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Serabe/gist:990667

Created May 25, 2011 09:38
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gistfile1.rb
require 'matrix'
def regression x, y, degree
x_data = x.map {|xi| (0..degree).map{|pow| (xi**pow) }}
mx = Matrix[*x_data]
my = Matrix.column_vector y
((mx.t * mx).inv * mx.t * my).transpose.to_a[0].reverse
end
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