phpOMS/Math/Statistic/Forecast/Regression/MultipleLinearRegression.php
Dennis Eichhorn cdd1434799 Forecasting implementations
Implementing more regressions, arima draft (not complete), some more
average and error functions.
2016-07-19 16:49:52 +02:00

19 lines
433 B
PHP

<?php
class MultipleLinearRegression {
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 {}
}