Groups | Search | Server Info | Keyboard shortcuts | Login | Register [http] [https] [nntp] [nntps]

Groups > comp.programming > #7456

Multiple linear regression 1.23

Show all headers | View raw

Hello...


Multiple linear regression 1.23


Authors: Amine Moulay Ramdane

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 updated my multiple linear regression program to support SEE 
(Standard Error of the Estimate), the "SEE" is important in quality 
control, the interpretation of SEE is similar to standard deviation's 
"68-95-99 rule", that is, 68% of the time the predicted score will fall 
plus-or-minus 1 x SEE of the actual score based on the regression 
equation, 95% of the time the predicted score will fall plus-or-minus 2 
x SEE , and 99% of the time the predicted score will fall plus-or-minus 
3 x SEE.

So my Multiple linear regression program does show the multiple 
regression equation that approximate the statistical data and it 
calculates and shows the Coefficient of determination R2 and it 
calculates and shows the Standard Error of the Estimate.

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 and modified to become compatible 
with both FreePascal and Delphi.

LinMath is offered under the licence agreement described on:

http://www.mrsoft.org/

Please note that the example inside the "test.pas" inside the zip file 
have a mathematical function of 4 variables as:

a5:=f(a1,a2,a3,a4)

but notice that if you are using a mathematical function of 4 variables 
as in my example inside  the test.pas source code, the 5th variable 
inside the mat2 matrix must be always 1,  this is how my solver works, 
but if you have a mathematical function of 2 variables the 3th variable 
inside the mat2 matrix must be always 1 , please take a look at the 
source code inside the "test.pas" example and you will understand , it's 
really easy to work with my multiple linear regression solver.


You can download it from:

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


Thank you,
Amine Moulay Ramdane.

Back to comp.programming | Previous | Next | Find similar | Unroll thread

Thread

Multiple linear regression 1.23 Ramine <toto@toto.net> - 2017-02-09 09:57 -0500

csiph-web