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regress
2つの変数の回帰係数
呼び出し手順
coefs=regress(x,y)
パラメータ
- x,y
実数または複素数のベクトル
説明
この関数は,共に同じ要素数n
の数値ベクトルである
2つの変数x
および y
の
回帰係数を計算します.
coefs=[a b]
は,
Y=a+bX
が
データの最小二乗推定近似の方程式となるような
1x2行列です.
参考文献
Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.
例
x=[0.5608486 0.6623569 0.7263507 0.1985144 0.5442573 0.2320748 0.2312237] y=[0.3616361 0.2922267 0.5664249 0.4826472 0.3321719 0.5935095 0.5015342] coefs=regress(x,y)
参照
- covar — 2つの変数の共分散
作者
Carlos Klimann
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