gistfile1.rb

require 'matrix'

def regression x, y, degree
  x_data = x.map {|xi| (0..degree).map{|pow| (xi**pow) }}
  mx = Matrix[*x_data]
  my = Matrix.column_vector y

  ((mx.t * mx).inv * mx.t * my).transpose.to_a[0].reverse
end

# SAME AS ...

class SimpleLinearRegression
  def initialize(xs, ys)
    @xs, @ys = xs, ys
    if @xs.length != @ys.length
      raise "Unbalanced data. xs need to be same length as ys"
    end
  end

  def y_intercept
    mean(@ys) - (slope * mean(@xs))
  end

  def slope
    x_mean = mean(@xs)
    y_mean = mean(@ys)

    numerator = ([email protected]).reduce(0) do |sum, i|
      sum + ((@xs[i] - x_mean) * (@ys[i] - y_mean))
    end

    denominator = @xs.reduce(0) do |sum, x|
      sum + ((x - x_mean) ** 2)
    end

    (numerator / denominator)
  end

  def mean(values)
    total = values.reduce(0) { |sum, x| x + sum }
    Float(total) / Float(values.length)
  end
end