updating the regression analysis

This commit is contained in:
mhjensen
2018-08-24 06:25:30 +02:00
parent b42b287094
commit 3a6bdf1450
12 changed files with 841 additions and 78 deletions
+4 -2
View File
@@ -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
+1 -1
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@@ -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