예제 #1
0
 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;
 }