Safe Haskell | None |
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Statistics.Regression
Description
Functions for regression analysis.
Documentation
Arguments
:: Matrix | A has at least as many rows as columns. |
-> Vector | b has the same length as columns in A. |
-> Vector |
Compute the ordinary least-squares solution to A x = b.
Arguments
:: Matrix | Predictors (regressors). |
-> Vector | Responders. |
-> Vector | Regression coefficients. |
-> Double |
Compute R², the coefficient of determination that indicates goodness-of-fit of a regression.
This value will be 1 if the predictors fit perfectly, dropping to 0 if they have no explanatory power.