trader_linearreg_slope
(PECL trader >= 0.2.0)
trader_linearreg_slope — Linear Regression Slope
Description
array trader_linearreg_slope
( array
$real
[, integer $timePeriod
] )
Parameters
-
real -
Array of real values.
-
timePeriod -
Number of period. Valid range from 2 to 100000.
Return Values
Returns an array with calculated data or false on failure.
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Коментарии
// 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;
}
Default value of precision in trader library is 3, but can be increased easily with something like this:
ini_set( 'trader.real_precision', '6' );