Created
December 30, 2012 13:13
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half-ass implementation of linear regression in Ruby
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#! /usr/bin/env ruby | |
class LinearRegression | |
attr_reader :coords, :size | |
def initialize(coords) | |
@coords = coords | |
@size = coords.size | |
end | |
def xs | |
coords.map(&:first) | |
end | |
def ys | |
coords.map(&:last) | |
end | |
def mean_x | |
@mean_x ||= xs.inject(:+) / size | |
end | |
def mean_y | |
@mean_y ||= ys.inject(:+) / size | |
end | |
def a | |
mean_y - b * mean_x | |
end | |
def b | |
num = 0.0 | |
denom = 0.0 | |
coords.each do |x, y| | |
num += (x - mean_x) * (y - mean_y) | |
denom += (x - mean_x) ** 2 | |
end | |
num / denom | |
end | |
def r | |
num = 0.0 | |
denom1 = 0.0 | |
denom2 = 0.0 | |
coords.each do |x, y| | |
num += (x - mean_x) * (y - mean_y) | |
denom1 += (x - mean_x) ** 2 | |
denom2 += (y - mean_y) ** 2 | |
end | |
num / (denom1 * denom2) ** 0.5 | |
end | |
end |
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