private void btnSampleRunAnalysis_Click(object sender, EventArgs e) { // Check requirements if (sourceTable == null) { MessageBox.Show("A sample spreadsheet can be found in the " + "Resources folder in the same directory as this application.", "Please load some data before attempting an analysis"); return; } if (checkedListBox1.CheckedItems.Count == 0) { MessageBox.Show("Please select the dependent input variables to be used in the regression model.", "Please choose at least one input variable"); } // Finishes and save any pending changes to the given data dgvAnalysisSource.EndEdit(); sourceTable.AcceptChanges(); // Gets the column of the dependent variable String dependentName = (string)comboBox1.SelectedItem; DataTable dependent = sourceTable.DefaultView.ToTable(false, dependentName); // Gets the columns of the independent variables List <string> names = new List <string>(); foreach (string name in checkedListBox1.CheckedItems) { names.Add(name); } String[] independentNames = names.ToArray(); DataTable independent = sourceTable.DefaultView.ToTable(false, independentNames); // Creates the input and output matrices from the source data table double[][] input = independent.ToArray(); double[] output = dependent.Columns[dependentName].ToArray(); double[,] sourceMatrix = sourceTable.ToMatrix(independentNames); // Creates the Simple Descriptive Analysis of the given source var sda = new DescriptiveAnalysis(sourceMatrix, independentNames); sda.Compute(); // Populates statistics overview tab with analysis data dgvDistributionMeasures.DataSource = sda.Measures; // Creates the Logistic Regression Analysis of the given source lra = new LogisticRegressionAnalysis(input, output, independentNames, dependentName); // Compute the Logistic Regression Analysis lra.Compute(); // Populates coefficient overview with analysis data dgvLogisticCoefficients.DataSource = lra.Coefficients; // Populate details about the fitted model tbChiSquare.Text = lra.ChiSquare.Statistic.ToString("N5"); tbPValue.Text = lra.ChiSquare.PValue.ToString("N5"); checkBox1.Checked = lra.ChiSquare.Significant; tbDeviance.Text = lra.Deviance.ToString("N5"); tbLogLikelihood.Text = lra.LogLikelihood.ToString("N5"); // Create the Multiple Linear Regression Analysis of the given source mlr = new MultipleLinearRegressionAnalysis(input, output, independentNames, dependentName, true); // Compute the Linear Regression Analysis mlr.Compute(); dgvLinearCoefficients.DataSource = mlr.Coefficients; dgvRegressionAnova.DataSource = mlr.Table; tbRSquared.Text = mlr.RSquared.ToString("N5"); tbRSquaredAdj.Text = mlr.RSquareAdjusted.ToString("N5"); tbChiPValue.Text = mlr.ChiSquareTest.PValue.ToString("N5"); tbFPValue.Text = mlr.FTest.PValue.ToString("N5"); tbZPValue.Text = mlr.ZTest.PValue.ToString("N5"); tbChiStatistic.Text = mlr.ChiSquareTest.Statistic.ToString("N5"); tbFStatistic.Text = mlr.FTest.Statistic.ToString("N5"); tbZStatistic.Text = mlr.ZTest.Statistic.ToString("N5"); cbChiSignificant.Checked = mlr.ChiSquareTest.Significant; cbFSignificant.Checked = mlr.FTest.Significant; cbZSignificant.Checked = mlr.ZTest.Significant; // Populate projection source table string[] cols = independentNames; if (!independentNames.Contains(dependentName)) { cols = independentNames.Concatenate(dependentName); } DataTable projSource = sourceTable.DefaultView.ToTable(false, cols); dgvProjectionSource.DataSource = projSource; }
