[SciPy-user] 'linear regression'

Robert Kern rkern at ucsd.edu
Fri Jun 3 04:40:09 CDT 2005


Christian Meesters wrote:
> Hi
> 
> I'm wondering whether there is a tool in scipy which can do a line fit 
> ('linear regression') fit for me. (Preferably something which can work 
> with and without given error arrays in x and/or y.) Else I'd have to 
> code it myself ...
> Well, I couldn't find such a function described in the manual: Could 
> anyone pleas point it out to me where I can find this in scipy - in case 
> it really exists?

x = array([1., 2, ...])
y = array([3., 4, ...])

# standard error of the y-variable:
sy = array([0.1, 0.2, ...])

N = len(x)
A = ones((2, N), x.typecode())
A[1] = x
A /= sy
A = transpose(A)
y /= sy

sol, res, rank, s = scipy.linalg.lstsq(A, y)
# y = sol[0] + sol[1]*x

I forget the linear implementation of total least squares (errors in 
both variables); I always use the full-blown nonlinear implementation, 
which is not yet integrated into scipy.

http://starship.python.net/crew/kernr/source/odr-0.6.1.tar.gz

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
  Are the graves of dreams allowed to die."
   -- Richard Harter



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