Class: Regression::Linear

Inherits:
Base
  • Object
show all
Defined in:
lib/linear-regression/linear.rb

Instance Method Summary collapse

Methods inherited from Base

#covariance, #covariance2, #mean, #standard_deviation, #variance

Constructor Details

#initialize(xs, ys) ⇒ Linear

Returns a new instance of Linear.



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# File 'lib/linear-regression/linear.rb', line 3

def initialize(xs, ys)
  abort "Length xs and ys must be equal" unless xs.length == ys.length

  @xs = xs
  @ys = ys
end

Instance Method Details

#intercept ⇒ Object

y = kx + b



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# File 'lib/linear-regression/linear.rb', line 24

def intercept
  @intercept ||= mean(@ys) - slope * mean(@xs)
end

#predict(x) ⇒ Object 



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# File 'lib/linear-regression/linear.rb', line 14

def predict(x)
   y = slope * x + intercept
end

#slope ⇒ Object

y = kx + b



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# File 'lib/linear-regression/linear.rb', line 19

def slope
  @slope ||= covariance(@xs, @ys) / variance(@xs)   
end

#trend ⇒ Object 



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# File 'lib/linear-regression/linear.rb', line 10

def trend
  @xs.map{|x| predict x}
end