private void btnSampleRunAnalysis_Click(object sender, EventArgs e) { // Check requirements if (sourceTable == null) { MessageBox.Show("A sample spreadsheet can be found in the " + "Resources folder in the same directory as this application.", "Please load some data before attempting an analysis"); return; } if (checkedListBox1.CheckedItems.Count == 0) { MessageBox.Show("Please select the dependent input variables to be used in the regression model.", "Please choose at least one input variable"); } // Finishes and save any pending changes to the given data dgvAnalysisSource.EndEdit(); sourceTable.AcceptChanges(); // Gets the column of the dependent variable String dependentName = (string)comboBox1.SelectedItem; DataTable dependent = sourceTable.DefaultView.ToTable(false, dependentName); // Gets the columns of the independent variables List<string> names = new List<string>(); foreach (string name in checkedListBox1.CheckedItems) names.Add(name); String[] independentNames = names.ToArray(); DataTable independent = sourceTable.DefaultView.ToTable(false, independentNames); // Creates the input and output matrices from the source data table double[][] input = independent.ToArray(); double[] output = dependent.Columns[dependentName].ToArray(); double[,] sourceMatrix = sourceTable.ToMatrix(independentNames); // Creates the Simple Descriptive Analysis of the given source DescriptiveAnalysis sda = new DescriptiveAnalysis(sourceMatrix, independentNames); sda.Compute(); // Populates statistics overview tab with analysis data dgvDistributionMeasures.DataSource = sda.Measures; // Creates the Logistic Regression Analysis of the given source lra = new LogisticRegressionAnalysis(input, output, independentNames, dependentName); // Compute the Logistic Regression Analysis lra.Compute(); // Populates coefficient overview with analysis data dgvLogisticCoefficients.DataSource = lra.Coefficients; // Populate details about the fitted model tbChiSquare.Text = lra.ChiSquare.Statistic.ToString("N5"); tbPValue.Text = lra.ChiSquare.PValue.ToString("N5"); checkBox1.Checked = lra.ChiSquare.Significant; tbDeviance.Text = lra.Deviance.ToString("N5"); tbLogLikelihood.Text = lra.LogLikelihood.ToString("N5"); // Create the Multiple Linear Regression Analysis of the given source mlr = new MultipleLinearRegressionAnalysis(input, output, independentNames, dependentName, true); // Compute the Linear Regression Analysis mlr.Compute(); dgvLinearCoefficients.DataSource = mlr.Coefficients; dgvRegressionAnova.DataSource = mlr.Table; tbRSquared.Text = mlr.RSquared.ToString("N5"); tbRSquaredAdj.Text = mlr.RSquareAdjusted.ToString("N5"); tbChiPValue.Text = mlr.ChiSquareTest.PValue.ToString("N5"); tbFPValue.Text = mlr.FTest.PValue.ToString("N5"); tbZPValue.Text = mlr.ZTest.PValue.ToString("N5"); tbChiStatistic.Text = mlr.ChiSquareTest.Statistic.ToString("N5"); tbFStatistic.Text = mlr.FTest.Statistic.ToString("N5"); tbZStatistic.Text = mlr.ZTest.Statistic.ToString("N5"); cbChiSignificant.Checked = mlr.ChiSquareTest.Significant; cbFSignificant.Checked = mlr.FTest.Significant; cbZSignificant.Checked = mlr.ZTest.Significant; // Populate projection source table string[] cols = independentNames; if (!independentNames.Contains(dependentName)) cols = independentNames.Concatenate(dependentName); DataTable projSource = sourceTable.DefaultView.ToTable(false, cols); dgvProjectionSource.DataSource = projSource; }
public void RegressTest7() { double[][] example2 = { new double[] { -0.47, 1.16, -1.25 }, new double[] { 0.55, 1.15, -0.78 }, new double[] { 1.38, 0.63, -0.84 }, new double[] { 0.99, 0.63, -0.81 }, new double[] { 1.72, 0.62, -1.59 }, new double[] { 1.05, 0.62, -1.05 }, new double[] { -0.51, 0.62, -0.98 }, new double[] { 1.83, 0.61, 0.86 }, new double[] { 1.16, 0.61, 0.15 }, new double[] { 0.59, 0.61, -0.28 }, new double[] { 0.40, 0.60, -0.30 }, new double[] { 0.48, 0.60, -0.41 }, new double[] { 1.28, 0.53, -0.31 }, new double[] { 0.36, 0.53, -0.41 }, new double[] { 0.93, 0.16, -0.19 }, new double[] { -0.61, 0.16, -0.32 }, new double[] { -0.58, 0.16, -0.01 }, new double[] { 0.53, 0.16, -0.13 }, new double[] { 1.48, 0.16, 1.12 }, new double[] { -0.34, 0.15, -0.10 }, new double[] { 0.81, 0.15, 0.14 }, new double[] { 0.85, 0.15, -0.02 }, new double[] { 0.69, 0.15, -0.16 }, new double[] { 0.39, 0.15, -0.33 }, new double[] { 0.70, 0.00, 2.00 }, new double[] { 0.25, 0.00, -0.01 }, new double[] { -0.96, 0.85, -0.19 }, new double[] { 1.04, 0.84, 0.35 }, new double[] { 0.30, 0.83, 0.05 }, new double[] { 0.28, 0.83, 0.84 }, new double[] { 0.18, 0.82, 0.06 }, new double[] { 0.49, 0.81, 0.41 }, new double[] { 0.40, 0.81, 0.50 }, new double[] { 0.41, 0.80, 0.00 }, new double[] { 0.06, 0.79, 0.39 }, new double[] { 0.55, 0.79, 0, 55 }, }; double[][] inputs = example2.GetColumns(1, 2); double[] outputs = example2.GetColumn(0); bool thrown = false; MultipleLinearRegressionAnalysis target; try { target = new MultipleLinearRegressionAnalysis(inputs, outputs, new string[0], "Test", false); } catch (ArgumentException) { thrown = true; } Assert.IsTrue(thrown); target = new MultipleLinearRegressionAnalysis(inputs, outputs, new string[2], "Test", false); target.Compute(); Assert.AreEqual(target.Array, inputs); Assert.AreEqual(target.Outputs, outputs); Assert.AreEqual(-0.19371930561139417, target.RSquared, 1e-5); Assert.AreEqual(-0.26606593019390279, target.RSquareAdjusted, 1e-5); Assert.AreEqual(2, target.Table[0].DegreesOfFreedom); Assert.AreEqual(33, target.Table[1].DegreesOfFreedom); Assert.AreEqual(35, target.Table[2].DegreesOfFreedom); Assert.AreEqual(-2.9165797494934651, target.Table[0].SumOfSquares, 1e-10); Assert.AreEqual(17.972279749493463, target.Table[1].SumOfSquares, 1e-10); Assert.AreEqual(15.055699999999998, target.Table[2].SumOfSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[2].SumOfSquares)); Assert.AreEqual(-1.4582898747467326, target.Table[0].MeanSquares, 1e-10); Assert.AreEqual(0.54461453786343827, target.Table[1].MeanSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].MeanSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].MeanSquares)); Assert.AreEqual(-2.6776550630978524, target.Table[0].Statistic.Value, 1e-10); Assert.AreEqual(1, target.Table[0].Significance.PValue, 1e-16); Assert.IsFalse(Double.IsNaN(target.Table[0].Significance.PValue)); Assert.AreEqual(0.72195200211671728, target.Coefficients[0].Value, 1e-10); Assert.AreEqual(0.15872233321508125, target.Coefficients[1].Value, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].Value)); Assert.IsFalse(target.Coefficients[0].IsIntercept); Assert.IsFalse(target.Coefficients[1].IsIntercept); Assert.AreEqual(0.20506051379737225, target.Coefficients[0].StandardError, 1e-10); Assert.AreEqual(0.18842330299464302, target.Coefficients[1].StandardError, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].StandardError)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].StandardError)); Assert.AreEqual(3.5206778172325479, target.Coefficients[0].TTest.Statistic, 1e-10); Assert.AreEqual(0.84237103740609942, target.Coefficients[1].TTest.Statistic, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].TTest.Statistic)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].TTest.Statistic)); DoubleRange range; range = target.Coefficients[0].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(0.37491572761667513, range.Min, 1e-10); Assert.AreEqual(1.0689882766167593, range.Max, 1e-10); range = target.Coefficients[1].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(-0.16015778606945111, range.Min, 1e-10); Assert.AreEqual(0.47760245249961364, range.Max, 1e-10); MultipleLinearRegression mlr = new MultipleLinearRegression(2, false); mlr.Regress(inputs, outputs); double r2 = mlr.CoefficientOfDetermination(inputs, outputs, false); double r2a = mlr.CoefficientOfDetermination(inputs, outputs, true); Assert.AreEqual(r2, target.RSquared); Assert.AreEqual(r2a, target.RSquareAdjusted); }
