summaryrefslogtreecommitdiff
path: root/log_regress_pred.m
blob: e6cfe05513eaf32e8c106792b1d655ebbef85f49 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
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
		ab = regress(log(price(test_set, i)), quantity(test_set, i));
		pred(:, i) = polyval(ab, log(price(pred_set, i)));
	end

endfunction