method

fit_linear

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What's this?

fit_linear(xs, ys) public

Fits the functional form: a + bx.

Takes x and y values and returns [a, b, r^2].

See: http://mathworld.wolfram.com/LeastSquaresFitting.html

Show source

# File lib/minitest/benchmark.rb, line 247
    def fit_linear xs, ys
      n   = xs.size
      xys = xs.zip(ys)
      sx  = sigma xs
      sy  = sigma ys
      sx2 = sigma(xs)  { |x|   x ** 2 }
      sxy = sigma(xys) { |x,y| x * y  }

      c = n * sx2 - sx**2
      a = (sy * sx2 - sx * sxy) / c
      b = ( n * sxy - sx * sy ) / c

      return a, b, fit_error(xys) { |x| a + b * x }
    end

fit_linear

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