public void ComputeTest() { // Example 5.1 from // http://www.weibull.com/DOEWeb/estimating_regression_models_using_least_squares.htm double[][] inputs = { new double[] { 41.9, 29.1 }, // 1 new double[] { 43.4, 29.3 }, // 2 new double[] { 43.9, 29.5 }, // 3 new double[] { 44.5, 29.7 }, // 4 new double[] { 47.3, 29.9 }, // 5 new double[] { 47.5, 30.3 }, // 6 new double[] { 47.9, 30.5 }, // 7 new double[] { 50.2, 30.7 }, // 8 new double[] { 52.8, 30.8 }, // 9 new double[] { 53.2, 30.9 }, // 10 new double[] { 56.7, 31.5 }, // 11 new double[] { 57.0, 31.7 }, // 12 new double[] { 63.5, 31.9 }, // 13 new double[] { 65.3, 32.0 }, // 14 new double[] { 71.1, 32.1 }, // 15 new double[] { 77.0, 32.5 }, // 16 new double[] { 77.8, 32.9 }, // 17 }; double[] outputs = { 251.3, 251.3, 248.3, 267.5, 273.0, 276.5, 270.3, 274.9, 285.0, 290.0, 297.0, 302.5, 304.5, 309.3, 321.7, 330.7, 349.0, }; var target = new MultipleLinearRegressionAnalysis(inputs, outputs, intercept: true); target.Compute(); Assert.AreEqual(0.968022, target.RSquared, 1e-5); Assert.AreEqual(0.963454, target.RSquareAdjusted, 1e-5); Assert.AreEqual(2, target.Table[0].DegreesOfFreedom); Assert.AreEqual(14, target.Table[1].DegreesOfFreedom); Assert.AreEqual(16, target.Table[2].DegreesOfFreedom); Assert.AreEqual(12816.345909673832, target.Table[0].SumOfSquares, 1e-10); Assert.AreEqual(423.37409032616614, target.Table[1].SumOfSquares, 1e-10); Assert.AreEqual(13239.719999999998, target.Table[2].SumOfSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[2].SumOfSquares)); Assert.AreEqual(6408.1729548369158, target.Table[0].MeanSquares, 1e-10); Assert.AreEqual(30.241006451869008, target.Table[1].MeanSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].MeanSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].MeanSquares)); Assert.AreEqual(211.90342871147618, target.Table[0].Statistic.Value, 1e-10); Assert.AreEqual(0.000000000034191538489380946, target.Table[0].Significance.PValue, 1e-16); Assert.IsFalse(Double.IsNaN(target.Table[0].Significance.PValue)); Assert.AreEqual(1.2387232694931045, target.Coefficients[0].Value, 1e-10); Assert.AreEqual(12.082353323342893, target.Coefficients[1].Value, 1e-10); Assert.AreEqual(-153.51169396147372, target.Coefficients[2].Value, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[2].Value)); Assert.IsFalse(target.Coefficients[0].IsIntercept); Assert.IsFalse(target.Coefficients[1].IsIntercept); Assert.IsTrue(target.Coefficients[2].IsIntercept); Assert.AreEqual(0.394590262021004, target.Coefficients[0].StandardError, 1e-10); Assert.AreEqual(3.9322914100115307, target.Coefficients[1].StandardError, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].StandardError)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].StandardError)); Assert.AreEqual(3.1392646720388844, target.Coefficients[0].TTest.Statistic, 1e-10); Assert.AreEqual(3.0725986615797285, target.Coefficients[1].TTest.Statistic, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].TTest.Statistic)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].TTest.Statistic)); DoubleRange range; range = target.Coefficients[0].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(0.54372744151743968, range.Min, 1e-10); Assert.AreEqual(1.9337190974687695, range.Max, 1e-10); range = target.Coefficients[1].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(5.1563686060690417, range.Min, 1e-10); Assert.AreEqual(19.008338040616746, range.Max, 1e-10); MultipleLinearRegression mlr = new MultipleLinearRegression(2, true); mlr.Regress(inputs, outputs); double r2 = mlr.CoefficientOfDetermination(inputs, outputs, false); double r2a = mlr.CoefficientOfDetermination(inputs, outputs, true); Assert.AreEqual(r2, target.RSquared); Assert.AreEqual(r2a, target.RSquareAdjusted); }
