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RegModels.MulLinFit Function

Fits multiple linear equations to data.

Pascal
procedure MulLinFit(const B: TVec; const X: TMtx; const Y: TVec; Constant: boolean = false; const Weights: TVec = nil);
Parameters 
Description 
Returns regression coefficients for multiple linear function. 
Vector of independent variable. 
Vector of dependent variable. 
Constant 
If true then intercept term b(0) will be included in calculations. If false, set intercept term b(0) to 0.0. 
Weights 
Weights (optional). Weights are used only if they are set. 

The routine fits equations to data by minimizing the sum of squared residuals. The observed values obey the following equation: 

 

where X is matrix, Y, B are vectors.

In the following example we generate some data. Then we fit multiple linear function to this data and retreive it's regression coefficients.

Uses MtxExpr, RegModels;
procedure Example);
var Y,B: Vector;
  X: Matrix;
begin
  X.SetIt(3,2,false,[1.0, 2.0,
                    -3.2, 2.5,
                    8.0, -0.5]);
  Y.SetIt(false, [-3.0, 0.25, 8.0]);
  MulLinFit(B,X,Y,true);
  // B = (18.646428571, -1.9464285714, -9.85 )
end;
#include "MtxExpr.hpp"
#include "Math387.hpp"
#include "RegModels.hpp"
#include "MtxVecTee.hpp"
void __fastcall Example();
{
  sMatrix X;
  sVector Y,B;
  X->SetIt(3,2,false,OPENARRAY(double,(1.0, 2.0,
            -3.2, 2.5,
            8.0, -0.5)));
  Y->SetIt(false, OPENARRAY(double,(-3.0, 0.25, 9.0)));
  MulLinFit(B,X,Y,true,NULL);
  // B = (18.646428571, -1.9464285714, -9.85 )
}
Examples on GitHub
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