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Linear Regression Functions
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REGR_* functions analyze relationshitp of the 2 numeric set of data.
These functions calculate with records that both of 2 set are not NULL.
Syntax:
<regr function> ::= <function name>(<expr1>, <expr2>)
<function name> := { REGR_AVGX | REGR_AVGY | REGR_COUNT | REGR_INTERCEPT |
REGR_R2 | REGR_SLOPE | REGR_SXX | REGR_SXY | REGR_SYY }
Formula use below variable.
Y: <expr1> (<expr1> IS NOT NULL AND <expr2> IS NOT NULL).
X: <expr2> (<expr1> IS NOT NULL AND <expr2> IS NOT NULL).
N: COUNT of recordset except <expr1> IS NULL OR <expr2> IS NULL.
Formula:
REGR_AVGX(Y, X) = SUM(X) / N
REGR_AVGY(Y, X) = SUM(Y) / N
REGR_COUNT(Y, X) = N
REGR_INTERCEPT(Y, X) = REGR_AVGY(Y, X) - REGR_SLOPE(Y, X) * REGR_AVGX(Y, X)
REGR_R2(Y, X) = POWER(CORR(Y, X),2)
REGR_SLOPE(Y, X) = COVAR_POP(Y, X) / VAR_POP(X)
REGR_SXX(Y, X) = N * VAR_POP(X)
REGR_SXY(Y, X) = N * COVAR_POP(Y, X)
REGR_SYY(Y, X) = N * VAR_POP(Y)
Author:
Hajime Nakagami <nakagami@gmail.com>
Note:
Function return NULL if N = 0 except of REGR_COUNT().