Created
February 22, 2010 00:41
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| #!/usr/bin/env clj | |
| (ns ols) | |
| (defn sum [x] | |
| (reduce + 0 x)) | |
| (defn multsum [x y] | |
| (loop [xdata x | |
| ydata y | |
| index 0 | |
| total 0] | |
| (if (seq xdata) | |
| (recur (rest xdata) | |
| (rest ydata) | |
| (inc index) | |
| (+ total (* (first xdata) (first ydata)))) | |
| total))) | |
| (defn olsbeta [x y] | |
| (/ (- (* (count x) (multsum x y)) (* (sum x) (sum y))) | |
| (- (* (count x) (multsum x x)) (* (sum x) (sum x))) | |
| )) | |
| (defn yintercept [x y] | |
| (- (* (/ 1 (count x)) (sum y)) (* (olsbeta x y) (* (/ 1 (count x)) (sum x))))) | |
| ;; test | |
| (def 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]) | |
| (def 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]) | |
| (prn (apply str ["y = " (olsbeta x y) "*x + " (yintercept x y)])) |
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