https://github.com/vspaz/wls-java
WLS, weighted linear regression in pure Java w/o any 3d party dependencies.
https://github.com/vspaz/wls-java
java least-square-fit least-squares linear-regression weighted-linear-regression weighted-regression wls
Last synced: 9 months ago
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WLS, weighted linear regression in pure Java w/o any 3d party dependencies.
- Host: GitHub
- URL: https://github.com/vspaz/wls-java
- Owner: vspaz
- Created: 2019-02-10T18:43:34.000Z (almost 7 years ago)
- Default Branch: master
- Last Pushed: 2023-12-30T14:49:31.000Z (almost 2 years ago)
- Last Synced: 2025-02-18T16:11:44.447Z (10 months ago)
- Topics: java, least-square-fit, least-squares, linear-regression, weighted-linear-regression, weighted-regression, wls
- Language: Java
- Homepage:
- Size: 19.5 KB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# wls-java
weighted linear regression in pure Java w/o any 3d party dependency or framework.
the idea is similar to [statsmodels.regression.linear_model.WLS.fit](https://tinyurl.com/y3vkn5d2)
## General Info
WLS is based on the OLS method and help solve problems of model inadequacy or violations of the basic regression
assumptions.
Estimating a linear regression with WLS is useful, but can be appear to be daunting w/o special stats packages, e.g.
python statsmodels, spark & the like.
## How-to
```java
import org.vspaz.wls.*;
public class Main {
public static void main(String [] args) {
double[] xPoints = {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0};
double[] yPoints = {1.0, 3.0, 4.0, 5.0, 2.0, 3.0, 4.0};
double[] weights = {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0};
Wls wlsModel = new Wls(xPoints, yPoints, weights);
Point point = wlsModel.fitLinearRegression();
System.out.println(point.getIntercept());
System.out.println(point.getSlope());
}
}
```
### Run the example
```shell
mvn clean compile assembly:single
java -jar wls.jar
```
## References
- [Wikipedia: Weighted least squares](https://en.wikipedia.org/wiki/Weighted_least_squares)
- [Introduction to Linear Regression Analysis, 5th edition](https://tinyurl.com/y3clfnrs)
- [Least Squares Regression Analysis in Terms of Linear Algebra](https://tinyurl.com/y485qhlg)