phpOMS/Math/Statistic/Forecast/Regression/MultipleLinearRegression.php

<?php

namespace phpOMS\Math\Statistic\Forecast\Regression;

class MultipleLinearRegression
{
    /**
     * {@inheritdoc}
     */
    public static function getRegression(array $x, array $y) : array
    {
        $X = new Matrix(count($x), count($x[0]));
        $X->setArray($x);
        $XT = $X->transpose();

        $Y = new Matrix(count($y));
        $Y->setArray($y);


        return $XT->mult($X)->inverse()->mult($XT)->mult($Y)->toArray();
    }

    public static function getVariance() : float
    {
    }

    public static function getPredictionInterval() : array
    {
    }
}