Multiple regression: Difference between revisions
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LAPACK routines are also available via the Addon <tt>math/lapack</tt>.
=={{header|JavaScript}}==
{{works with|SpiderMonkey}} for the <code>print()</code> and <code>''Array''.map()</code> functions.
{{trans|Ruby}}
Extends the Matrix class from [[Matrix Transpose#JavaScript]], [[Matrix multiplication#JavaScript]], [[Reduced row echelon form#JavaScript]].
Uses the IdentityMatrix from [[Matrix exponentiation operator#JavaScript]]
<lang javascript>// modifies the matrix "in place"
Matrix.prototype.inverse = function() {
if (this.height != this.width) {
throw "can't invert a non-square matrix";
}
var I = new IdentityMatrix(this.height);
for (var i = 0; i < this.height; i++)
this.mtx[i] = this.mtx[i].concat(I.mtx[i])
this.width *= 2;
this.toReducedRowEchelonForm();
for (var i = 0; i < this.height; i++)
this.mtx[i].splice(0, this.height);
this.width /= 2;
return this;
}
function ColumnVector(ary) {
return new Matrix(ary.map(function(v) {return [v]}))
}
ColumnVector.prototype = Matrix.prototype
Matrix.prototype.regression_coefficients = function(x) {
var x_t = x.transpose();
return x_t.mult(x).inverse().mult(x_t).mult(this);
}
// the Ruby example
var y = new ColumnVector([1,2,3,4,5]);
var x = new ColumnVector([2,1,3,4,5]);
print(y.regression_coefficients(x));
print();
// the Tcl example
y = new ColumnVector([
52.21, 53.12, 54.48, 55.84, 57.20, 58.57, 59.93, 61.29,
63.11, 64.47, 66.28, 68.10, 69.92, 72.19, 74.46
]);
x = new Matrix(
[1.47,1.50,1.52,1.55,1.57,1.60,1.63,1.65,1.68,1.70,1.73,1.75,1.78,1.80,1.83].map(
function(v) {return [Math.pow(v,0), Math.pow(v,1), Math.pow(v,2)]}
)
);
print(y.regression_coefficients(x));</lang>
output
<pre>0.9818181818181818
128.8128035798277
-143.1620228653037
61.960325442985436</pre>
=={{header|Python}}==
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