Class: LinearRegression

Inherits:
Object
  • Object
show all
Defined in:
lib/regression.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(dx, dy = nil) ⇒ LinearRegression

Returns a new instance of LinearRegression.



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# File 'lib/regression.rb', line 5

def initialize (dx, dy=nil)
  @size = dx.size
  dy,dx = dx,axis() unless dy  # make 2D if given 1D
  raise "arguments not same length!" unless @size == dy.size
  sxx = sxy = sx = sy = 0
  dx.zip(dy).each do |x,y|
    sxy += x*y
    sxx += x*x
    sx  += x
    sy  += y
  end
  @slope = ( @size * sxy - sx*sy ) / ( @size * sxx - sx * sx )
  @offset = (sy - @slope*sx) / @size
end

Instance Attribute Details

#offset ⇒ Object

Returns the value of attribute offset.



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# File 'lib/regression.rb', line 3

def offset
  @offset
end

#slope ⇒ Object

Returns the value of attribute slope.



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# File 'lib/regression.rb', line 3

def slope
  @slope
end

Instance Method Details

#axis ⇒ Object 



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# File 'lib/regression.rb', line 29

def axis
  (0...@size).to_a
end

#fit(dx = nil) ⇒ Object 



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# File 'lib/regression.rb', line 20

def fit(dx = nil)
  dx = axis unless dx
  return dx.map{|data| predict(data) }
end

#predict(x) ⇒ Object 



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# File 'lib/regression.rb', line 25

def predict( x )
  y = @slope * x + @offset
end