diff options
Diffstat (limited to 'log_regress_pred.m')
-rw-r--r-- | log_regress_pred.m | 22 |
1 files changed, 22 insertions, 0 deletions
diff --git a/log_regress_pred.m b/log_regress_pred.m new file mode 100644 index 0000000..3c90441 --- /dev/null +++ b/log_regress_pred.m @@ -0,0 +1,22 @@ +function pred = log_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 + [a,b] = regress_log(price(test_set, i), quantity(test_set, i)); + pred(:, i) = a * log(price(pred_set, i)) + b; + end + +endfunction + + +function [a,b] = regress_log(x, y) + ab = [ log(x) ones(length(x), 1) ] \ y; + a = ab(1); + b = ab(2);; +endfunction |