java 实现最小二乘法

/**
* 最小二乘法 y=ax+b
*
* @author Administrator
*
*/
public class Theleastsquaremethod {

private static double a;

private static double b;

private static int num;

/**
* 训练
*
* @param x
* @param y
*/
public static void train(double x[], double y[]) {
num = x.length < y.length ? x.length : y.length;
calCoefficientes(x,y);
}

/**
* a=(NΣxy-ΣxΣy)/(NΣx^2-(Σx)^2)
* b=y(平均)-a*x（平均）
* @param x
* @param y
* @return
*/
public static void calCoefficientes (double x[],double y[]){
double xy=0.0,xT=0.0,yT=0.0,xS=0.0;
for(int i=0;i<num;i++){
xy+=x[i]*y[i];
xT+=x[i];
yT+=y[i];
xS+=Math.pow(x[i], 2.0);
}
a= (num*xy-xT*yT)/(num*xS-Math.pow(xT, 2.0));
b=yT/num-a*xT/num;
}

/**
* 预测
*
* @param xValue
* @return
*/
public static double predict(double xValue) {
System.out.println("a="+a);
System.out.println("b="+b);
return a * xValue + b;
}

public static void main(String args[]) {
double[] x = { 0 , 1 , 2 , 3 , 4 , 5 , 6 , 7 , 8 , 9 } ;
double[] y = {23 , 44 , 32 , 56 , 33 , 34 , 55 , 65 , 45 , 55 } ;
Theleastsquaremethod.train(x, y);
System.out.println(Theleastsquaremethod.predict(10.0));
}

}