demo OLS

Author: mohawk2

lib/PDL/Demos/Stats.pm

@@ -65,6 +65,18 @@ $data = qsort random 10, 5;      # 10 obs on 5 variables
 $data->plot_scores( $r{eigenvector}, {win=>$w} );
 |],
 
+[act => q{
+# Suppose this is a person's ratings for top 10 box office movies
+# ascending sorted by box office
+$y = pdl '[1 1 2 2 2 2 4 4 5 5]';
+$x = cat sequence(10), sequence(10)**2; # IV with linear and quadratic component
+# We do an ordinary least squares (OLS), or multiple linear regression,
+# to get the underlying linear model. Here we also plot how far the real
+# data was from our calculated model.
+%m = $y->ols( $x, { plot=>1, win=>$w } );
+print "$_\t@{[$m{$_} =~ /^\n*(.*?)\n*\z/s]}\n" for sort keys %m;
+}],
+
 [act => q{
 $y = pdl '[1 1 2 2 3 3 3 3 4 5 5 5]'; # suppose this is ratings for 12 apples
 $a = pdl '[1 2 3 1 2 3 1 2 3 1 2 3]'; # IV for types of apple

lib/PDL/Stats/GLM.pd

@@ -2048,7 +2048,9 @@ Plots residuals against predicted values.
 
 Usage:
 
-    $y->plot_residuals( $y_pred, { dev=>'/png' } );
+    use PDL::Graphics::Simple;
+    $w = pgswin();
+    $y->plot_residuals( $y_pred, { win=>$w } );
 
 =for options
 
@@ -2076,7 +2078,7 @@ sub PDL::plot_residuals {
   );
   if ($opt) { $opt{uc $_} = $opt->{$_} for keys %$opt; }
   my $residuals = $y - $y_pred;
-  my $win = $opt{WIN} || PDL::Graphics::Simple::pgswin(size=>[$opt{SIZE}, $opt{SIZE}]);
+  my $win = $opt{WIN} || PDL::Graphics::Simple::pgswin(size=>[@opt{qw(SIZE SIZE)}, 'px']);
   $win->plot(
     with=>'points', style=>$opt{COLOR}, $y_pred, $residuals,
     with=>'lines',  style=>$opt{COLOR}, pdl($y_pred->minmax), pdl(0,0), # 0-line
@@ -2130,7 +2132,7 @@ sub PDL::plot_scores {
     # transformed normed values
   my $scores = sumover($eigvec->slice(':',$i) * $z->transpose->dummy(1))->transpose;
   $z = $z->slice(':',$i)->sever;
-  my $win = $opt{WIN} || PDL::Graphics::Simple::pgswin(size=>[$opt{SIZE}, $opt{SIZE}]);
+  my $win = $opt{WIN} || PDL::Graphics::Simple::pgswin(size=>[@opt{qw(SIZE SIZE)}, 'px']);
   $win->plot(
     with=>'points', style=>$opt{COLOR}[0], ke=>'original', $z->slice(',(0)'), $z->slice(',(1)'),
     with=>'points', style=>$opt{COLOR}[1], ke=>'transformed', $scores->slice(',(0)'), $scores->slice(',(1)'),