| author | francesco <francesco.bbt@gmail.com> | 2011年02月28日 23:14:27 +0100 |
|---|---|---|
| committer | francesco <francesco.bbt@gmail.com> | 2011年02月28日 23:14:27 +0100 |
| commit | 9af3e54b51a4095dd1202ae213a35d4b385f2d69 (patch) | |
| tree | f0b569c8448c43d803424f5dabde9abf3094a020 /examples | |
| parent | 8ff6e8c84d8ef10561ad6a889a6333a1a473c21f (diff) | |
| download | gsl-shell-9af3e54b51a4095dd1202ae213a35d4b385f2d69.tar.gz | |
| -rw-r--r-- | examples/qr-lssolve.lua | 28 |
diff --git a/examples/qr-lssolve.lua b/examples/qr-lssolve.lua new file mode 100644 index 00000000..e707f627 --- /dev/null +++ b/examples/qr-lssolve.lua @@ -0,0 +1,28 @@ + +function demo1() + local x0, x1, n = 0, 12.5, 32 + local a, b = 0.55, -2.4 + local xsmp = |i| (i-1)/(n-1) * x1 + + local r = rng() + local x = new(n, 1, xsmp) + local y = new(n, 1, |i| a*xsmp(i) + b + rnd.gaussian(r, 0.4)) + + X = new(n,2, |i,j| j == 1 and a or b * xsmp(i)) + + qr = QR(X) + + xls, res = qr:lssolve(y) + + print('Linear fit coefficients: ', tr(xls)) + + p = plot() + p:addline(xyline(x, X * xls)) + p:add(xyline(x, y), 'blue', {{'stroke'}, {'marker', size=5}}) + p.title = 'Linear Fit' + p:show() + + return p +end + +echo 'demo1() - examples of linear regression using QR decomposition' |