public void ComputeTest2() { // Consider the following data. An experimenter would // like to infer a relationship between two variables // A and B and a corresponding outcome variable R. double[][] example = { // A B R new double[] { 6.41, 10.11, 26.1 }, new double[] { 6.61, 22.61, 33.8 }, new double[] { 8.45, 11.11, 52.7 }, new double[] { 1.22, 18.11, 16.2 }, new double[] { 7.42, 12.81, 87.3 }, new double[] { 4.42, 10.21, 12.5 }, new double[] { 8.61, 11.94, 77.5 }, new double[] { 1.73, 13.13, 12.1 }, new double[] { 7.47, 17.11, 86.5 }, new double[] { 6.11, 15.13, 62.8 }, new double[] { 1.42, 16.11, 17.5 }, }; // For this, we first extract the input and output // pairs. The first two columns have values for the // input variables, and the last for the output: double[][] inputs = example.GetColumns(0, 1); double[] output = example.GetColumn(2); // Next, we can create a new multiple linear regression for the variables var regression = new MultipleLinearRegressionAnalysis(inputs, output, intercept: true); regression.Compute(); // compute the analysis // Now we can show a summary of analysis // Accord.Controls.DataGridBox.Show(regression.Coefficients); // We can also show a summary ANOVA // Accord.Controls.DataGridBox.Show(regression.Table); // And also extract other useful information, such // as the linear coefficients' values and std errors: double[] coef = regression.CoefficientValues; double[] stde = regression.StandardErrors; // Coefficients of performance, such as r² double rsquared = regression.RSquared; // Hypothesis tests for the whole model ZTest ztest = regression.ZTest; FTest ftest = regression.FTest; // and for individual coefficients TTest ttest0 = regression.Coefficients[0].TTest; TTest ttest1 = regression.Coefficients[1].TTest; // and also extract confidence intervals DoubleRange ci = regression.Coefficients[0].Confidence; Assert.AreEqual(3, coef.Length); Assert.AreEqual(8.7405051051757816, coef[0]); Assert.AreEqual(1.1198079243314365, coef[1], 1e-10); Assert.AreEqual(-19.604474518407862, coef[2], 1e-10); Assert.IsFalse(coef.HasNaN()); Assert.AreEqual(2.375916659234715, stde[0], 1e-10); Assert.AreEqual(1.7268508921418664, stde[1], 1e-10); Assert.AreEqual(30.989640986710953, stde[2], 1e-10); Assert.IsFalse(coef.HasNaN()); Assert.AreEqual(0.62879941171298936, rsquared); Assert.AreEqual(0.99999999999999822, ztest.PValue); Assert.AreEqual(0.018986050133298293, ftest.PValue, 1e-10); Assert.AreEqual(0.0062299844256985537, ttest0.PValue); Assert.AreEqual(0.53484850318449118, ttest1.PValue, 1e-14); Assert.IsFalse(Double.IsNaN(ttest1.PValue)); Assert.AreEqual(3.2616314640800566, ci.Min); Assert.AreEqual(14.219378746271506, ci.Max); }
public void ComputeTest() { // Example 5.1 from // http://www.weibull.com/DOEWeb/estimating_regression_models_using_least_squares.htm double[][] inputs = { new double[] { 41.9, 29.1 }, // 1 new double[] { 43.4, 29.3 }, // 2 new double[] { 43.9, 29.5 }, // 3 new double[] { 44.5, 29.7 }, // 4 new double[] { 47.3, 29.9 }, // 5 new double[] { 47.5, 30.3 }, // 6 new double[] { 47.9, 30.5 }, // 7 new double[] { 50.2, 30.7 }, // 8 new double[] { 52.8, 30.8 }, // 9 new double[] { 53.2, 30.9 }, // 10 new double[] { 56.7, 31.5 }, // 11 new double[] { 57.0, 31.7 }, // 12 new double[] { 63.5, 31.9 }, // 13 new double[] { 65.3, 32.0 }, // 14 new double[] { 71.1, 32.1 }, // 15 new double[] { 77.0, 32.5 }, // 16 new double[] { 77.8, 32.9 }, // 17 }; double[] outputs = { 251.3, 251.3, 248.3, 267.5, 273.0, 276.5, 270.3, 274.9, 