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Statsample::Regression::Multiple::RubyEngine

Pure Ruby Class for Multiple Regression Analysis. Slower than AlglibEngine, but is pure ruby and can use a pairwise aproach for missing values. Coeffient calculation uses correlation matrix between the vectors If you need listwise aproach for missing values, use AlglibEngine, because is faster.

Example:

@a=[1,3,2,4,3,5,4,6,5,7].to_vector(:scale)
@b=[3,3,4,4,5,5,6,6,4,4].to_vector(:scale)
@c=[11,22,30,40,50,65,78,79,99,100].to_vector(:scale)
@y=[3,4,5,6,7,8,9,10,20,30].to_vector(:scale)
ds={'a'=>@a,'b'=>@b,'c'=>@c,'y'=>@y}.to_dataset
lr=Statsample::Regression::Multiple::RubyEngine.new(ds,'y')

Public Class Methods

new(ds,y_var, opts=Hash.new) click to toggle source
# File lib/statsample/regression/multiple/rubyengine.rb, line 19
def initialize(ds,y_var, opts=Hash.new)
  matrix=ds.correlation_matrix
  fields_indep=ds.fields-[y_var]
  default={
    :y_mean=>ds[y_var].mean,
    :x_mean=>fields_indep.inject({}) {|ac,f|  ac[f]=ds[f].mean; ac},
    :y_sd=>ds[y_var].sd,
    :x_sd=>fields_indep.inject({}) {|ac,f|  ac[f]=ds[f].sd; ac},
    :cases=>Statsample::Bivariate.min_n_valid(ds)
  }
  opts=opts.merge(default)
  super(matrix, y_var, opts)
  @ds=ds
  @dy=ds[@y_var]
  @ds_valid=ds.dup_only_valid
  @total_cases=@ds.cases
  @valid_cases=@ds_valid.cases
  @ds_indep = ds.dup(ds.fields-[y_var])
  set_dep_columns
end

Public Instance Methods

constant_se() click to toggle source

Standard error for constant

# File lib/statsample/regression/multiple/rubyengine.rb, line 84
def constant_se
  estimated_variance_covariance_matrix[0,0]
end
fix_with_mean() click to toggle source
# File lib/statsample/regression/multiple/rubyengine.rb, line 47
def fix_with_mean
  i=0
  @ds_indep.each do |row|
    empty=[]
    row.each do |k,v|
      empty.push(k) if v.nil?
    end
    if empty.size==1
      @ds_indep[empty[0]][i]=@ds[empty[0]].mean
    end
    i+=1
  end
  @ds_indep.update_valid_data
  set_dep_columns
end
fix_with_regression() click to toggle source
# File lib/statsample/regression/multiple/rubyengine.rb, line 62
def fix_with_regression
  i=0
  @ds_indep.each{|row|
    empty=[]
    row.each{|k,v|
        empty.push(k) if v.nil?
    }
    if empty.size==1
      field=empty[0]
      lr=MultipleRegression.new(@ds_indep,field)
      fields=[]
      @ds_indep.fields.each{|f|
          fields.push(row[f]) unless f==field
      }
      @ds_indep[field][i]=lr.process(fields)
    end
    i+=1
  }
  @ds_indep.update_valid_data
  set_dep_columns
end
set_dep_columns() click to toggle source
# File lib/statsample/regression/multiple/rubyengine.rb, line 40
def set_dep_columns
  @dep_columns=[]
  @ds_indep.each_vector{|k,v|
    @dep_columns.push(v.data_with_nils)
  }                
end

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