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| -rw-r--r-- | regression/least_square_fit.py | 14 |
1 files changed, 14 insertions, 0 deletions
diff --git a/regression/least_square_fit.py b/regression/least_square_fit.py new file mode 100644 index 0000000..71900b9 --- /dev/null +++ b/regression/least_square_fit.py @@ -0,0 +1,14 @@ +import numpy as np +from numpy.linalg import inv + +x = np.array([1, 2, 3, 4, 5]).reshape((-1, 1)) +y = np.array([2, 4, 5, 4, 5]).reshape((-1, 1)) + + +x_aug = np.hstack([np.ones_like(x), x]) + +# (X^TX)^(-1)*X^T*y +# y = 2.2 + 0.6*x +beta = inv(x_aug.transpose().dot(x_aug)).dot(x_aug.transpose()).dot(y) + +print(beta) |