trader_linearreg_slope

(PECL trader >= 0.2.0)

trader_linearreg_slopeLinear Regression Slope

Descrizione

trader_linearreg_slope(array $real, int $timePeriod = ?): array

Elenco dei parametri

real

Array of real values.

timePeriod

Number of period. Valid range from 2 to 100000.

Valori restituiti

Returns an array with calculated data or false on failure.

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User Contributed Notes 2 notes

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10
Angel J. Salinas
8 years ago
// If you don't have the php_trader library or needs more than 3 precision digits,
// you can use this function:
public static function linearreg_slope( $valuesIn, $period )
{
$valuesOut = array();

$startIdx = 0;
$endIdx = count($valuesIn) - 1;

$sumX = $period * ( $period - 1 ) * 0.5;
$sumXSqr = $period * ( $period - 1 ) * ( 2 * $period - 1 ) / 6;
$divisor = $sumX * $sumX - $period * $sumXSqr;

for ( $today = $startIdx, $outIdx = 0; $today <= $endIdx; $today++, $outIdx++ )
{
$sumXY = 0;
$sumY = 0;
if ( $today >= $period - 1 ) {
for( $aux = $period; $aux-- != 0; )
{
$sumY += $tempValue = $valuesIn[$today - $aux];
$sumXY += (double)$aux * $tempValue;
}
$valuesOut[$outIdx] = ( $period * $sumXY - $sumX * $sumY) / $divisor;
}
}

return $valuesOut;
}
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0
Angel J. Salinas
5 years ago
Default value of precision in trader library is 3, but can be increased easily with something like this:

ini_set( 'trader.real_precision', '6' );
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