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Multiple linear regression 1.0

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  Multiple linear regression 1.0 aminer <aminer@toto.net> - 2014-06-04 19:17 -0700
    Re: Multiple linear regression 1.0 aminer <aminer@toto.net> - 2014-06-04 19:57 -0700

#2409 — Multiple linear regression 1.0

Hello,

Multiple linear regression 1.0


Authors: Amine Moulay Ramdane

Email: aminer@videotron.ca

Description:

Description: Multiple linear regression that uses SIMD SSE2 instructions 
and that implements the following mathematical theorem:

If A is an m x n rank n matrix, then the least-squares solutions to the 
system A*vector(X) = vector(C) are the solutions to the system:

A*vector(X) = A*inverse(transpose(A)*A))*transpose(A)*vector(C).

This system has the following unique solution:

vector(X) = inverse(transpose(A)*A)*transpose(A)*vector(C)

I have also included a Matrix library called LinMath that uses SIMD SSE2 
instructions and that is multithreaded, LinMath was derived fom mrmath 
Matrix library by Rabatscher Michael Matrix library and modified to 
become compatible with both FreePascal and Delphi.
LinMath is offered under the licence agreement described on:

http://www.mrsoft.org/


You can download Multiple linear regression 1.0 from:

https://sites.google.com/site/aminer68/multiple-linear-regression


Language: FPC Pascal v2.2.0+ / Delphi 7+: http://www.freepascal.org/

Operating Systems: Windows, Mac OSX , Linux...

Required FPC switches: -O3 -Sd

-Sd for delphi mode....

Required Delphi switches:  -$H+



Thank you,
Amine Moulay Ramdane.

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#2410

Hello,

This Multiple linear regression program does
show the equation that approximate the statistical
data and it calculates and shows the Coefficient of
determination R^2


I will enhance it more in the next version.



Thank you,
Amine Moulay Ramdane

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