From dcbe7e13245eee0f0266f1549504a3bdc392a851 Mon Sep 17 00:00:00 2001
From: Benjamin Franzke <benjaminfranzke@googlemail.com>
Date: Tue, 24 Apr 2012 14:24:24 +0200
Subject: Add prediction test using linear regression

---
 regress_pred.m | 21 +++++++++++++++++++++
 run_tests.m    |  1 +
 2 files changed, 22 insertions(+)
 create mode 100644 regress_pred.m

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
diff --git a/run_tests.m b/run_tests.m
index 8fef37b..e2975cc 100644
--- a/run_tests.m
+++ b/run_tests.m
@@ -1,2 +1,3 @@
 [p, q] = get_products();
 meanerr = quad_error(q(29:42, :), mean_pred(q(1:28, :), 14))
+regresserr = quad_error(p(29:42, :), regress_pred(p, q(1:28, :)))
-- 
cgit