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Scilab help >> Statistics > regress

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.

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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Last updated:
Thu May 12 11:45:55 CEST 2011