NB. Tateshina Summer seminor Aug 2005 NB. J Takeuchi discuss best fit using various criteria NB. G.Suzuki simplified using AIC NB. next 2 script was written by G.Suzuki Sept/2005 stat_reg=:3 :0 regb=:[%.1:,.] NB.regression coefficient regp=:(1:,.])+/ .*regb NB.predicted value regq=:[:+/[:*:[-regp NB.sum of residuale regcd=:100"_*1:-regq%[:+/[:*:(]-+/%#)@[ mat=:[:%.(|:+/ .*])@(1:,.]) NB.inverse of data matrix resvar=:regq%[:-/[:$1:,.] NB.residual varience regt=:regb%[:%:resvar*[:(<1 0)&|:mat@] mll=:>:@^.@((o.2)"_*regq%#@[)*#@[%_2: NB.Mll regaic=:+:@(1:+#@(1:,:]))-2:*mll 'program set of regression model' ) NB. stat_reg '' NB. program set of regression model NB. $ R=:A,B,C,D,E,F,G,H,I,J,K,L,:M NB. 13 87 compare=:4 :0 s=.((>{.y.)=+/"1 t)#t=.#:i.2^#y=.>{:y. r=.,:(k{s);x.regaic|:(k=.0){u=.s#y while. k<<:#s do. r=.r,(k{s);x.regaic|:(k=.k+1){u end. ) NB. hereinafter 2 script is written by M.Shimura NB. combinient for using in buisiness find_best0=:3 : 0 NB. Usage u. Y1 compare 9;R TMP0=. y. (/: {:"1 TMP0){ TMP0 ) find_best =: 4 : 0 NB. Usage: (7;12) find_best Y1; R Y=. ;{. y. ZONE=. ({. ; x.) + i. >: -/ |. ; x. ANS=. 0;0 COUNTER=. 0 while. COUNTER < # ZONE do. X=. (COUNTER { ZONE);;{: y. TMP1=. {. find_best0 Y compare X ANS=. ANS,TMP1 COUNTER=. >: COUNTER end. ({@> ZONE),.((,(# ZONE),2)$ 2 }. ANS) ) NB. data sample sample_data =: 3 : 0 NB. Usage: u. '' Y1=:4 6 5 5 5 6 6 6 6 3 4 6 5 4 5 5 6 6 6 4 6 5 6 4 6 5 5 6 4 6 5 1 6 6 5 6 5 4 3 5 5 5 6 6 6 1 6 6 2 5 3 1 5 5 5 1 2 5 4 5 5 5 6 3 2 4 6 5 6 6 4 6 6 5 6 6 5 5 6 5 5 2 6 4 3 3 1 Y2=:4 5 5 6 5 6 5 6 6 4 3 6 4 5 5 5 6 6 5 2 6 5 6 4 6 5 5 6 4 6 4 1 6 6 5 5 5 4 3 5 6 5 6 6 6 1 6 6 1 5 2 1 5 5 4 1 2 5 4 6 6 5 6 1 2 5 6 5 6 6 5 6 6 5 6 6 5 5 6 6 5 1 6 4 2 2 2 Y3=:4 5 5 6 5 6 6 6 6 3 4 6 5 5 5 5 6 6 5 2 6 5 6 3 6 5 5 6 4 6 4 1 6 6 6 5 5 4 3 5 6 5 6 6 6 1 6 5 2 5 2 1 5 5 3 1 2 5 4 6 6 6 6 1 2 4 6 5 6 6 5 6 6 4 6 5 5 5 6 6 5 2 6 3 2 3 1 A=.5 5 5 5 4 5 5 4 3 2 4 5 3 3 3 5 5 5 5 5 5 5 3 3 5 3 5 5 5 5 5 2 5 5 4 5 5 1 3 5 5 5 5 5 5 1 5 5 2 5 5 1 2 5 3 2 3 3 1 5 5 3 5 2 2 2 4 5 5 5 3 5 3 4 5 5 2 5 5 5 5 2 5 5 2 1 2 B=.5 5 5 4 4 5 5 4 3 2 2 5 3 3 2 5 5 5 