회귀분석, least-squares

소개글

회귀분석, least-squares에 대한 보고서 자료입니다.

목차

회귀분석, least-squares

본문내용

regression [ to fit the exponential model < y=ae^b > ]
#include
#include
#include
#define e 2.71828
void regress(int);
double x[20],y[20],ly[20];
double temp1[20],temp2[20];
void main()
{
int i,n;
cout << \"Number of Data : \";
cin >> n;
cout << \"Input x : \";
for(i=0;i cin >> x[i];
cout << endl << \"Input y : \";
for(i=0;i cin >> y[i];
for(i=0;i {
ly[i]=log(y[i]);
}
regress(n);
return;
}
void regress(int n)
{
int i;
double sumx,sumy,sumx2,sumxy;
double lxm,lym,loga3,a3,b3;
sumx=0;sumxy=0;
sumy=0;sumx2=0;
cout << endl <<\"x\"<<\"\\t\"<<\"y\"<<\"\\t\"<<\"x\"<<\"\\t\"<<\" logy\" << \"\\n\" ;
cout << \"-------------------------------------------------\";
for(i=0;i {
sumx=sumx+x[i];
sumy=sumy+ly[i];
sumxy=sumxy+x[i]*ly[i];
sumx2=sumx2+x[i]*x[i];
}
lxm=sumx/n;
lym=sumy/n;
b3=(n*sumxy-sumx*sumy)/(n*sumx2-sumx*sumx);
loga3=lym-(b3*lxm);
a3=pow(e,loga3);
for(i=0;i cout << endl << x[i] << \'\\t\' << y[i] << \'\\t\' << setprecision(6) << x[i] << \'\\t\' << ly[i];
cout << endl << endl << \"n = \" << n << endl << \"Σ(xi)(lnyi) = \" << sumxy << \'\\t\' << \"Σx^2 = \" << sumx2;
cout << endl << endl << \"Σxi = \" << sumx << \'\\t\' << \"average x = \" << lxm;
cout << endl << \"Σlnyi = \" << sumy << \'\\t\' << \"average lny = \" << lym;
cout << endl << endl << \"b3 = \" << b3 << endl << \"a3 = \" << a3 << endl;
}
for(i=0;i {
sumx=sumx+x[i];
sumy=sumy+y[i];
sumxy=sumxy+x[i]*y[i];
sumx2=sumx2+x[i]*x[i];
}
xm=sumx/n;
ym=sumy/n;
a1=(n*sumxy-sumx*sumy)/(n*sumx2-sumx*sumx);
a0=ym-(a1*xm);
for(i=0;i {
temp1[i]=(y[i]-ym)*(y[i]-ym);
temp2[i]=(y[i]-a1*x[i]-a0)*(y[i]-a1*x[i]-a0);
}
for(i=0;i {
st=st+temp1[i];
sr=sr+temp2[i];
}
sy=sqrt(st/(n-1));
syx=sqrt(sr/(n-2));
r2=(st-sr)/st;
r=sqrt(r2);
cout << endl << \"n = \" << n << \'\\t\' << \"Σxiyi = \" << sumxy << \'\\t\' << \"Σx^2 = \" << sumx2;
cout << endl << \"Σxi = \" << sumx << \'\\t\' << \"average x = \" << xm;
cout << endl << \"Σyi = \" << sumy << \'\\t\' << \"average y = \" << ym;
cout << endl << endl << \"a1 = \" << a1 << endl << \"a0 = \" << a0;
cout << endl << endl << \"y = \" << a1 << \"x + \" << a0 ;
cout << endl << endl << \" Sy = \" << sy << endl << \" Sy/x = \" << syx;
cout << endl << \" r^2 = \" << r2 << endl << \" r = \" << r << endl;
}

키워드

회귀분석,   least-squares,   수치해석