15 lines
488 B
Common Lisp
15 lines
488 B
Common Lisp
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(in-package :lizfcm.vector)
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(defun least-squares-reg (x y)
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(let* ((n (length x))
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(sum-y (reduce #'+ y))
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(sum-x (reduce #'+ x))
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(sum-xy (reduce #'+ (mapcar #'* x y)))
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(sum-xsquared (reduce #'+ (mapcar #'* x x)))
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(b (/ (- (* sum-y sum-xsquared) (* sum-x sum-xy))
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(- (* n sum-xsquared) (* sum-x sum-x))))
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(a (/ (- (* n sum-xy) (* sum-x sum-y))
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(- (* n sum-xsquared) (* sum-x sum-x)))))
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(list a b)))
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