Le 31/12/2010 19:17, Vladimir Blagojevic a écrit :
> Mikkel,
>
> I looked at the example but I was not able to load my sample data and
> find coefficients of a quadratic equation. Lets say that I have data
> points for quadratic equation:
> double data[][] = { { 0, 1 }, { 1, 6 }, { 2, 17 } }; which is in fact
> y(x) = 1 + 2x + 3x^2
>
> How would I setup either OLS and/or GLS MultipleLinearRegression
> objects to load this data and find the coefficients.
For univariate polynomials, there is also a dedicated curve fitter
available in Apache commonsmath. It is the class PolynomialFitter in
package org.apache.commons.math.optimization.fitting.
The way this fitter work is as follows:
 first you set up the optimizer by specifying the polynomial degree
and an optimizing engine to use for solving. In your case (degree 2)
this can be done as follows:
PolynomialFitter fitter =
new PolynomialFitter(2, new LevenbergMarquardtOptimizer());
 then you add the observed data points (the first argument is a
weight):
fitter.addObservedPoint(1.0, 0.0, 1.0);
fitter.addObservedPoint(1.0, 1.0, 6.0);
fitter.addObservedPoint(1.0, 2.0, 17.0);
 last, you perform the fit and get the solution as a polynomial
function object:
PolynomialFunction fitted = fitter.fit();
 you can now use the fitted function as you want. For example to
display is between 0.0 and 10.0 with a 0.1 step, you would do
something along these lines:
for (double x = 0.0; x < 10.0; x += 0.1) {
System.out.println(x + " " + fitted.value(x));
}
hope this helps,
Luc
>
> Much appreciated,
> Vladimir
>
> 2010/12/30 Mikkel Meyer Andersen <mikl@mikl.dk>:
>> Hi,
>>
>> Try to have a look at the examples provided at
>> http://commons.apache.org/math/userguide/stat.html#a1.5_Multiple_linear_regression
>> . Both OLS and GLS are supported.
>>
>> If you have further questions, do not hesitate to ask!
>>
>> Cheers, Mikkel.
>>
>> 2010/12/30 Vladimir Blagojevic <dovlex@gmail.com>:
>>> Hi,
>>>
>>> I am not sure how, if at all, I can use math package to apply
>>> leastsquares approximation to find coefficients to norder equation:
>>> y = a0*X^0 + a1*X^1 + ... + an*X^n.
>>> More specifically, given a set of x,y data points I would like to find
>>> quadratic equations that best fits the input data points.
>>>
>>> Regards,
>>> Vladimir
>>>
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>>
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