Method: Statsample::Regression::Multiple::AlglibEngine#matrix_resolution

Defined in:
lib/statsample/regression/multiple/alglibengine.rb

#matrix_resolution ⇒ Object

Coefficients using a constant Based on www.xycoon.com/ols1.htm


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# File 'lib/statsample/regression/multiple/alglibengine.rb', line 57

def matrix_resolution
  mse_p=mse
  columns=@dep_columns.dup.map {|xi| xi.map{|i| i.to_f}}
  columns.unshift([1.0]*@ds.cases)
  y=Matrix.columns([@dy.data.map  {|i| i.to_f}])
  x=Matrix.columns(columns)
  xt=x.t
  matrix=((xt*x)).inverse*xt
  matrix*y
end