statistics-linreg: Linear regression between two samples, based on the 'statistics' package.

[ library, math, mit, statistics ] [ Propose Tags ]

Provides functions to perform a linear regression between 2 samples, see the documentation of the linearRegression functions. This library is based on the statistics package.

  • 0.3: you can now use all functions on any instance of the Vector class (not just unboxed vectors).

  • 0.2.4: added distribution estimations for standard regression parameters.

  • 0.2.3: added robust-fit support.

  • 0.2.2: added the Total-Least-Squares version and made some refactoring to eliminate code duplication

  • 0.2.1: added the r-squared version and improved the performances.

Code sample:

import qualified Data.Vector.Unboxed as U

test :: Int -> IO ()
test k = do
  let n = 10000000
  let a = k*n + 1
  let b = (k+1)*n
  let xs = U.fromList [a..b]
  let ys = U.map (\x -> x*100 + 2000) xs
  -- thus 100 and 2000 are the alpha and beta we want
  putStrLn "linearRegression:"
  print $ linearRegression xs ys

The r-squared and Total-Least-Squares versions work the same way.

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Versions [RSS] 0.1, 0.2, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.3
Dependencies base (>=4 && <5), MonadRandom (>=0.1), random (>=1.0), random-shuffle (>=0.0.4), safe (>=0.3), statistics (>=0.5), vector (>=0.5) [details]
License MIT
Copyright 2010-2014 Alp Mestanogullari
Author Alp Mestanogullari <alpmestan@gmail.com>, Uri Barenholz <uri.barenholz@weizmann.ac.il>
Maintainer Alp Mestanogullari <alpmestan@gmail.com>
Category Math, Statistics
Home page http://github.com/alpmestan/statistics-linreg
Bug tracker https://github.com/alpmestan/statistics-linreg/issues
Source repo head: git clone http://github.com/alpmestan/statistics-linreg.git
Uploaded by AlpMestanogullari at 2014-08-22T08:41:25Z
Distributions NixOS:0.3, openSUSE:0.3
Downloads 17210 total (127 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by Bayesian average]
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Status Docs available [build log]
Successful builds reported [all 1 reports]