Method: Minitest::Benchmark#fit_exponential

Defined in:
lib/minitest/benchmark.rb

#fit_exponential(xs, ys) ⇒ Object

To fit a functional form: y = ae^(bx).

Takes x and y values and returns [a, b, r^2].

See: mathworld.wolfram.com/LeastSquaresFittingExponential.html

[View source]

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# File 'lib/minitest/benchmark.rb', line 235

def fit_exponential xs, ys
  n     = xs.size
  xys   = xs.zip ys
  sxlny = sigma(xys) { |x, y| x * Math.log(y) }
  slny  = sigma(xys) { |_, y| Math.log(y)     }
  sx2   = sigma(xys) { |x, _| x * x           }
  sx    = sigma xs

  c = n * sx2 - sx ** 2
  a = (slny * sx2 - sx * sxlny) / c
  b = ( n * sxlny - sx * slny ) / c

  return Math.exp(a), b, fit_error(xys) { |x| Math.exp(a + b * x) }
end