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License: MIT License
Multiple Regression Package for PHP
License: MIT License
Need to verify the math.
What do you think about following the internal PHP-FIG conventions and naming all interfaces ..Interface?
I would also move the interfaces one level deeper, LinkingInterface
into mcordingley\Regression\Linking
and RegressionStrategyInterface
into mcordingley\Regression\RegressionStrategy
See https://github.com/php-fig/fig-standards/blob/master/bylaws/002-psr-naming-conventions.md
It would make the code just a little bit more readable.
Descent regression either deconverges or simply comes to rest on bad values.
Looking at the math, it seems possible to add regularization to the gradient descent component. This would avoid over-fitting by penalizing a fit for having larger or more coefficients. Should be able to build it as a decorator over the gradient objects.
I'm a self-taught beginner in statistics and I'm still wrapping my head around the concepts as I go, so please feel free to correct anything I say.
With that said, I would like to be able to perform a linear regression on some data and than calculate the statistical significance of the regression based on the correlation coefficient and the number of data points.
Basically I want to know
See http://www.oneonta.edu/faculty/vomsaaw/w/psy220/files/SignifOfCorrelations.htm
How would you suggest I go about getting the significance of the correlation?
Is it something that makes sense to include in this library? Should I include it in a wrapper, a level above?
(For my own future reference
http://vassarstats.net/rsig.html - calculates significance from r and N, but the code in JS is ugly
http://janda.org/c10/Lectures/topic06/L24-significanceR.htm - more notes about strength and significance)
This includes things like logarithmic, exponential, and power regression.
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