module Statsample::Regression
Module for regression procedures.¶ ↑
Use the method on this class to generate analysis. If you need more control, you can create and control directly the objects who computes the regressions.
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Simple Regression : Statsample::Regression::Simple
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Multiple Regression: Statsample::Regression::Multiple
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Logit Regression: Statsample::Regression::Binomial::Logit
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Probit Regression: Statsample::Regression::Binomial::Probit
Module for regression procedures.¶ ↑
Use the method on this class to generate analysis. If you need more control, you can create and control directly the objects who computes the regressions.
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Simple Regression : Statsample::Regression::Simple
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Multiple Regression: Statsample::Regression::Multiple
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Logit Regression: Statsample::Regression::Binomial::Logit
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Probit Regression: Statsample::Regression::Binomial::Probit
Constants
- LinearDependency
Public Class Methods
Creates one of the Statsample::Regression::Multiple object, for OLS multiple regression. Parameters:
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ds
: Dataset. -
y: Name of dependent variable.
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opts: A hash with options
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missing_data: Could be
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:listwise: delete cases with one or more empty data (default).
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:pairwise: uses correlation matrix. Use with caution.
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Usage:
lr=Statsample::Regression::multiple(ds,'y')
# File lib/statsample/regression.rb, line 53 def self.multiple(ds,y_var, opts=Hash.new) missing_data= (opts[:missing_data].nil? ) ? :listwise : opts.delete(:missing_data) if missing_data==:pairwise Statsample::Regression::Multiple::RubyEngine.new(ds,y_var, opts) else if Statsample.has_gsl? and false Statsample::Regression::Multiple::GslEngine.new(ds, y_var, opts) else ds2=ds.dup_only_valid Statsample::Regression::Multiple::RubyEngine.new(ds2,y_var, opts) end end end
Create a Statsample::Regression::Simple object, for simple regression
Usage:
x=100.times.collect {|i| rand(100)}.to_scale y=100.times.collect {|i| 2+x[i]*2+rand()}.to_scale sr=Statsample::Regression.simple(x,y) sr.a => 2.51763295177808 sr.b => 1.99973746599856 sr.r => 0.999987881153254
# File lib/statsample/regression.rb, line 37 def self.simple(x,y) Statsample::Regression::Simple.new_from_vectors(x,y) end