Le 2012-10-09 10:43, joni8a a écrit :
Hello,
Hi joni8a,
First of all, please notice that this mailin list is shared among
several components
at Apache Commons project. So you should use a [math] marker in the
subject of your
messages to help automatic filtering by subscribers to the list. I have
added this marker
in this reply.
I try to perform a multiple regression with help of the Commons Math
3.0
library for Java. I used this code and modified it so it fits for my
code.
This is the sample code:
[code]
OLSMultipleLinearRegression regression = new
OLSMultipleLinearRegression();
double[] y = new double[]{11.0, 12.0, 13.0, 14.0, 15.0, 16.0};
double[] x = new double[6][];
x[0] = new double[]{0, 0, 0, 0, 0};
x[1] = new double[]{2.0, 0, 0, 0, 0};
x[2] = new double[]{0, 3.0, 0, 0, 0};
x[3] = new double[]{0, 0, 4.0, 0, 0};
x[4] = new double[]{0, 0, 0, 5.0, 0};
x[5] = new double[]{0, 0, 0, 0, 6.0};
regression.newSample(y, x);
[/code]
My code looks like this:
[code]
String query = "SELECT "+yData+" FROM APP."+stock.stockName;
System.out.println("QUERY:"+query);
PreparedStatement ps =
DBHelperClass.conn.prepareStatement(query,
ResultSet.TYPE_SCROLL_INSENSITIVE,
ResultSet.CONCUR_READ_ONLY);
ResultSet rs =
DBHelperClass.getSingelton().getDataFromDB(ps);
rs.last();
int sizeY = rs.getRow();
rs.beforeFirst();
double[] yDataMatrix = new double[sizeY];
for(int i=0;i<sizeY;i++)
{
rs.next();
yDataMatrix[i] = Double.parseDouble(rs.getString(1));
}
int xSize = xData.size();
double[][] xDataMatrix = new double[xSize][];
ps = null;
rs = null;
for(int i=0;i<xData.size();i++)
{
query = "SELECT "+xData.get(i)+" FROM
APP."+stock.stockName;
System.out.println("QUERY:"+query);
ps =DBHelperClass.conn.prepareStatement(query,
ResultSet.TYPE_SCROLL_INSENSITIVE,
ResultSet.CONCUR_READ_ONLY);
rs = DBHelperClass.getSingelton().getDataFromDB(ps);
rs.last();
int sizeX = rs.getRow();
rs.beforeFirst();
double[] xValue = new double[sizeX];
for(int x=0;x<sizeX;x++)
{
rs.next();
xValue[x] = Double.parseDouble(rs.getString(1));
}
xDataMatrix[i] = xValue;
}
System.out.println("Y DATA SIZE:"+yDataMatrix.length);
System.out.println("X DATA SIZE:"+xDataMatrix[0].length);
OLSMultipleLinearRegression regression = new
OLSMultipleLinearRegression();
regression.newSampleData(yDataMatrix, xDataMatrix);
System.out.println("R
Squared:"+regression.calculateResidualSumOfSquares());
}
[/code]
When I run the code, I get this error:
[code]
Exception in thread "AWT-EventQueue-0"
org.apache.commons.math3.exception.DimensionMismatchException: 98 !=
2
at
org.apache.commons.math3.stat.regression.AbstractMultipleLinearRegression.validateSampleData(AbstractMultipleLinearRegression.java:230)
[/code]
I think you have xSize = 98 and ySize = 2. Both sizes should be equal.
Perhaps your x matrix
is transposed? In addition to have xSize = ySize, note that the number
of rows of the x matrix
must be greater than the number of columns otherwise you will get
another error.
best regards,
Luc
The error has to be around where I init and/or write to the double
arrays....
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