more example cleanup, still not good enough yet, though.
[CommonLispStat.git] / examples / linear-regression.lisp
blob4b8cc527c982a3e574ad37c4645a4cc736b0c2f1
1 ;;; -*- mode: lisp -*-
3 ;;; Time-stamp: <2009-07-11 13:43:05 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.
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.
15 (in-package :ls-user)
17 ;; TODO:
18 ;; - confirm estimates for multivariate case,
19 ;; - pretty-print output
20 ;; - fix up API -- what do we want this to look like?
22 (defparameter *m*
23 (regression-model (list->vector-like iron)
24 (list->vector-like absorbtion))
25 "holding variable.")
27 (defparameter *m2*
28 (lm (list->vector-like iron)
29 (list->vector-like absorbtion))
30 "holding variable.")
32 (defparameter *m-fit*
33 (fit-model *m*))
35 (princ *m*)
36 (princ *m-fit*)
38 (estimates *m-fit*)
39 (covariance-matrix *m-fit*)
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*))
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.
58 (estimates *m3-fit*)
59 (covariance-matrix *m3-fit*))
63 ;; now to build a linear regression model from an external CSV datafile...
65 (defparameter *my-df*
66 (make-dataframe
67 (rsm.string::filestream->string-table
68 "/path/to/file.dsv"))
69 "Initial read-in of data.")