stat: add example for LinearRegression

stat/stat_example_test.go

@@ -0,0 +1,45 @@
+// Copyright ©2018 The Gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package stat_test
+
+import (
+	"fmt"
+
+	"golang.org/x/exp/rand"
+
+	"gonum.org/v1/gonum/stat"
+)
+
+func ExampleLinearRegression() {
+	var (
+		xs      = make([]float64, 100)
+		ys      = make([]float64, 100)
+		weights []float64
+	)
+
+	line := func(x float64) float64 {
+		return 1 + 3*x
+	}
+
+	for i := range xs {
+		xs[i] = float64(i)
+		ys[i] = line(xs[i]) + 0.1*rand.NormFloat64()
+	}
+
+	// Do not force the regression line to pass through the origin.
+	origin := false
+
+	alpha, beta := stat.LinearRegression(xs, ys, weights, origin)
+	r2 := stat.RSquared(xs, ys, weights, alpha, beta)
+
+	fmt.Printf("Estimated slope is:  %v\n", alpha)
+	fmt.Printf("Estimated offset is: %v\n", beta)
+	fmt.Printf("R^2: %v\n", r2)
+
+	// Output:
+	// Estimated slope is:  0.988572424633503
+	// Estimated offset is: 3.0001541344029676
+	// R^2: 0.9999991095061128
+}