net.ajaskey.market.ta.methods.RegressionOutput.java Source code

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Here is the source code for net.ajaskey.market.ta.methods.RegressionOutput.java

Source

package net.ajaskey.market.ta.methods;

import org.apache.commons.math3.stat.regression.RegressionResults;

/**
 * This class...
 *
 * @author Andy Askey
 *         <p>
 *         PTV-Parser Copyright (c) 2015, Andy Askey. All rights reserved.
 *         </p>
 *         <p>
 *         Permission is hereby granted, free of charge, to any person obtaining
 *         a copy of this software and associated documentation files (the
 *         "Software"), to deal in the Software without restriction, including
 *         without limitation the rights to use, copy, modify, merge, publish,
 *         distribute, sublicense, and/or sell copies of the Software, and to
 *         permit persons to whom the Software is furnished to do so, subject to
 *         the following conditions:
 *
 *         The above copyright notice and this permission notice shall be
 *         included in all copies or substantial portions of the Software.
 *         </p>
 *
 *         <p>
 *         THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 *         EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 *         MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
 *         NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS
 *         BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN
 *         ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
 *         CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 *         SOFTWARE.
 *         </p>
 *
 */
public class RegressionOutput {

    public RegressionResults results = null;
    public long count;
    public double predictedPrice = 0;
    public double meanErr = 0;
    public double slope = 0;
    public double r2 = 0;

    /**
     * This method serves as a constructor for the class.
     *
     * @param regressionMethods
     *
     * @param parameters
     * @param varcov
     * @param isSymmetricCompressed
     * @param nobs
     * @param rank
     * @param sumy
     * @param sumysq
     * @param sse
     * @param containsConstant
     * @param copyData
     */
    public RegressionOutput(RegressionMethods reg, long days) {
        this.results = reg.regress();

        this.count = this.results.getN();
        this.predictedPrice = reg.predict(days);
        this.meanErr = Math.sqrt(this.results.getMeanSquareError());
        this.slope = (reg.getSlope() * 180.0) / Math.PI;
        this.r2 = this.results.getRSquared();

    }

    @Override
    public String toString() {
        String str = null;
        str = String.format("Values:%d Predicted:%.2f MeanErr:%.2f Slope:%.2f RSquared:%.2f%n", this.count,
                this.predictedPrice, this.meanErr, this.slope, this.r2);

        return str;
    }

}