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标题:多元回归分析算法得不到正确结果,麻烦看看,3Q
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pipixyz
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多元回归分析算法得不到正确结果,麻烦看看,3Q
高手帮我看看下面这段程序,多元线性回归编译是通过了,但是得不到正确的结果,帮小弟看下,多谢···

#include <stdio.h>
#include <stdlib.h>
#include <string.h>



void FreeData(double **dat, double *d, int count)

{
    int i;
    free(d);
    for (i = 0; i < count; i ++)
        free(dat[i]);
    free(dat);
}
// 解线性方程。data[count*(count+1)]矩阵数组;count:方程元数;
// Answer[count]:求解数组 。返回:0求解成功,-1无解或者无穷解
int LinearEquations(double *data, int count, double *Answer)
{
    int j, m, n;
    double tmp, **dat, *d = data;
    dat = (double**)malloc(count * sizeof(double*));
    for (m = 0; m < count; m ++, d += (count + 1))
    {
        dat[m] = (double*)malloc((count + 1) * sizeof(double));
        memcpy(dat[m], d, (count + 1) * sizeof(double));
    }
    d = (double*)malloc((count + 1) * sizeof(double));
    for (m = 0; m < count - 1; m ++)
    {
        // 如果主对角线元素为0,行交换
        for (n = m + 1; n < count && dat[m][m] == 0.0; n ++)
        {
            if ( dat[n][m] != 0.0)
            {
                memcpy(d, dat[m], (count + 1) * sizeof(double));
                memcpy(dat[m], dat[n], (count + 1) * sizeof(double));
                memcpy(dat[n], d, (count + 1) * sizeof(double));
            }
        }
        // 行交换后,主对角线元素仍然为0,无解,返回-1
        if (dat[m][m] == 0.0)
        {
            FreeData(dat, d, count);
            return -1;
        }
        // 消元
        for (n = m + 1; n < count; n ++)
        {
            tmp = dat[n][m] / dat[m][m];
            for (j = m; j <= count; j ++)
                dat[n][j] -= tmp * dat[m][j];
        }
    }
    for (j = 0; j < count; j ++)
        d[j] = 0.0;
    // 求得count - 1的元
    Answer[count - 1] = dat[count - 1][count] / dat[count - 1][count - 1];
    // 逐行代入求各元
    for (m = count - 2; m >= 0; m --)
    {
        for (j = count - 1; j > m; j --)
            d[m] += Answer[j] * dat[m][j];
        Answer[m] = (dat[m][count] - d[m]) / dat[m][m];
    }
    FreeData(dat, d, count);
    return 0;
}

// 求多元回归方程:Y = B0 + B1X1 + B2X2 + ...BnXn
// data[rows*cols]二维数组;X1i,X2i,...Xni,Yi (i=0 to rows-1)
// rows:数据行数;cols数据列数;Answer[cols]:返回回归系数数组(B0,B1...Bn)
// SquarePoor[4]:返回方差分析指标: 回归平方和,剩余平方和,回归平方差,剩余平方差
// 返回值:0求解成功,-1错误
int MultipleRegression(double *data, int rows, int cols, double *Answer, double *SquarePoor)
{
    int m, n, i, count = cols - 1;
    double *dat, *p, a, b;
    if (data == 0 || Answer == 0 || rows < 2 || cols < 2)
        return -1;
    dat = (double*)malloc(cols * (cols + 1) * sizeof(double));
    dat[0] = (double)rows;
    for (n = 0; n < count; n ++)                     // n = 0 to cols - 2
    {
        a = b = 0.0;
        for (p = data + n, m = 0; m < rows; m ++, p += cols)
        {
            a += *p;
            b += (*p * *p);
        }
        dat[n + 1] = a;                              // dat[0, n+1] = Sum(Xn)
        dat[(n + 1) * (cols + 1)] = a;               // dat[n+1, 0] = Sum(Xn)
        dat[(n + 1) * (cols + 1) + n + 1] = b;       // dat[n+1,n+1] = Sum(Xn * Xn)
        for (i = n + 1; i < count; i ++)             // i = n+1 to cols - 2
        {
            for (a = 0.0, p = data, m = 0; m < rows; m ++, p += cols)
                a += (p[n] * p[i]);
            dat[(n + 1) * (cols + 1) + i + 1] = a;   // dat[n+1, i+1] = Sum(Xn * Xi)
            dat[(i + 1) * (cols + 1) + n + 1] = a;   // dat[i+1, n+1] = Sum(Xn * Xi)
        }
    }
    for (b = 0.0, m = 0, p = data + n; m < rows; m ++, p += cols)
        b += *p;
    dat[cols] = b;                                   // dat[0, cols] = Sum(Y)
    for (n = 0; n < count; n ++)
    {
        for (a = 0.0, p = data, m = 0; m < rows; m ++, p += cols)
            a += (p[n] * p[count]);
        dat[(n + 1) * (cols + 1) + cols] = a;        // dat[n+1, cols] = Sum(Xn * Y)
    }
    n = LinearEquations(dat, cols, Answer);          // 计算方程式
    // 方差分析
    if (n == 0 && SquarePoor)
    {
        b = b / rows;                                // b = Y的平均值
        SquarePoor[0] = SquarePoor[1] = 0.0;
        p = data;
        for (m = 0; m < rows; m ++, p ++)
        {
            for (i = 1, a = Answer[0]; i < cols; i ++, p ++)
                a += (*p * Answer[i]);               // a = Ym的估计值
            SquarePoor[0] += ((a - b) * (a - b));    // U(回归平方和)
            SquarePoor[1] += ((*p - a) * (*p - a));  // Q(剩余平方和)(*p = Ym)
        }
        SquarePoor[2] = SquarePoor[0] / count;       // 回归方差
  if (rows - cols > 0.0)
    SquarePoor[3] = SquarePoor[1] / (rows - cols); // 剩余方差
  else
    SquarePoor[3] = 0.0;
    }
    free(dat);
    return n;
}
int main()
{
    // 模拟函数 MultipleRegression 的输入参数,
    double data[9]={3,4,3,
                    4,5,6,
                    7,8,9};
    int rows=3;
    int cols=3;
    double Answer[3];
    double SquarePoor[4];
   

    int flag=0,i,j;

    flag=MultipleRegression(data,rows,cols,Answer,SquarePoor);
   if(flag==0)
       printf("求解成功\n");
   else
    {
       printf("求解不成功\n");
       return -1;
    }
    printf("回归系数:\n");
    for(i=0;i<3;i++)
        printf("%lf\t",Answer[i]);
   
    printf("方差分析指标:\n");
    for(i=0;i<4;i++)
        printf("%lf\t",SquarePoor[i]);
    getchar();

    return 0;

   
}
搜索更多相关主题的帖子: 回归分析 成功 
2011-03-09 10:44
诸葛修勤
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楼主  说下原理啊
2011-03-09 17:46
快速回复:多元回归分析算法得不到正确结果,麻烦看看,3Q
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