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Pythonとsklearnで単回帰分析
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# -*- coding:utf-8 -*- | |
import numpy | |
import pylab | |
#import statsmodels.api | |
from sklearn import linear_model | |
n = 200 | |
#データの生成 | |
score_x = numpy.random.normal(171.77, 5.54, n) | |
score_y = numpy.random.normal(62.49, 7.89, n) | |
score_x.sort() | |
score_x = numpy.around(score_x + numpy.random.normal(scale=3.0, size=n), 2) | |
score_y.sort() | |
score_y = numpy.around(score_y + numpy.random.normal(size=n), 2) | |
#1列にしないとだめ | |
score_X = score_x.reshape(n, 1) | |
# 散布図を描く | |
pylab.scatter(score_x, score_y, marker='.', linewidths=0) | |
pylab.grid(True) | |
pylab.xlabel('X') | |
pylab.ylabel('Y') | |
#print '--------------------------statsmodels-----------------------------' | |
#statsmodelsで回帰分析してみる(うまく動かず) | |
#results = statsmodels.api.OLS(score_y, score_X).fit() | |
#print results.summary() | |
#回帰直線を描く | |
#pylab.plot(score_x, results.predict(), 'r', linewidth=2) | |
print '-----------------------------sklearn------------------------------' | |
#sklearnで回帰分析してみる | |
lm = linear_model.LinearRegression() | |
lm.fit(score_X, score_y) | |
print 'Coefficients :' + str(lm.coef_) | |
print 'Intercept :' + str(lm.intercept_) | |
print 'R2 :' + str(lm.score(score_X, score_y)) | |
#回帰直線用のデータ生成 | |
predict_x = numpy.arange(140, 200, 1) | |
predict_y = lm.predict(predict_x.reshape(60, 1)) | |
#回帰直線を描く | |
pylab.plot(predict_x, predict_y, 'r', linewidth=2) | |
pylab.show() |
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