RosettaCodeData/Task/Multiple-regression/J/multiple-regression-3.j

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2013-04-10 21:29:02 -07:00
mp=: +/ .* NB. matrix product
NB. %.X is matrix inverse of X
NB. |:X is transpose of X
(%.(|:X) mp X) mp (|:X) mp y
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128.814 _143.163 61.9606
xpy=: mp~ |: NB. Or factoring out "X prime y" (monadically "X prime X")
X (%.@:xpy@[ mp xpy) y
2013-04-10 21:29:02 -07:00
128.814 _143.163 61.9606