285.0, 290.0, 297.0, 302.5, 304.5, 309.3, 321.7, 330.7, 349.0, }; var target = new MultipleLinearRegressionAnalysis(inputs, outputs, intercept: true); target.Compute(); Assert.AreEqual(0.968022, target.RSquared, 1e-5); Assert.AreEqual(0.963454, target.RSquareAdjusted, 1e-5); Assert.AreEqual(2, target.Table[0].DegreesOfFreedom); Assert.AreEqual(14, target.Table[1].DegreesOfFreedom); Assert.AreEqual(16, target.Table[2].DegreesOfFreedom); Assert.AreEqual(12816.345909673832, target.Table[0].SumOfSquares, 1e-10); Assert.AreEqual(423.37409032616614, target.Table[1].SumOfSquares, 1e-10); Assert.AreEqual(13239.719999999998, target.Table[2].SumOfSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[2].SumOfSquares)); Assert.AreEqual(6408.1729548369158, target.Table[0].MeanSquares, 1e-10); Assert.AreEqual(30.241006451869008, target.Table[1].MeanSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].MeanSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].MeanSquares)); Assert.AreEqual(211.90342871147618, target.Table[0].Statistic.Value, 1e-10); Assert.AreEqual(0.000000000034191538489380946, target.Table[0].Significance.PValue, 1e-16); Assert.IsFalse(Double.IsNaN(target.Table[0].Significance.PValue)); Assert.AreEqual(1.2387232694931045, target.Coefficients[0].Value, 1e-10); Assert.AreEqual(12.082353323342893, target.Coefficients[1].Value, 1e-10); Assert.AreEqual(-153.51169396147372, target.Coefficients[2].Value, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[2].Value)); Assert.IsFalse(target.Coefficients[0].IsIntercept); Assert.IsFalse(target.Coefficients[1].IsIntercept); Assert.IsTrue(target.Coefficients[2].IsIntercept); Assert.AreEqual(0.394590262021004, target.Coefficients[0].StandardError, 1e-10); Assert.AreEqual(3.9322914100115307, target.Coefficients[1].StandardError, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].StandardError)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].StandardError)); Assert.AreEqual(3.1392646720388844, target.Coefficients[0].TTest.Statistic, 1e-10); Assert.AreEqual(3.0725986615797285, target.Coefficients[1].TTest.Statistic, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].TTest.Statistic)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].TTest.Statistic)); DoubleRange range; range = target.Coefficients[0].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(0.54372744151743968, range.Min, 1e-10); Assert.AreEqual(1.9337190974687695, range.Max, 1e-10); range = target.Coefficients[1].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(5.1563686060690417, range.Min, 1e-10); Assert.AreEqual(19.008338040616746, range.Max, 1e-10); MultipleLinearRegression mlr = new MultipleLinearRegression(2, true); mlr.Regress(inputs, outputs); double r2 = mlr.CoefficientOfDetermination(inputs, outputs, false); double r2a = mlr.CoefficientOfDetermination(inputs, outputs, true); Assert.AreEqual(r2, target.RSquared); Assert.AreEqual(r2a, target.RSquareAdjusted); }
public void RegressTest7() { double[][] example2 = { new double[] { -0.47, 1.16, -1.25 }, new double[] { 0.55, 1.15, -0.78 }, new double[] { 1.38, 0.63, -0.84 }, new double[] { 0.99, 0.63, -0.81 }, new double[] { 1.72, 0.62, -1.59 }, new double[] { 1.05, 0.62, -1.05 }, new double[] { -0.51, 0.62, -0.98 }, new double[] { 1.83, 0.61, 0.86 }, new double[] { 1.16, 0.61, 0.15 }, new double[] { 0.59, 0.61, -0.28 }, new double[] { 0.40, 0.60, -0.30 }, new double[] { 0.48, 0.60, -0.41 }, new double[] { 1.28, 0.53, -0.31 }, new double[] { 0.36, 0.53, -0.41 }, new double[] { 0.93, 0.16, -0.19 }, new double[] { -0.61, 0.16, -0.32 }, new double[] { -0.58, 0.16, -0.01 }, new double[] { 0.53, 0.16, -0.13 }, new double[] { 1.48, 0.16, 1.12 }, new double[] { -0.34, 0.15, -0.10 }, new