public function regress(array $dependentData, array $independentData)
{
$design = new Matrix($independentData);
$observed = (new Matrix([$dependentData]))->transpose();
if ($design->columns >= $design->rows) {
throw new InvalidArgumentException('Not enough observations to perform regression. You need to have more observations than explanatory variables.');
}
$designTranspose = $design->transpose();
$prediction = $designTranspose->multiply($design)->inverse()->multiply($designTranspose->multiply($observed));
// Extract the vertical vector as a simple array.
return $prediction->transpose()->toArray()[0];
}
public function testEntrywise()
{
$matrix1 = new Matrix([[1, 2, 3], [4, 5, 6], [7, 8, 9]]);
$matrix2 = $matrix1->transpose();
static::assertEquals([[1, 8, 21], [8, 25, 48], [21, 48, 81]], $matrix1->entrywise($matrix2)->toArray());
}
/**
* @param Observations $observations
* @return array
* @throws InvalidArgumentException
*/
public function regress(Observations $observations) : array
{
$design = new Matrix($observations->getFeatures());
$observed = (new Matrix([$observations->getOutcomes()]))->transpose();
if ($design->getRowCount() < $design->getColumnCount()) {
throw new InvalidArgumentException('Not enough observations to perform regression. You need to have more observations than explanatory variables.');
}
$designTranspose = $design->transpose();
$prediction = $designTranspose->multiplyMatrix($design)->inverse()->multiplyMatrix($designTranspose->multiplyMatrix($observed));
return $prediction->transpose()->toArray()[0];
}
