regression

README

regression

Multivariable Linear Regression in Go (golang)

installation

go get github.com/sajari/regression

usage

Import the package, create a regression and add data to it. You can use as many variables as you like, in the below example there are 3 variables for each observation

import "github.com/sajari/regression"

func main() {
    var r regression.Regression
    r.SetObservedName("Distance")
    r.SetVarName(0, "Weight")
    r.SetVarName(1, "Height")
    r.SetVarName(2, "Blood sugar")
    r.AddDataPoint(regression.DataPoint{Observed : 98, Variables : []float64{483, 343, 0.0386}})
    r.AddDataPoint(regression.DataPoint{Observed : 75, Variables : []float64{227, 419, 0.0705}})
    r.AddDataPoint(regression.DataPoint{Observed : 0, Variables : []float64{380, 666, 0.0245}})
    r.AddDataPoint(regression.DataPoint{Observed : 20, Variables : []float64{85, 833, 0.0567}})
    r.AddDataPoint(regression.DataPoint{Observed : 50, Variables : []float64{188, 182, 0.0143}})
    r.RunLinearRegression()
    r.Dump(true)
}

Documentation

Index

• type DataPoint
• type Describe
• type Regression
  • func (r *Regression) AddDataPoint(d DataPoint)
  • func (r *Regression) Dump(data bool) error
  • func (r *Regression) GetObservedName() string
  • func (r *Regression) GetRegCoeff(i int) float64
  • func (r *Regression) GetVarName(i int) string
  • func (r *Regression) RunLinearRegression() error
  • func (r *Regression) SetObservedName(name string)
  • func (r *Regression) SetVarName(i int, name string)

Types

type DataPoint

type DataPoint struct {
	Observed  float64
	Variables []float64
	Predicted float64
	Error     float64
}

type Describe

type Describe struct {
	ObservedName  string
	VariableNames map[int]string
}

type Regression

type Regression struct {
	Names             Describe
	Data              []DataPoint
	RegCoeff          map[int]float64
	Rsquared          float64
	VarianceObserved  float64
	VariancePredicted float64
	Debug             bool
	Initialised       bool
	Formula           string
}

func (*Regression) AddDataPoint

func (r *Regression) AddDataPoint(d DataPoint)

func (*Regression) Dump

func (r *Regression) Dump(data bool) error

func (*Regression) GetObservedName

func (r *Regression) GetObservedName() string

func (*Regression) GetRegCoeff

func (r *Regression) GetRegCoeff(i int) float64

func (*Regression) GetVarName

func (r *Regression) GetVarName(i int) string

func (*Regression) RunLinearRegression

func (r *Regression) RunLinearRegression() error

func (*Regression) SetObservedName

func (r *Regression) SetObservedName(name string)

func (*Regression) SetVarName

func (r *Regression) SetVarName(i int, name string)