Class: Statsample::Regression::Multiple::MultipleDependent

Inherits:
Object
  • Object
show all
Defined in:
lib/statsample/regression/multiple.rb

Instance Method Summary collapse

Constructor Details

#initialize(matrix, y_var, opts = Hash.new) ⇒ MultipleDependent

Returns a new instance of MultipleDependent


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# File 'lib/statsample/regression/multiple.rb', line 53

def initialize(matrix,y_var, opts=Hash.new)
  matrix.extend Statsample::CovariateMatrix
  @matrix=matrix
  @fields=matrix.fields - y_var
  @y_var = y_var
  @q=@y_var.size
  @matrix_cor=matrix.correlation
  @matrix_cor_xx = @matrix_cor.submatrix(@fields)
  @matrix_cor_yy = @matrix_cor.submatrix(y_var, y_var)
  
  @sxx = @matrix.submatrix(@fields)
  @syy = @matrix.submatrix(y_var, y_var)
  @sxy = @matrix.submatrix(@fields, y_var)
  @syx = @sxy.t
end

Instance Method Details

#p2yxObject


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# File 'lib/statsample/regression/multiple.rb', line 83

def p2yx
  vxy.quo(@q)
end

#r2yxObject


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# File 'lib/statsample/regression/multiple.rb', line 69

def r2yx
  1- (@matrix_cor.determinant.quo(@matrix_cor_yy.determinant * @matrix_cor_xx.determinant))
end

#r2yx_covarianceObject


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# File 'lib/statsample/regression/multiple.rb', line 76

def r2yx_covariance
  1-(syyx.determinant.quo(@syy.determinant))
end

#significanceObject


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# File 'lib/statsample/regression/multiple.rb', line 50

def significance
  0.0
end

#syyxObject

Residual covariance of Y after accountin with lineal relation with x


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# File 'lib/statsample/regression/multiple.rb', line 73

def syyx
  @syy-@syx*@sxx.inverse*@sxy
end

#vxyObject


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# File 'lib/statsample/regression/multiple.rb', line 80

def vxy
  @q-(@syy.inverse*syyx).trace
end