Package trade.invision.indicators.indicators.statistical.regression

Class LinearRegression

java.lang.Object

trade.invision.indicators.indicators.Indicator<LinearRegressionResult>

trade.invision.indicators.indicators.statistical.regression.LinearRegression

public class LinearRegression
extends Indicator<LinearRegressionResult>

LinearRegression is a Num Indicator to provide the statistical best fit using the least-squares linear regression model over a length of values.

See Also:

• Wikipedia

Nested Class Summary

Nested classes/interfaces inherited from class trade.invision.indicators.indicators.Indicator

Indicator.CacheSeries

Field Summary

Fields inherited from class trade.invision.indicators.indicators.Indicator

cachedAddCallCount, cachedIndex, cachedValue, cacheSeries, minimumStableIndex, series

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	LinearRegression(Indicator<Num> indicator, Set<LinearRegressionResultType> resultTypes, int length)

Method Summary

Modifier and Type	Method	Description
protected LinearRegressionResult	calculate(long index)	Performs the calculation of this Indicator at the given index.
static LinearRegression	linearRegression(Indicator<Num> indicator, Set<LinearRegressionResultType> resultTypes, int length)	Gets a LinearRegression.
static Indicator<Num>	linearRegressionIntercept(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getIntercept() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionNextY(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getNextY() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionR2(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getR2() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionRss(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getRss() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionSlope(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getSlope() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionTss(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getTss() from linearRegression(Indicator, Set, int).
static Indicator<Num>	linearRegressionY(Indicator<Num> indicator, int length)	Gets LinearRegressionResult.getY() from linearRegression(Indicator, Set, int).

Methods inherited from class trade.invision.indicators.indicators.Indicator

caching, getMinimumStableIndex, getSeries, getValue, isCaching, numOf, numOf, numOf, numOf, numOfEight, numOfFive, numOfFour, numOfHalf, numOfHundred, numOfHundredth, numOfNegativeOne, numOfNine, numOfOne, numOfSeven, numOfSix, numOfTen, numOfTenth, numOfThousand, numOfThousandth, numOfThree, numOfTwo, numOfZero, purgeCache

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

LinearRegression

protected LinearRegression(Indicator<Num> indicator,
 Set<LinearRegressionResultType> resultTypes,
 int length)

Method Details

linearRegressionSlope

public static Indicator<Num> linearRegressionSlope(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getSlope() from linearRegression(Indicator, Set, int).

linearRegressionIntercept

public static Indicator<Num> linearRegressionIntercept(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getIntercept() from linearRegression(Indicator, Set, int).

linearRegressionY

public static Indicator<Num> linearRegressionY(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getY() from linearRegression(Indicator, Set, int).

linearRegressionNextY

public static Indicator<Num> linearRegressionNextY(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getNextY() from linearRegression(Indicator, Set, int).

linearRegressionRss

public static Indicator<Num> linearRegressionRss(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getRss() from linearRegression(Indicator, Set, int).

linearRegressionTss

public static Indicator<Num> linearRegressionTss(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getTss() from linearRegression(Indicator, Set, int).

linearRegressionR2

public static Indicator<Num> linearRegressionR2(Indicator<Num> indicator,
 int length)

Gets LinearRegressionResult.getR2() from linearRegression(Indicator, Set, int).

linearRegression

public static LinearRegression linearRegression(Indicator<Num> indicator,
 Set<LinearRegressionResultType> resultTypes,
 int length)

Gets a LinearRegression.

Parameters:

indicator - the Indicator

resultTypes - the LinearRegressionResultType Set

length - the number of values to look back at

calculate

protected LinearRegressionResult calculate(long index)

Description copied from class: Indicator

Performs the calculation of this Indicator at the given index.

Specified by:

calculate in class Indicator<LinearRegressionResult>

Parameters:

index - the index

Returns:

the result (never null)