| Safe Haskell | None |
|---|
Statistics.Regression
Description
Functions for regression analysis.
Documentation
Arguments
| :: [Vector] | Non-empty list of predictor vectors. Must all have
the same length. These will become the columns of
the matrix A solved by |
| -> Vector | Responder vector. Must have the same length as the predictor vectors. |
| -> (Vector, Double) |
Perform an ordinary least-squares regression on a set of predictors, and calculate the goodness-of-fit of the regression.
The returned pair consists of:
- A vector of regression coefficients. This vector has one more element than the list of predictors; the last element is the y-intercept value.
- R², the coefficient of determination (see
rSquarefor details).
Arguments
| :: Matrix | A has at least as many rows as columns. |
| -> Vector | b has the same length as columns in A. |
| -> Vector |
Compute the ordinary least-squares solution to A x = b.
Arguments
| :: Matrix | Predictors (regressors). |
| -> Vector | Responders. |
| -> Vector | Regression coefficients. |
| -> Double |
Compute R², the coefficient of determination that indicates goodness-of-fit of a regression.
This value will be 1 if the predictors fit perfectly, dropping to 0 if they have no explanatory power.