#!/usr/bin/env python3
"``naginterface.library.correg.linregm_fit`` Python Example."
# NAG Copyright 2017-2019.
# pylint: disable=invalid-name,too-many-locals
import numpy as np
from naginterfaces.library import correg
[docs]def main():
"""
Example for :func:`naginterfaces.library.correg.linregm_fit`.
Fit a general (multiple) linear regression model.
>>> main()
naginterfaces.library.correg.linregm_fit Python Example Results.
Fit a general (multiple) linear regression model.
Fitted model summary:
Model is not of full rank
Rank: 4
RSS is 2.223e+01
Degrees of freedom 8
Term Estimate Standard Error
Intercept: 3.056e+01 3.849e-01
Variable: 1 5.447e+00 8.390e-01
Variable: 2 6.743e+00 8.390e-01
Variable: 3 1.105e+01 8.390e-01
Variable: 4 7.320e+00 8.390e-01
"""
print('naginterfaces.library.correg.linregm_fit Python Example Results.')
print('Fit a general (multiple) linear regression model.')
# The observations:
x = np.array([
[1., 0., 0., 0.],
[0., 0., 0., 1.],
[0., 1., 0., 0.],
[0., 0., 1., 0.],
[0., 0., 0., 1.],
[0., 1., 0., 0.],
[0., 0., 0., 1.],
[1., 0., 0., 0.],
[0., 0., 1., 0.],
[1., 0., 0., 0.],
[0., 0., 1., 0.],
[0., 1., 0., 0.]
])
# The independent variables to include:
isx = [1]*x.shape[1]
# The dependent observations:
y = [
33.63, 39.62, 38.18, 41.46, 38.02, 35.83,
35.99, 36.58, 42.92, 37.80, 40.43, 37.89,
]
fit = correg.linregm_fit(
x, isx, y,
)
print('Fitted model summary:')
print('Model is ' + ('not ' if fit.svd else '') + 'of full rank')
print('Rank: {:d}'.format(fit.irank))
print('RSS is {:.3e}'.format(fit.rss))
print('Degrees of freedom {:d}'.format(fit.idf))
print('Term' + ' '*9 + 'Estimate' + ' '*2 + 'Standard Error')
print('Intercept: {:.3e} {:.3e}'.format(fit.b[0], fit.se[0]))
for i, b_i in enumerate(fit.b):
if i == 0:
continue
print('Variable:' + ' '*2 + '{:d} {:.3e} {:.3e}'.format(
i, b_i, fit.se[i]
))
if __name__ == '__main__':
import doctest
import sys
sys.exit(
doctest.testmod(
None, verbose=True, report=False,
optionflags=doctest.REPORT_NDIFF,
).failed
)
