算法散点图'最适合'线 [英] Algorithm for scatter plot 'best-fit' line
问题描述
我在写使用MSChart控件做套X和Y数据点的散点图在C#中的小应用程序。其中的一些可能相当大(数百个数据点)。
I'm writing a small application in C# using MSChart control to do Scatter Plots of sets of X and Y data points. Some of these can be rather large (hundreds of data points).
想问问,如果有一个'标准'algorith密谋跨越点最佳拟合线。我想到X数据点划分到套预定数量,例如10或20,并为每个组采取相应的Y值的平均值和中X值,依此类推,以创建订单。这是一个正确的做法?
Wanted to ask if there's a 'standard' algorith for plotting a best-fit line across the points. I'm thinking to divide the X data points to a predefined number of sets, say 10 or 20, and for each set take the average of the corresponding Y values and the middle X value, and so on to create the line. Is this a correct approach?
我搜索现有线程,但他们似乎都对实现使用类似于Matlab现有的应用程序一样。
I've searched existing threads but they all seem to be about achieving the same using existing applications like Matlab.
谢谢,
推荐答案
使用线性最小二乘法
public class XYPoint
{
public int X;
public double Y;
}
class Program
{
public static List<XYPoint> GenerateLinearBestFit(List<XYPoint> points, out double a, out double b)
{
int numPoints = points.Count;
double meanX = points.Average(point => point.X);
double meanY = points.Average(point => point.Y);
double sumXSquared = points.Sum(point => point.X * point.X);
double sumXY = points.Sum(point => point.X * point.Y);
a = (sumXY / numPoints - meanX * meanY) / (sumXSquared / numPoints - meanX * meanX);
b = (a * meanX - meanY);
double a1 = a;
double b1 = b;
return points.Select(point => new XYPoint() { X = point.X, Y = a1 * point.X - b1 }).ToList();
}
static void Main(string[] args)
{
List<XYPoint> points = new List<XYPoint>()
{
new XYPoint() {X = 1, Y = 12},
new XYPoint() {X = 2, Y = 16},
new XYPoint() {X = 3, Y = 34},
new XYPoint() {X = 4, Y = 45},
new XYPoint() {X = 5, Y = 47}
};
double a, b;
List<XYPoint> bestFit = GenerateLinearBestFit(points, out a, out b);
Console.WriteLine("y = {0:#.####}x {1:+#.####;-#.####}", a, -b);
for(int index = 0; index < points.Count; index++)
{
Console.WriteLine("X = {0}, Y = {1}, Fit = {2:#.###}", points[index].X, points[index].Y, bestFit[index].Y);
}
}
}
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