How to resolve the algorithm Multiple regression step by step in the FreeBASIC programming language
Published on 12 May 2024 09:40 PM
How to resolve the algorithm Multiple regression step by step in the FreeBASIC programming language
Table of Contents
Problem Statement
Given a set of data vectors in the following format: Compute the vector
β
{
β
1
,
β
2
, . . . ,
β
k
}
{\displaystyle \beta ={\beta _{1},\beta _{2},...,\beta _{k}}}
using ordinary least squares regression using the following equation: You can assume y is given to you as a vector (a one-dimensional array), and X is given to you as a two-dimensional array (i.e. matrix).
Let's start with the solution:
Step by Step solution about How to resolve the algorithm Multiple regression step by step in the FreeBASIC programming language
Source code in the freebasic programming language
Const N = 14, M = 2, Q = 3 ' number of points and M.R. polynom degree
Dim As Double X(0 to N) = {1.47,1.50,1.52,1.55,1.57, _
1.60,1.63,1.65,1.68,1.70,1.73,1.75,1.78,1.80,1.83} ' data points
Dim As Double Y(0 to N) = {52.21,53.12,54.48,55.84,57.20, _
58.57,59.93,61.29,63.11,64.47,66.28,68.10,69.92,72.19,74.46} ' data points
Dim As Double S(N), T(N) ' linear system coefficient
Dim As Double A(M, Q) ' sistem to be solved
Dim As Integer i, k, j, fila, columna
Dim as Double z
For k = 0 To 2*M
S(k) = 0 : T(k) = 0
For i = 0 To N
S(k) += X(i) ^ k
If k <= M Then T(k) += Y(i) * X(i) ^ k
Next i
Next k
' build linear system
For fila = 0 To M
For columna = 0 To M
A(fila, columna) = S(fila+columna)
Next columna
A(fila, columna) = T(fila)
Next fila
Print "Linear system coefficents:"
For i = 0 To M
For j = 0 To M+1
Print Using "######.#"; A(i,j);
Next j
Print
Next i
For j = 0 To M
For i = j To M
If A(i,j) <> 0 Then Exit For
Next i
If i = M+1 Then
Print !"\nSINGULAR MATRIX '"
Sleep: End
End If
For k = 0 To M+1
Swap A(j,k), A(i,k)
Next k
z = 1 / A(j,j)
For k = 0 To M+1
A(j,k) = z * A(j,k)
Next k
For i = 0 To M
If i <> j Then
z = -A(i,j)
For k = 0 To M+1
A(i,k) += z * A(j,k)
Next k
End If
Next i
Next j
Print !"\nSolutions:"
For i = 0 To M
Print Using " #####.#######"; A(i,M+1);
Next i
Sleep
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