最小二乘法JAVA代码
在网上找到的代码是错的，自己写了一个
最小二乘法的代码，二个构造方法，一个是不带权的，一个是带权的
/**
* 最小二乘法计算类
*
* @author Administrator
*
*/
public class LeastSquareMethod {
private double[] x;
private double[] y;
private double[] weight;
private int m;
private double[] coefficient;
public LeastSquareMethod(double[] x, double[] y, int m) {
if (x == null || y == null || x.length < 2 || x.length != y.length
|| m < 2)
throw new IllegalArgumentException("无效的参数");
this.x = x;
this.y = y;
this.m = m;
weight = new double[x.length];
for (int i = 0; i < x.length; i++) {
weight[i] = 1;
}
}
public LeastSquareMethod(double[] x, double[] y, double[] weight, int m) {
if (x == null || y == null || weight == null || x.length < 2
|| x.length != y.length || x.length != weight.length || m < 2)
throw new IllegalArgumentException("无效的参数");
this.x = x;
this.y = y;
this.m = m;
this.weight = weight;
}
public double[] getCoefficient() {
if (coefficient == null)
compute();
return coefficient;
}
public double fit(double v) {
if (coefficient == null)
compute();
if (coefficient == null)
return 0;
double sum = 0;
for (int i = 0; i < coefficient.length; i++) {
sum += Math.pow(v, i) * coefficient[i];
}
return sum;
}
private void compute() {
if (x == null || y == null || x.length <= 1 || x.length != y.length
|| x.length < m || m < 2)
return;
double[] s = new double[(m - 1) * 2 + 1];
for (int i = 0; i < s.length; i++) {
for (int j = 0; j < x.length; j++)
s[i] += Math.pow(x[j], i) * weight[j];
}
double[] f = new double[m];
for (int i = 0; i < f.length; i++) {
for (int j = 0; j < x.length; j++)
f[i] += Math.pow(x[j], i) * y[j] * weight[j];
}
double[][] a = new double[m][m];
for (int i = 0; i < m; i++) {
for (int j = 0; j < m; j++) {
a[i
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