examples/linear-regression.lisp

   1 ;;; -*- mode: lisp -*-
   2
   3 ;;; Time-stamp: <2009-12-13 18:02:13 tony>
   4 ;;; Creation:   <2009-04-19 09:41:09 tony>
   5 ;;; File:       linear-regression.lisp
   6 ;;; Author:     AJ Rossini <blindglobe@gmail.com>
   7 ;;; Copyright:  (c)2009--, AJ Rossini.  BSD, MIT, LLGPL, or
   8 ;;;             GPLv2+, or GPLv3+ depending on how it arrives.
   9 ;;; Purpose:    Example of basic linear regression data analysis in CLS.
  10
  11 ;;; What is this talk of 'release'? Klingons do not make software
  12 ;;; 'releases'.  Our software 'escapes', leaving a bloody trail of
  13 ;;; designers and quality assurance people in its wake.
  14
  15 (in-package :ls-user)
  16
  17 ;; TODO:
  18 ;; - confirm estimates for multivariate case,
  19 ;; - pretty-print output
  20 ;; - fix up API -- what do we want this to look like?
  21
  22 (defparameter *m*
  23   (regression-model (list->vector-like iron)
  24                     (list->vector-like absorbtion))
  25   "holding variable.")
  26
  27 (defparameter *m2*
  28   (lm (list->vector-like iron)
  29       (list->vector-like absorbtion))
  30   "holding variable.")
  31
  32 (defparameter *m-fit*
  33   (fit-model *m*))
  34
  35 (princ *m2*)
  36 (princ *m-fit*)
  37
  38 (estimates *m-fit*)
  39 (covariance-matrix *m-fit*)
  40
  41 (defparameter *m3*
  42   (regression-model (transpose
  43                      (listoflist->matrix-like
  44                       (list iron aluminum)
  45                       :orientation :row-major))
  46                     (list->vector-like  absorbtion)))
  47 (princ *m3*)
  48 (defparameter *m3-fit*
  49   (fit-model *m3*))
  50
  51 #|
  52   ;; Should the above look something like:
  53   (defparameter *m3-fit*
  54                 (spec-and-fit-model '(absorbtion = iron aluminum)))
  55   ;; in which case we split the list before/after the "=" character.
  56 |#
  57
  58 (estimates *m3-fit*)
  59 (covariance-matrix *m3-fit*)
  60
  61
  62
  63 ;; now to build a linear regression model from an external CSV datafile...
  64
  65 (defparameter *my-df*
  66   (make-dataframe
  67    (rsm.string::file->string-table
  68     (concatenate 'string *cls-data-dir*  "file.dsv"))
  69   "Initial read-in of data."))
  70
  71 (defparameter *my-resp-var* (slice *my-df* ))
  72
  73 (defparameter *my-pred-vars* (slice *my-df* ))
  74