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Ruby script to calculate a simple linear regression line.
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#********************************************* | |
# 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]}" |
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