This commit is contained in:
Ingy döt Net 2013-04-10 21:29:02 -07:00
parent 764da6cbbb
commit db842d013d
19005 changed files with 197040 additions and 7 deletions

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require 'matrix'
def regression_coefficients y, x
y = Matrix.column_vector y.map { |i| i.to_f }
x = Matrix.columns x.map { |xi| xi.map { |i| i.to_f }}
(x.t * x).inverse * x.t * y
end

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puts regression_coefficients([1, 2, 3, 4, 5], [ [2, 1, 3, 4, 5] ])