Least Squares

This gem adds methods to the Math module to aid in calculating the Least Squares Regression Line given two arrays.

Example Usage: xs = [9300, 10565, 15000, 15000, 17764, 57000, 65940, 73676, 77006, 93739, 146088, 153260,] ys = [7100, 15500, 4400, 4400, 5900, 4600, 8800, 2000, 2750, 2550, 960, 1025,]

lsqr = Math.least_squares(xs,ys)
puts (10_000..150_000).step(10_000).map{|n| lsqr.call(n)}

Results: 7623.45990767669 7110.76951749864 6598.07912732059 6085.38873714254 5572.69834696449 5060.00795678644 4547.31756660839 4034.62717643034 3521.93678625229 3009.24639607424 2496.55600589619 1983.86561571814 1471.17522554009 958.484835362034 445.794445183983

Included methods are #mean, #stdev, #pearson and #least_squares.

CHANGELOG

  • May.05.17: 0.1.1 release

  • May.05.10: 0.1.0 release

Copyright

Copyright (c) 2010 Shane Emmons. See LICENSE for details.