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Examples: update to using new curve fitting routines

v2
Christoph Ruegg 13 years ago
parent
commit
68f73d5c0e
  1. 56
      src/FSharpExamples/LinearRegression.fsx

56
src/FSharpExamples/LinearRegression.fsx

@ -40,8 +40,13 @@ open MathNet.Numerics.Distributions
// Simple Least Squares Linear Regression, from:
// http://christoph.ruegg.name/blog/2012/9/9/linear-regression-mathnet-numerics.html
let ``Fitting to a line`` =
printfn "Fitting to a line"
let ``Fitting to a line (Fit)`` =
printfn "Fitting to a line (Fit)"
Fit.line [| 10.0; 20.0; 30.0 |] [| 15.0; 20.0; 25.0 |]
let ``Fitting to a line (Linear Algebra)`` =
printfn "Fitting to a line (Linear Algebra)"
let X = DenseMatrix.ofColumnsList 3 2 [ List.init 3 (fun i -> 1.0); [ 10.0; 20.0; 30.0 ] ]
let y = DenseVector [| 15.0; 20.0; 25.0 |]
@ -54,8 +59,26 @@ let ``Fitting to a line`` =
(p.[0], p.[1])
let ``Fitting to an arbitrary linear function from noisy data`` =
printfn "Fitting to an arbitrary linear function from noisy data"
let ``Fitting to an arbitrary linear function from noisy data (Fit)`` =
printfn "Fitting to an arbitrary linear function from noisy data (Fit)"
// define our target functions
let f1 x = Math.Sqrt(Math.Exp(x))
let f2 x = SpecialFunctions.DiGamma(x*x)
// sample points
let xdata = [| 1.0 .. 1.0 .. 10.0 |]
// create data samples, with chosen parameters and with gaussian noise added
let fy (noise:IContinuousDistribution) x = 2.5*f1(x) - 4.0*f2(x) + noise.Sample()
let ydata = xdata |> Array.map (fy (Normal.WithMeanVariance(0.0,2.0)))
let p = Fit.linear [f1; f2] xdata ydata
(p.[0], p.[1])
let ``Fitting to an arbitrary linear function from noisy data (Linear Algebra)`` =
printfn "Fitting to an arbitrary linear function from noisy data (Linear Algebra)"
// define our target functions
let f1 x = Math.Sqrt(Math.Exp(x))
@ -86,8 +109,29 @@ let ``Fitting to an arbitrary linear function from noisy data`` =
(p.[0], p.[1])
let ``Fitting to an sine from noisy data`` =
printfn "Fitting to an sine from noisy data"
let ``Fitting to an sine from noisy data (Fit)`` =
printfn "Fitting to an sine from noisy data (Fit)"
// sample points
let omega = 1.0
let xdata = [| -1.0; 0.0; 0.1; 0.2; 0.3; 0.4; 0.65; 1.0; 1.2; 2.1; 4.5; 5.0; 6.0; |]
// generate noisy data for sample points
let rnd = Random(1)
let ydata = xdata |> Array.map (fun x -> 5.0 + 2.0*Math.Sin(omega*x + 0.2) + 2.0*(rnd.NextDouble()-0.5))
let p = (xdata, ydata) ||> Fit.linear [(fun _ -> 1.0); (fun z -> Math.Sin(omega*z)); (fun z -> Math.Cos(omega*z))]
let a = p.[0]
let b = SpecialFunctions.Hypotenuse(p.[1], p.[2])
let c = Math.Atan2(p.[2], p.[1])
printfn "p: %A" p
printfn "a: %f, b: %f, c: %f" a b c
(a,b,c)
let ``Fitting to an sine from noisy data (Linear Algebra)`` =
printfn "Fitting to an sine from noisy data (Linear Algebra)"
// sample points
let omega = 1.0

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