Example: Linear Regression
The coefficients of a simple linear regression model, without an intercept, are computed.
import com.imsl.stat.*;
public class LinearRegressionEx1 {
public static void main(String args[]) {
// y = 4*x0 + 3*x1
LinearRegression r = new LinearRegression(2, false);
double c[] = {4, 3};
double x[][] = {{1, 5}, {0, 2}, {-1, 4}};
r.update(x[0], 1 * c[0] + 5 * c[1]);
r.update(x[1], 0 * c[0] + 2 * c[1]);
r.update(x[2], -1 * c[0] + 4 * c[1]);
double coef[] = r.getCoefficients();
System.out.println("The computed regression coefficients are {"
+ coef[0] + ", " + coef[1] + "}");
}
}
Output
The computed regression coefficients are {4.0, 3.0}
Link to Java source.