double[] { 0.81, 0.15, 0.14 }, new double[] { 0.85, 0.15, -0.02 }, new double[] { 0.69, 0.15, -0.16 }, new double[] { 0.39, 0.15, -0.33 }, new double[] { 0.70, 0.00, 2.00 }, new double[] { 0.25, 0.00, -0.01 }, new double[] { -0.96, 0.85, -0.19 }, new double[] { 1.04, 0.84, 0.35 }, new double[] { 0.30, 0.83, 0.05 }, new double[] { 0.28, 0.83, 0.84 }, new double[] { 0.18, 0.82, 0.06 }, new double[] { 0.49, 0.81, 0.41 }, new double[] { 0.40, 0.81, 0.50 }, new double[] { 0.41, 0.80, 0.00 }, new double[] { 0.06, 0.79, 0.39 }, new double[] { 0.55, 0.79, 0,55 }, }; double[][] inputs = example2.GetColumns(1, 2); double[] outputs = example2.GetColumn(0); bool thrown = false; MultipleLinearRegressionAnalysis target; try { target = new MultipleLinearRegressionAnalysis(inputs, outputs, new string[0], "Test", false); } catch (ArgumentException) { thrown = true; } Assert.IsTrue(thrown); target = new MultipleLinearRegressionAnalysis(inputs, outputs, new string[2], "Test", false); target.Compute(); Assert.AreEqual(target.Array, inputs); Assert.AreEqual(target.Outputs, outputs); Assert.AreEqual(-0.19371930561139417, target.RSquared, 1e-5); Assert.AreEqual(-0.26606593019390279, target.RSquareAdjusted, 1e-5); Assert.AreEqual(2, target.Table[0].DegreesOfFreedom); Assert.AreEqual(33, target.Table[1].DegreesOfFreedom); Assert.AreEqual(35, target.Table[2].DegreesOfFreedom); Assert.AreEqual(-2.9165797494934651, target.Table[0].SumOfSquares, 1e-10); Assert.AreEqual(17.972279749493463, target.Table[1].SumOfSquares, 1e-10); Assert.AreEqual(15.055699999999998, target.Table[2].SumOfSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].SumOfSquares)); Assert.IsFalse(Double.IsNaN(target.Table[2].SumOfSquares)); Assert.AreEqual(-1.4582898747467326, target.Table[0].MeanSquares, 1e-10); Assert.AreEqual(0.54461453786343827, target.Table[1].MeanSquares, 1e-10); Assert.IsFalse(Double.IsNaN(target.Table[0].MeanSquares)); Assert.IsFalse(Double.IsNaN(target.Table[1].MeanSquares)); Assert.AreEqual(-2.6776550630978524, target.Table[0].Statistic.Value, 1e-10); Assert.AreEqual(1, target.Table[0].Significance.PValue, 1e-16); Assert.IsFalse(Double.IsNaN(target.Table[0].Significance.PValue)); Assert.AreEqual(0.72195200211671728, target.Coefficients[0].Value, 1e-10); Assert.AreEqual(0.15872233321508125, target.Coefficients[1].Value, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].Value)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].Value)); Assert.IsFalse(target.Coefficients[0].IsIntercept); Assert.IsFalse(target.Coefficients[1].IsIntercept); Assert.AreEqual(0.20506051379737225, target.Coefficients[0].StandardError, 1e-10); Assert.AreEqual(0.18842330299464302, target.Coefficients[1].StandardError, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].StandardError)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].StandardError)); Assert.AreEqual(3.5206778172325479, target.Coefficients[0].TTest.Statistic, 1e-10); Assert.AreEqual(0.84237103740609942, target.Coefficients[1].TTest.Statistic, 1e-10); Assert.IsFalse(Double.IsNaN(target.Coefficients[0].TTest.Statistic)); Assert.IsFalse(Double.IsNaN(target.Coefficients[1].TTest.Statistic)); DoubleRange range; range = target.Coefficients[0].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(0.37491572761667513, range.Min, 1e-10); Assert.AreEqual(1.0689882766167593, range.Max, 1e-10); range = target.Coefficients[1].TTest.GetConfidenceInterval(0.9); Assert.AreEqual(-0.16015778606945111, range.Min, 1e-10); Assert.AreEqual(0.47760245249961364, range.Max, 1e-10); MultipleLinearRegression mlr = new MultipleLinearRegression(2, false); mlr.Regress(inputs, outputs); double r2 = mlr.CoefficientOfDetermination(inputs, outputs, false); double r2a = mlr.CoefficientOfDetermination(inputs, outputs, true); Assert.AreEqual(r2, target.RSquared); Assert.AreEqual(r2a, target.RSquareAdjusted); }
