PHP实现简单线性回归之数学库的重要性

 
<?php  
// Copyright 2003, Paul Meagher  
// Distributed under GPL    
function SimpleLinearRegression($X, $Y, $ConfidenceInterval="95") { 
  $numX = count($X); 
  $numY = count($Y); 
  if ($numX != $numY) { 
    die("Error: Size of X and Y vectors must be the same."); 
  }  
  if ($numX <= 1) {  
    die("Error: Size of input array must be at least 2."); 
  } 
   
  $this->n               = $numX; 
  $this->X               = $X; 
  $this->Y               = $Y;   
   
  $this->ConfInt         = $ConfidenceInterval;  
  $this->Alpha           = (1 + ($this->ConfInt / 100) ) / 2; 
  $this->XMean           = $this->getMean($this->X); 
  $this->YMean           = $this->getMean($this->Y); 
  $this->SumXX           = $this->getSumXX(); 
  $this->SumYY           = $this->getSumYY(); 
  $this->SumXY           = $this->getSumXY();     
  $this->Slope           = $this->getSlope(); 
  $this->YInt            = $this->getYInt(); 
  $this->PredictedY      = $this->getPredictedY(); 
  $this->Error           = $this->getError(); 
  $this->SquaredError    = $this->getSquaredError(); 
  $this->SumError        = $this->getSumError(); 
  $this->TotalError      = $this->getTotalError();     
  $this->SumSquaredError = $this->getSumSquaredError(); 
  $this->ErrorVariance   = $this->getErrorVariance(); 
  $this->StdErr          = $this->getStdErr();   
  $this->SlopeStdErr     = $this->getSlopeStdErr();      
  $this->YIntStdErr      = $this->getYIntStdErr();          
  $this->SlopeTVal       = $this->getSlopeTVal();             
  $this->YIntTVal        = $this->getYIntTVal();                 
  $this->R               = $this->getR();    
  $this->RSquared        = $this->getRSquared(); 
  $this->DF              = $this->getDF();           
  $this->SlopeProb       = $this->getStudentProb($this->SlopeTVal, $this->DF); 
  $this->YIntProb        = $this->getStudentProb($this->YIntTVal, $this->DF); 
  $this->AlphaTVal       = $this->getInverseStudentProb($this->Alpha, $this->DF); 
  $this->ConfIntOfSlope  = $this->getConfIntOfSlope();  
  return true; 
} 
?> 

 
$PredictedY[$i] = $YIntercept + $Slope * $X[$i]