Scilab 5.3.1
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Please note that the recommended version of Scilab is 2025.0.0. This page might be outdated.
See the recommended documentation of this function
reglin
線形回帰
C呼び出し手順
[a,b,sig]=reglin(x,y)
説明
最小二乗解として回帰問題y=a*x+ bを解きます.
sig
は残差の標準偏差です.
x
および y
は大きさ x(p,n)
および y(q,n)
の行列, ただしn
はサンプル数,です.
推定器 a
は大きさ (q,p)
の行列,
b
は大きさ
(q,1)
のベクトルです.
// simulation of data for a(3,5) and b(3,1) x=rand(5,100); aa=testmatrix('magi',5);aa=aa(1:3,:); bb=[9;10;11] y=aa*x +bb*ones(1,100)+ 0.1*rand(3,100); // identification [a,b,sig]=reglin(x,y); maxi(abs(aa-a)) maxi(abs(bb-b)) // an other example : fitting a polynom f=1:100; x=[f.*f; f]; y= [ 2,3]*x+ 10*ones(f) + 0.1*rand(f); [a,b]=reglin(x,y)
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