5 5 5 5 3 3 5 3 5 5 5 5 5 2 5 5 4 5 5 1 2 5 4 5 5 5 5 1 5 5 2 5 5 1 2 5 2 2 4 2 1 5 5 3 5 2 1 2 4 5 5 5 2 5 3 4 5 5 2 5 5 5 5 2 5 5 2 1 1 C=.4 3 5 4 5 5 5 3 3 1 1 5 1 2 1 3 5 5 5 5 5 4 3 3 5 2 4 4 3 5 5 2 4 5 3 3 5 1 1 5 4 3 5 5 5 1 5 4 1 5 3 1 1 3 1 2 2 1 1 5 5 2 4 2 1 1 4 5 5 5 1 5 3 4 5 5 1 4 4 5 3 1 5 3 1 1 1 D=.5 5 5 5 5 5 5 5 3 2 3 5 5 3 3 5 5 5 5 5 5 5 4 3 5 3 5 5 5 5 5 2 5 5 5 5 5 2 2 5 5 5 5 5 5 1 5 5 2 5 4 1 3 5 2 2 4 3 1 5 5 3 5 2 2 2 4 5 5 5 2 5 5 4 5 5 3 5 5 5 5 1 5 5 2 2 2 E=.5 5 5 4 5 5 5 5 3 2 3 5 3 3 2 5 5 5 5 5 5 5 4 3 5 3 3 5 5 5 5 2 5 5 3 5 5 2 2 5 3 5 5 5 5 2 5 5 2 5 4 2 2 5 2 2 2 2 2 5 5 3 3 2 2 2 4 5 5 5 2 5 3 5 5 5 2 3 5 5 5 2 5 5 2 2 2 F=.5 5 5 5 5 5 5 4 4 3 5 5 5 4 5 5 5 5 5 5 5 5 5 3 5 5 5 5 5 5 5 3 5 5 5 5 1 3 3 5 5 5 5 5 5 1 5 5 3 5 5 1 3 5 3 2 4 3 1 5 5 5 5 2 2 3 5 5 5 5 3 5 5 5 5 5 4 5 5 5 5 1 5 5 3 2 2 G=.5 5 4 4 3 5 5 3 3 1 1 5 3 2 3 3 5 5 5 5 5 4 3 2 5 1 5 4 3 5 5 2 4 4 3 4 5 1 1 5 5 4 5 5 5 1 5 4 1 3 1 1 2 4 1 2 1 1 1 5 5 3 3 1 1 1 4 5 5 5 1 5 3 3 5 5 1 3 3 5 3 1 5 4 1 1 1 H=.5 5 5 5 5 5 5 5 3 3 5 5 3 3 5 5 5 5 5 3 5 5 5 3 5 5 5 5 5 5 5 3 5 5 5 5 5 2 2 5 5 5 5 5 5 1 5 5 4 5 5 1 3 5 1 2 4 2 2 5 5 5 5 1 2 3 4 5 5 5 3 5 3 5 5 5 3 5 5 5 5 1 5 5 3 1 3 I=.5 5 5 5 5 5 5 5 3 3 5 5 5 3 3 5 5 5 5 5 5 5 3 5 5 5 5 5 5 5 5 2 5 5 5 5 5 2 2 5 5 5 5 5 5 1 5 5 2 5 4 1 3 5 2 2 4 3 2 5 5 4 5 3 2 2 4 5 5 5 2 5 5 5 5 5 3 5 5 5 5 1 5 5 3 2 2 J=.5 5 5 5 5 5 5 5 3 2 3 5 3 3 2 5 5 5 5 5 5 5 5 3 5 3 5 4 5 5 5 4 5 5 5 5 5 1 2 5 5 5 5 5 5 1 5 5 2 5 5 1 3 5 2 2 3 3 2 5 5 3 5 2 2 2 3 5 5 5 2 5 3 5 5 5 3 5 5 5 5 2 5 5 2 2 2 K=.3 5 5 4 3 5 5 4 3 2 2 5 3 2 2 5 5 5 5 3 5 5 3 3 5 3 4 5 5 5 5 2 4 5 3 5 5 2 2 5 3 3 5 5 5 1 5 5 2 5 3 1 2 4 2 2 2 2 1 5 5 3 3 2 2 2 3 5 5 5 2 5 3 3 5 5 2 3 3 5 3 1 5 4 2 2 2 L=.5 5 5 5 5 5 5 5 3 2 2 5 3 3 2 5 5 5 5 5 5 5 4 2 5 2 2 5 5 5 5 2 5 5 4 5 5 2 2 5 4 5 5 5 5 2 5 5 2 5 5 2 2 5 2 2 2 2 2 5 5 3 4 2 2 2 4 5 5 5 2 5 3 4 5 5 3 5 5 5 5 2 5 5 2 2 2 M=.5 5 5 4 3 5 5 4 3 1 3 5 3 2 3 4 5 5 5 5 5 5 3 3 5 3 4 5 3 5 5 1 5 5 4 5 5 1 1 5 4 4 5 5 5 1 5 4 1 4 3 1 1 5 2 1 2 1 1 5 5 4 5 1 1 1 4 5 5 5 3 5 3 4 5 5 3 5 5 5 4 1 5 5 1 1 1 R=:A,B,C,D,E,F,G,H,I,J,K,L,:M )