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jasondew/simple_linear_regression.rb

Created July 22, 2010 14:25
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simple_linear_regression.rb
x_bar = xs.sum / xs.length.to_f
y_bar = ys.sum / ys.length.to_f
normalized_xs = xs.map {|x| x - x_bar }
normalized_ys = ys.map {|y| y - y_bar }
beta_hat = normalized_xs.zip(normalized_ys).map {|x, y| x*y }.sum / normalized_xs.inject(0) {|sum, x| sum + x*x }
alpha_hat = y_bar - beta_hat * x_bar
[[0, alpha_hat], [xs.last, (alpha_hat + xs.last * beta_hat)]]
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