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// Scala implementation of simple linear regression as implemented in Ruby | |
// in the blog post: http://www.sharethrough.com/2012/09/linear-regression-using-ruby/ | |
import scala.io.Source | |
class SimpleLinearRegression(xs: Seq[Double], ys: Seq[Double]) { | |
require(xs.size == ys.size, "xs and ys must be same length") | |
def mean(values: Seq[Double]): Double = values.sum / values.size | |
def slope: Double = { | |
val xmean = mean(xs) | |
val ymean = mean(ys) | |
val numerator = xs.zip(ys).foldLeft(0.0) { case (sum, (x, y)) => | |
sum + ((x - xmean) * (y - ymean)) | |
} | |
val denominator = xs.foldLeft(0.0) { (sum, x) => | |
sum + math.pow(x - xmean, 2) | |
} | |
numerator / denominator | |
} | |
def yIntercept: Double = mean(ys) - (slope * mean(xs)) | |
} | |
object Runner { | |
def main(args: Array[String]) { | |
val (xs, ys) = Source.fromFile(args(0)).getLines.toSeq.drop(1).map { line => | |
val Array(x, y) = line.split(',').map { _.toDouble } | |
(x, y) | |
}.unzip | |
val linearModel = new SimpleLinearRegression(xs, ys) | |
println("Model generated with") | |
println(s"Slope: ${linearModel.slope}") | |
println(s"Y-Intercept: ${linearModel.yIntercept}") | |
println("\n") | |
println("Estimated Linear Model:") | |
println(s"Y = ${linearModel.yIntercept} + (${linearModel.slope} * X)") | |
} | |
} |
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