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Fortran 95 source code to compute a simple linear regression line.
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!**************************************************** | |
! 単回帰直線計算 | |
! | |
! date name version | |
! 2018.12.18 mk-mode.com 1.00 新規作成 | |
! | |
! Copyright(C) 2018 mk-mode.com All Rights Reserved. | |
!**************************************************** | |
! | |
module const | |
! SP: 単精度(4), DP: 倍精度(8) | |
integer, parameter :: SP = kind(1.0) | |
integer(SP), parameter :: DP = selected_real_kind(2 * precision(1.0_SP)) | |
end module const | |
module comp | |
use const | |
implicit none | |
private | |
public :: calc_reg_line | |
contains | |
! 単回帰直線計算 | |
! | |
! :param(in) real(8) x(:): 説明変数配列 | |
! :param(in) real(8) y(:): 目的変数配列 | |
! :param(out) real(8) a: 切片 | |
! :param(out) real(8) b: 傾き | |
subroutine calc_reg_line(x, y, a, b) | |
implicit none | |
real(DP), intent(in) :: x(:), y(:) | |
real(DP), intent(out) :: a, b | |
integer(SP) :: size_x, size_y, i | |
real(DP) :: sum_x, sum_y, sum_xx, sum_xy | |
size_x = size(x) | |
size_y = size(y) | |
if (size_x == 0 .or. size_y == 0) then | |
print *, "[ERROR] array size == 0" | |
stop | |
end if | |
if (size_x /= size_y) then | |
print *, "[ERROR] size(X) != size(Y)" | |
stop | |
end if | |
sum_x = sum(x) | |
sum_y = sum(y) | |
sum_xx = sum(x * x) | |
sum_xy = sum(x * y) | |
a = (sum_xx * sum_y - sum_xy * sum_x) & | |
& / (size_x * sum_xx - sum_x * sum_x) | |
b = (size_x * sum_xy - sum_x * sum_y) & | |
& / (size_x * sum_xx - sum_x * sum_x) | |
end subroutine calc_reg_line | |
end module comp | |
program regression_line | |
use const | |
use comp | |
implicit none | |
real(DP) :: x(10), y(10), a, b | |
x = (/107, 336, 233, 82, 61, 378, 129, 313, 142, 428/) | |
y = (/286, 851, 589, 389, 158, 1037, 463, 563, 372, 1020/) | |
print '(A, 10F8.2, A)', "説明変数 X = (", x, ")" | |
print '(A, 10F8.2, A)', "目的変数 Y = (", y, ")" | |
print '(A)', "---" | |
call calc_reg_line(x, y, a, b) | |
print '(A, F12.8)', "切片 a = ", a | |
print '(A, F12.8)', "傾き b = ", b | |
end program regression_line |
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