Ruby script to calculate a simple linear regression line.

regression_line.rb

#*********************************************
# Ruby script to calculate a simple linear regression line.
#*********************************************
#
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

    # x の総和
    sum_x = self.inject(0) { |s, a| s += a }
    # y の総和
    sum_y = y.inject(0) { |s, a| s += a }
    # x^2 の総和
    sum_xx = self.inject(0) { |s, a| s += a * a }
    # x * y の総和
    sum_xy = self.zip(y).inject(0) { |s, a| s += a[0] * a[1] }
    # 切片 a
    a  = sum_xx * sum_y - sum_xy * sum_x
    a /= (self.size * sum_xx - sum_x * sum_x).to_f
    # 傾き b
    b  = self.size * sum_xy - sum_x * sum_y
    b /= (self.size * sum_xx - sum_x * sum_x).to_f
    {intercept: a, slope: b}
  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]}"