A-M baby

Task/Multiple-regression/Go/multiple-regression.go

@@ -0,0 +1,45 @@
+package main
+
+import (
+    "code.google.com/p/gomatrix/matrix"
+    "fmt"
+)
+
+func givens() (x, y *matrix.DenseMatrix) {
+    height := []float64{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}
+    weight := []float64{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}
+    m := len(height)
+    n := 3
+    y = matrix.MakeDenseMatrix(weight, m, 1)
+    x = matrix.Zeros(m, n)
+    for i := 0; i < m; i++ {
+        ip := float64(1)
+        for j := 0; j < n; j++ {
+            x.Set(i, j, ip)
+            ip *= height[i]
+        }
+    }
+    return
+}
+
+func main() {
+    x, y := givens()
+    n := x.Cols()
+    q, r := x.QR()
+    qty, err := q.Transpose().Times(y)
+    if err != nil {
+        fmt.Println(err)
+        return
+    }
+    c := make([]float64, n)
+    for i := n - 1; i >= 0; i-- {
+        c[i] = qty.Get(i, 0)
+        for j := i + 1; j < n; j++ {
+            c[i] -= c[j] * r.Get(i, j)
+        }
+        c[i] /= r.Get(i, i)
+    }
+    fmt.Println(c)
+}