Computing simple regression

The SimpleRegression class supports ordinary least squares regression with one independent variable: y = intercept + slope * x, where intercept is an optional parameter. The class is also capable of providing standard error for intercept. Observations (x,y) pairs can either be added to the model one at a time or they can be provided in a two-dimensional array. In this recipe, the data points are added one at a time.

Note

The observations are not stored in memory and therefore there is no limit on the number of observations that can be added to the model.

How to do it...

1. To compute simple regression, create a method that takes a two-dimensional double array. The array represents a series of (x,y) values:

           public void calculateRegression(double[][] data){ 
   

2. Create a SimpleRegression object, and add the data:

           SimpleRegression regression = new SimpleRegression(); 
           regression.addData(data); 
   

   Note

   If you do not have interception or if...