A-M baby
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19005 changed files with 197040 additions and 7 deletions
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Task/Multiple-regression/J/multiple-regression-1.j
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Task/Multiple-regression/J/multiple-regression-1.j
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NB. Wikipedia data
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x=: 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
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y=: 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
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y %. x ^/ i.3 NB. calculate coefficients b1, b2 and b3 for 2nd degree polynomial
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128.813 _143.162 61.9603
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Task/Multiple-regression/J/multiple-regression-2.j
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Task/Multiple-regression/J/multiple-regression-2.j
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X=: x ^/ i.3 NB. form Design matrix
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X=: (x^0) ,. (x^1) ,. (x^2) NB. equivalent of previous line
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4{.X NB. show first 4 rows of X
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1 1.47 2.1609
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1 1.5 2.25
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1 1.52 2.3104
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1 1.55 2.4025
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NB. Where y is a set of observations and X is the design matrix
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NB. y %. X does matrix division and gives the regression coefficients
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y %. X
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128.813 _143.162 61.9603
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Task/Multiple-regression/J/multiple-regression-3.j
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Task/Multiple-regression/J/multiple-regression-3.j
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mp=: +/ .* NB. matrix product
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NB. %.X is matrix inverse of X
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NB. |:X is transpose of X
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(%.(|:X) mp X) mp (|:X) mp y
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128.814 _143.163 61.9606
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