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