A Ruby based library of Maching Learning algorithms.
Supports:
- Least Squares Linear Regression
gem install ml4r
The entire library is built using SWIG and as such it requires the boost c++ library.
To install on ubuntu / debian distros
sudo apt-get install libboost-dev
To install on Mac OS/X you can use either of the following depending on whether you prefer macports or homebrew
sudo port install boost
OR
sudo brew install boost
To install on Windows, you'll have to download and unzip the source yourself (sorry)
http://www.boost.org/users/download/#live
require 'ml4r'
regression = Ml4r::OLSLinearRegression.new([1.0, 2.0, 3.0], [1.0, 2.0, 3.0])
puts regression.getParameterEstimates() # => [[0.9999999999999993], 1.5543122344752192e-15]
puts regression.getRSquared() # => 1.0
puts regression.getFittedYs() # => [1.0000000000000009,2.0,3.0]
puts regression.getPredictedYs() # => [1.0000000000000053,2.0,3.0]
puts regression.getSSquared() # => 7.888609052210118e-31
puts regression.getFstatistic() # => 2535301200456456600000000000000.0
puts regression.getTstatistics() # => [1592262918131443.0, 1.1456439237389604]
puts regression.getStandardErrors() # => [6.280369834735097e-16, 1.3567149463006932e-15]
puts regression.getPressStatistic() # => 2.8398992587956324e-29
puts regression.getPresarStatistic() # => 0.0
puts regression.getAdjustedRSquared() # => 1.0
puts regression.getRSquaredPrediction() # => 1.0