summaryrefslogtreecommitdiff
path: root/regress_pred.m
diff options
context:
space:
mode:
authorBenjamin Franzke <benjaminfranzke@googlemail.com>2012-05-12 15:08:13 +0200
committerBenjamin Franzke <benjaminfranzke@googlemail.com>2012-05-12 15:08:13 +0200
commitcc8b965d52177eb45185d0b1ead65b55f113a687 (patch)
tree001196466bcd005283e4a7b56a1a48b1f7232bac /regress_pred.m
parentc44e670ebbb1e1690398ac2837e5e79e17a19c7b (diff)
downloaddmc-cc8b965d52177eb45185d0b1ead65b55f113a687.tar.gz
dmc-cc8b965d52177eb45185d0b1ead65b55f113a687.tar.bz2
dmc-cc8b965d52177eb45185d0b1ead65b55f113a687.zip
Fold log_regress_pred into regress_pred
By adding a pre-filter function pointer.
Diffstat (limited to 'regress_pred.m')
-rw-r--r--regress_pred.m6
1 files changed, 3 insertions, 3 deletions
diff --git a/regress_pred.m b/regress_pred.m
index 2992471..119738c 100644
--- a/regress_pred.m
+++ b/regress_pred.m
@@ -1,4 +1,4 @@
-function pred = regress_pred(price, quantity)
+function pred = regress_pred(price, quantity, prefunc)
days = size(price, 1) - size(quantity, 1);
product_count = size(price, 2);
@@ -8,8 +8,8 @@ function pred = regress_pred(price, quantity)
pred = zeros(days, product_count);
for i = 1:product_count
- mn = regress(price(test_set, i), quantity(test_set, i));
- pred(:, i) = polyval(mn, price(pred_set, i));
+ mn = regress(prefunc(price(test_set, i)), quantity(test_set, i));
+ pred(:, i) = polyval(mn, prefunc(price(pred_set, i)));
end
endfunction