Scott Craner Scott Craner - 4 months ago 60
Vb.net Question

Multiple Regression with Math.net in VB.Net

So I am trying to use math.net in vb.net. I have copied the c# excerpt from the website and tried to convert it to vb.net. I have gotten to this point:

Dim m = Matrix(Of Double).Build.DenseOfArray({{1.0, 4.0}, {2.0, 5.0}, {3.0, 2.0}})
Dim y = Vector(Of Double).Build.DenseOfArray({15, 20, 10})
Dim p = MultipleRegression.NormalEquations(m, y, True)
Dim a = p(0)
Dim b = p(1)
Dim c = p(2)


it is not liking the multipleregression line and I do not know why.

Any help would be appreciated

Answer

The overloads with a boolean intercept parameter currently accept arrays only, not matrices (since you usually have matrices already prepared in the right shape).

Add intercept manually:

Dim m = Matrix(Of Double).Build.DenseOfArray({{1.0, 1.0, 4.0}, {1.0, 2.0, 5.0}, {1.0, 3.0, 2.0}})
Dim y = Vector(Of Double).Build.DenseOfArray({15, 20, 10})
Dim p = MultipleRegression.NormalEquations(m,y)
Dim a = p(0)
Dim b = p(1)
Dim c = p(2)

Or in code:

Dim m = Matrix(Of Double).Build.DenseOfArray({{1.0, 4.0}, {2.0, 5.0}, {3.0, 2.0}})
Dim y = Vector(Of Double).Build.DenseOfArray({15, 20, 10})

' add intercept
Dim mi = m.InsertColumn(0, Vector(Of Double).Build.Dense(m.RowCount, 1.0))

Dim p = MultipleRegression.NormalEquations(mi,y)
Dim a = p(0)
Dim b = p(1)
Dim c = p(2)
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