public function regresionMultiple(MatrixBase $x, MatrixBase $y, $tipo = 'lineal') { $precision = $this->precision; $newX = new MatrixBase($x->getNumRows() + 1, $x->getNumCols(), $precision); for ($m = 1; $m <= $newX->getNumRows(); $m++) { for ($n = 1; $n <= $newX->getNumCols(); $n++) { $newX->setPoint($m, $n, $m == 1 ? 1 : $x->getPoint($m - 1, $n, $precision), $precision); } } $xx = $newX->multiplicationMatrix($newX->transposed()); $xy = $y->multiplicationMatrix($newX->transposed()); $b = $xy->multiplicationMatrix($xx->inversa()); $result = array(); $result['tipo'] = $tipo; for ($m = 1; $m <= $b->getNumCols(); $m++) { $result['B' . ($m - 1)] = $b->getPoint(1, $m, $precision); } $predicted = array(); $residual = array(); $SE = 0; $ST = 0; for ($n = 1; $n <= $x->getNumCols(); $n++) { $Y = $b->getPoint(1, 1, $precision); for ($m = 1; $m <= $x->getNumRows(); $m++) { $Y = bcadd($Y, bcmul($b->getPoint(1, $m + 1), $x->getPoint($m, $n, $precision), $precision), $precision); } $predicted[$n] = $Y; $residual[$n] = bcsub($y->getPoint(1, $n, $precision), $predicted[$n], $precision); $SE = bcadd($SE, $residual[$n], $precision); $ST = bcadd($ST, $y->getPoint(1, $n, $precision), $precision); } $MSE = bcdiv($SE, $x->getNumCols(), $precision); $MST = bcdiv($ST, $x->getNumCols(), $precision); $SSE = bcadd(0, 0, $precision); $SST = bcadd(0, 0, $precision); for ($n = 1; $n <= $x->getNumCols(); $n++) { $SSE = bcadd($SSE, bcmul(bcsub($residual[$n], $MSE, $precision), bcsub($residual[$n], $MSE, $precision), $precision), $precision); $SST = bcadd($SST, bcmul(bcsub($y->getPoint(1, $n, $precision), $MST, $precision), bcsub($y->getPoint(1, $n, $precision), $MST, $precision), $precision), $precision); } $FR = bcdiv(bcmul(bcsub(bcsub($x->getNumCols(), $x->getNumRows(), $precision), 1, $precision), bcsub($SST, $SSE, $precision), $precision), bcmul($x->getNumRows(), $SSE, $precision), $precision); $RRSQ = bcsub(1, bcdiv($SSE, $SST, $precision), $precision); $result['correlacion'] = bcsqrt($RRSQ, $precision); $result['r2'] = $RRSQ; $result['estadisticoF'] = $FR; return $result; }