Created
September 19, 2012 21:50
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Linear Regression in Scala
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object LinearRegression { | |
def fit(data: List[(Double,Double)]) = { | |
def sqr(in:Double) : Double = in * in | |
val sumx = data.map(_._1).sum | |
val sumx2 = data.map((d:(Double,Double)) => sqr(d._1)).sum | |
val sumy = data.map(_._2).sum | |
val xbar = sumx / data.length | |
val ybar = sumy / data.length | |
val xxbar = data.map(d => sqr(d._1 - xbar)).sum | |
val yybar = data.map(d => sqr(d._2 - ybar)).sum | |
val xybar = data.map(d => (d._1 - xbar) * (d._2 - ybar)).sum | |
val m = xybar / xxbar | |
val c = ybar - (m * xbar) | |
val out = for(d <- data) yield { | |
val fit = m * d._1 + c | |
(sqr(fit - d._2), sqr(fit - ybar)) | |
} | |
val rss = out.map(_._1).sum | |
val ssr = out.map(_._2).sum | |
val rsquared = ssr / yybar | |
val svar = rss / (data.length - 2).toDouble | |
val stErrGradient = svar / xxbar | |
val stErrIntercept = (svar / data.length) + (sqr(xbar) * stErrGradient) | |
println("y = " + m.toString + " x + " + c.toString) | |
println("R^2 Correlation Coefficient = " + rsquared.toString); | |
println("Std. error of m = " + math.sqrt(stErrGradient).toString); | |
println("Std. error of c = " + math.sqrt(stErrIntercept).toString); | |
} | |
} |
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m = gradient
c = y-axis intercept