Add prediction test using linear regression

1 files changed, 21 insertions, 0 deletions

diff --git a/regress_pred.m b/regress_pred.m
new file mode 100644
index 0000000..0ba8394
--- /dev/null
+++ b/regress_pred.m
@@ -0,0 +1,21 @@
+function pred = regress_pred(price, quantity)
+
+	days = size(price, 1) - size(quantity, 1);
+	product_count = size(price, 2);
+	test_count = size(quantity, 1);
+	test_set = 1:test_count;
+	pred_set = test_count+1:size(price, 1);
+
+	pred = zeros(days, product_count);
+	for i = 1:product_count
+		[m,n] = regress(price(test_set, i), quantity(test_set, i));
+		pred(:, i) = m .* price(pred_set, i) + n;
+	end
+
+endfunction
+
+function [m, n] = regress(x, y)
+	mn = [ x ones(length(x), 1) ] \ y;
+	m = mn(1);
+	n = mn(2);
+endfunction