Example: Linear Regression

using System;
using Imsl.Stat;

public class LinearRegressionEx1
{
    public static void  Main(String[] args)
    {
        // y = 4*x0 + 3*x1
        LinearRegression r = new LinearRegression(2, false);
        double[] c = new double[]{4, 3};
        double[] x0 = {1, 5};
        double[] x1 = {0, 2};
        double[] x2 = {-1, 4};
        
        r.Update(x0, 1 * c[0] + 5 * c[1]);
        r.Update(x1, 0 * c[0] + 2 * c[1]);
        r.Update(x2, - 1 * c[0] + 4 * c[1]);
        double[] coef = r.GetCoefficients();
        Console.Out.WriteLine
            ("The computed regression coefficients are {" + 
            coef[0] + ", " + coef[1] + "}");
    }
}

Output

The computed regression coefficients are {4, 3}