updating the regression analysis
This commit is contained in:
@@ -59,11 +59,13 @@ Defining the vectors
|
||||
\hat{y} = [y_0,y_1, y_2,\dots, y_{n-1}]^T,
|
||||
\]
|
||||
!et
|
||||
and
|
||||
!bt
|
||||
\[
|
||||
\hat{\beta} = [\beta_0,\beta_1, \beta_2,\dots, \beta_{n-1}]^T,
|
||||
\]
|
||||
!et
|
||||
and
|
||||
!bt
|
||||
\[
|
||||
\hat{\epsilon} = [\epsilon_0,\epsilon_1, \epsilon_2,\dots, \epsilon_{n-1}]^T,
|
||||
@@ -390,7 +392,7 @@ and
|
||||
===== The $\chi^2$ function =====
|
||||
!bblock
|
||||
|
||||
We define then
|
||||
For a linear fit we don't need to invert a matrix!!
|
||||
!bt
|
||||
\[
|
||||
\gamma = \sum_{i=0}^{n-1}\frac{n-1}{\sigma_i^2},
|
||||
@@ -429,7 +431,7 @@ and show that
|
||||
\]
|
||||
!et
|
||||
|
||||
The LSM suffers often from both being underdetermined and overdetermined in the unknown coefficients $\beta_i$. A better approach is to use the Singular Value Decomposition (SVD) method discussed below.
|
||||
The LSM suffers often from both being underdetermined and overdetermined in the unknown coefficients $\beta_i$. A better approach is to use the Singular Value Decomposition (SVD) method discussed below. Or using Lasso and Ridge regression. See below.
|
||||
!eblock
|
||||
|
||||
|
||||
|
||||
@@ -47,7 +47,7 @@ system doconce format html $name --html_style=bootstrap --pygments_html_style=de
|
||||
system doconce split_html $html.html --method=split --pagination --nav_button=bottom
|
||||
|
||||
# IPython notebook
|
||||
#system doconce format ipynb $name $opt
|
||||
system doconce format ipynb $name $opt
|
||||
|
||||
# LaTeX Beamer slides
|
||||
beamertheme=red_plain
|
||||
|
||||
Reference in New Issue
Block a user