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Imports System
Imports System.IO
Imports System.Collections
Imports CenterSpace.NMath.Core
Namespace CenterSpace.NMath.Examples.VisualBasic
A .NET example in Visual Basic showing how to use the linear regression class to perform a simple
linear regression.
A simple linear regression fits a straight line through a series of data
points. Specifically, the points <c>(x,y)</c> are assumed to conform to
the equation <c>y = mx + b</c>. A simple linear regression uses a least
squares fit to compute the slope, <c>m</c>, and the y-intercept, <c>b</c>.
Module SimpleLinearRegressionExample
Sub Main()
Read in data from the file. The data comes from The Data and Story
Library (http:lib.stat.cmu.edu/DASL) and is described below:
Results of a study of gas chromatography, a technique which is used
to detect very small amounts of a substance. Five measurements were
taken for each of four specimens containing different amounts of the
substance. The amounts of the substance in each specimen was determined
before the experiment. The responses variable is the output reading
from the gas chromatograph. The purpose of the study is to calibrate
the chromatograph by relating the actual amounts of the substance to
the chromatograph reading.
Dim DataStream As New StreamReader("SimpleLinearRegressionExample.dat")
First read in the independent (or predictor) values. This is a matrix
with one column and a row for each amounts measurement.
Dim Amounts As DoubleMatrix = New DoubleMatrix(DataStream)
Next, read in the responses. These are the readings of the gas
chromatograph
Dim Responses As DoubleVector = New DoubleVector(DataStream)
Print out the amounts and responses values.
Console.WriteLine()
Console.WriteLine("amounts = " & Amounts.ToString())
Console.WriteLine("responses = " & Responses.ToString())
Construct a linear regression. If we want our regression to calculate a
y-intercept we must send in true for the "addIntercept" parameter (the
third parameter in the constructor).
Dim Regression As LinearRegression = New LinearRegression(Amounts, Responses, True)
The y-intercept is the first element of the parameter array returned by
the regression, and the slope is the second.
Console.WriteLine("y-intercept = " & Regression.Parameters(0))
Console.WriteLine("Slope = " & Regression.Parameters(1))
What would the model predict for the chromatograph reading for an
input amounts of 0.75 and 1.25?
Dim Amount As DoubleVector = New DoubleVector(0.75)
Dim PredictedReading As Double = Regression.PredictedObservation(Amount)
Console.WriteLine("Predicted reading for amount " & Amount(0) & " is " & PredictedReading)
Amount(0) = 1.25
PredictedReading = Regression.PredictedObservation(Amount)
Console.WriteLine("Predicted reading for amount " & Amount(0) & " is " & PredictedReading)
Lets look at the coefficient of determination for the model - Rsquared.
To do this we will need to construct an Analysis Of VAriance object for
the regression.
Dim RegressionAnova As New LinearRegressionAnova(Regression)
Console.WriteLine("Rsquare = " & RegressionAnova.RSquared)
Console.WriteLine()
Console.WriteLine("Press Enter Key")
Console.Read()
End Sub
End Module
End Namespace
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