public void ComputeTest2() { // Consider the following data. An experimenter would // like to infer a relationship between two variables // A and B and a corresponding outcome variable R. double[][] example = { // A B R new double[] { 6.41, 10.11, 26.1 }, new double[] { 6.61, 22.61, 33.8 }, new double[] { 8.45, 11.11, 52.7 }, new double[] { 1.22, 18.11, 16.2 }, new double[] { 7.42, 12.81, 87.3 }, new double[] { 4.42, 10.21, 12.5 }, new double[] { 8.61, 11.94, 77.5 }, new double[] { 1.73, 13.13, 12.1 }, new double[] { 7.47, 17.11, 86.5 }, new double[] { 6.11, 15.13, 62.8 }, new double[] { 1.42, 16.11, 17.5 }, }; // For this, we first extract the input and output // pairs. The first two columns have values for the // input variables, and the last for the output: double[][] inputs = example.GetColumns(0, 1); double[] output = example.GetColumn(2); // Next, we can create a new multiple linear regression for the variables var regression = new MultipleLinearRegressionAnalysis(inputs, output, intercept: true); regression.Compute(); // compute the analysis // Now we can show a summary of analysis // Accord.Controls.DataGridBox.Show(regression.Coefficients); // We can also show a summary ANOVA // Accord.Controls.DataGridBox.Show(regression.Table); // And also extract other useful information, such // as the linear coefficients' values and std errors: double[] coef = regression.CoefficientValues; double[] stde = regression.StandardErrors; // Coefficients of performance, such as r² double rsquared = regression.RSquared; // Hypothesis tests for the whole model ZTest ztest = regression.ZTest; FTest ftest = regression.FTest; // and for individual coefficients TTest ttest0 = regression.Coefficients[0].TTest; TTest ttest1 = regression.Coefficients[1].TTest; // and also extract confidence intervals DoubleRange ci = regression.Coefficients[0].Confidence; Assert.AreEqual(3, coef.Length); Assert.AreEqual(8.7405051051757816, coef[0]); Assert.AreEqual(1.1198079243314365, coef[1], 1e-10); Assert.AreEqual(-19.604474518407862, coef[2], 1e-10); Assert.IsFalse(coef.HasNaN()); Assert.AreEqual(2.375916659234715, stde[0], 1e-10); Assert.AreEqual(1.7268508921418664, stde[1], 1e-10); Assert.AreEqual(30.989640986710953, stde[2], 1e-10); Assert.IsFalse(coef.HasNaN()); Assert.AreEqual(0.62879941171298936, rsquared); Assert.AreEqual(0.99999999999999822, ztest.PValue); Assert.AreEqual(0.018986050133298293, ftest.PValue, 1e-10); Assert.AreEqual(0.0062299844256985537, ttest0.PValue); Assert.AreEqual(0.53484850318449118, ttest1.PValue, 1e-14); Assert.IsFalse(Double.IsNaN(ttest1.PValue)); Assert.AreEqual(3.2616314640800566, ci.Min); Assert.AreEqual(14.219378746271506, ci.Max); }
private void buildModel() { if (independentVls == null) { getMatrix(); } if (intOrigin) { rA = new MultipleLinearRegressionAnalysis(independentVls, dependentVls, false); } else { rA = new MultipleLinearRegressionAnalysis(independentVls, dependentVls, true); } rA.Compute(); rmse = rA.StandardError; ftest = rA.FTest.Statistic; pv = rA.FTest.PValue; r2 = rA.RSquared; ar2 = rA.RSquareAdjusted; double[] c = rA.CoefficientValues; double[] c2; int adj = 1; if (intOrigin) { c2 = new double[c.Length + 1]; adj = 0; } else { c2 = new double[c.Length]; } for (int i = 0; i < c2.Length - adj; i++) { c2[i + 1] = c[i]; } if (intOrigin) { c2[0] = 0; } else { c2[0] = c.Last(); } coefficients = c2; double[] s = rA.StandardErrors; double[] s2 = new double[c2.Length]; for (int i = 0; i < s2.Length - adj; i++) { s2[i + 1] = s[i]; } if (intOrigin) { s2[0] = 0; } else { s2[0] = s.Last(); } standarderrors = s2; }