesWidth(2);
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curved.LinesSmooth(true);
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curved.LinesSmoothTension(1);
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curved.LinesSmoothStep(10);
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graphic.CurvePlotAll();
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graphic.Update();
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//--- endless loop to recognize pressed keyboard buttons
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while(!IsStopped())
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{
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//--- press escape button to quit program
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if(TerminalInfoInteger(TERMINAL_KEYSTATE_ESCAPE)!=0)
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break;
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//--- press PdDn to save graph picture
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if(TerminalInfoInteger(TERMINAL_KEYSTATE_PAGEDOWN)!=0)
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{
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string file_names[];
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if(FileSelectDialog("Save Picture",NULL,"All files (*.*)|*.*",FSD_WRITE_FILE,file_names,"LinearRegression.png")<1)
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continue;
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ChartScreenShot(0,file_names[0],GRAPH_WIDTH,GRAPH_HEIGHT);
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}
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Sleep(10);
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}
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//--- clean up
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graphic.Destroy();
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ObjectDelete(chart,name);
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ChartSetInteger(0,CHART_SHOW,true);
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}
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```
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ENUM_MATRIX_AXIS
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Enumeration for specifying the axis in all [statistical functions](/en/docs/matrix/matrix_statistics) for matrices.
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| ID | Description |
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| --- | --- |
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| AXIS_NONE | The axis is not specified. Calculation is performed over all matrix elements, as if it were a vector (see the Flat method). |
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| AXIS_HORZ | Horizontal axis |
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| AXIS_VERT | Vertical axis |
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