You can calculate the mean iteratively. This algorithm is simple, fast, you have to process each value just once, and the variables never get larger than the largest value in the set, so you won’t get an overflow. double mean(double[] ary) { double avg = 0; int t = 1; for (double x : ary) … Read more
If you have n data points (x[i], y[i], z[i]), compute the 3×3 symmetric matrix A whose entries are: sum_i x[i]*x[i], sum_i x[i]*y[i], sum_i x[i] sum_i x[i]*y[i], sum_i y[i]*y[i], sum_i y[i] sum_i x[i], sum_i y[i], n Also compute the 3 element vector b: {sum_i x[i]*z[i], sum_i y[i]*z[i], sum_i z[i]} Then solve Ax = b for the … Read more
R.NET is pretty buggy with the newer version of R. And if it doesn’t work right, it works terribly (and will continue to do so unless you know exactly how to fix it). Personally, I’d recommend using R script files and executing them. What you should do is start your R script with > sink() … Read more
Thanks for everyone’s replies. Here is another attempt at summarizing them. Pardon if I say too many “obvious” things: I knew nothing about least squares before, so everything was new to me. NOT polynomial interpolation Polynomial interpolation is fitting a polynomial of degree n given n+1 data points, e.g. finding a cubic that passes exactly … Read more
Edit: I just saw that you pointed out one of your dimensions is a date. In that case, have a look at Jeff Ryan’s chartSeries3d which is designed to chart 3-dimensional time series. Here he shows the yield curve over time: Original Answer: As I understand it, you want a countour map to be the … Read more
The do.call function is very useful here: A <- 1:10 B <- 11:20 C <- 20:11 > do.call(cbind, list(A,B,C)) [,1] [,2] [,3] [1,] 1 11 20 [2,] 2 12 19 [3,] 3 13 18 [4,] 4 14 17 [5,] 5 15 16 [6,] 6 16 15 [7,] 7 17 14 [8,] 8 18 13 [9,] … Read more
For test data you can try to use the following. predictions = result.get_prediction(out_of_sample_df) predictions.summary_frame(alpha=0.05) I found the summary_frame() method buried here and you can find the get_prediction() method here. You can change the significance level of the confidence interval and prediction interval by modifying the “alpha” parameter. I am posting this here because this was … Read more