Created
March 15, 2019 02:03
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Ruby script to calculate a simple linear regression line.(Ver.2)
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#! /usr/local/bin/ruby | |
#********************************************* | |
# Ruby script to calculate a simple lenear regression line. | |
# : y = a + b * x | |
# : 連立方程式を ガウスの消去法で解く方法 | |
#********************************************* | |
# | |
class Array | |
def reg_line(y) | |
# 以下の場合は例外スロー | |
# - 引数の配列が Array クラスでない | |
# - 自身配列が空 | |
# - 配列サイズが異なれば例外 | |
raise "Argument is not a Array class!" unless y.class == Array | |
raise "Self array is nil!" if self.size == 0 | |
raise "Argument array size is invalid!" unless self.size == y.size | |
sum_x = self.inject(0) { |s, a| s += a } | |
sum_y = y.inject(0) { |s, a| s += a } | |
sum_xx = self.inject(0) { |s, a| s += a * a } | |
sum_xy = self.zip(y).inject(0) { |s, a| s += a[0] * a[1] } | |
mtx = [ | |
[self.size, sum_x, sum_y], | |
[ sum_x, sum_xx, sum_xy] | |
] | |
ans = solve_ge(mtx) | |
{intercept: ans[0][-1], slope: ans[1][-1]} | |
end | |
private | |
# 連立方程式の解(ガウスの消去法) | |
def solve_ge(a) | |
n = a.size | |
# 前進消去 | |
(n - 1).times do |k| | |
(k + 1).upto(n - 1) do |i| | |
d = a[i][k] / a[k][k].to_f | |
(k + 1).upto(n) do |j| | |
a[i][j] -= a[k][j] * d | |
end | |
end | |
end | |
# 後退代入 | |
(n - 1).downto(0) do |i| | |
d = a[i][n] | |
(i + 1).upto(n - 1) do |j| | |
d -= a[i][j] * a[j][n] | |
end | |
a[i][n] = d / a[i][i].to_f | |
end | |
return a | |
end | |
end | |
# 説明変数と目的変数 | |
ary_x = [107, 336, 233, 82, 61, 378, 129, 313, 142, 428] | |
ary_y = [286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020] | |
puts "説明変数 X = {#{ary_x.join(', ')}}" | |
puts "目的変数 Y = {#{ary_y.join(', ')}}" | |
puts "---" | |
# 単回帰直線算出(切片と傾き) | |
reg_line = ary_x.reg_line(ary_y) | |
puts "切片 a = #{reg_line[:intercept]}" | |
puts "傾き b = #{reg_line[:slope]}" |
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