F#
i want to perform a multiple regression here and obtain the result without the intercept(betas only) which i believe is in vector form.my challenge is when i want to take the vector results divided by the sum of the vector results it errors with overload.
secondly when trying to exclude the intercept too it doesn’t pick MultipleRegression.QR(x,y,false) .still not figuring out the issue.
any assistance will be appreciated.
let l list1= [ [ 0.10; 0.2 ; 0.35; 0.14 ]
[ 0.5 ; 0.60; 0.76; 0.18 ]
[ 0.19; 0.10; 0.51; 0.32 ]
[ 0.13; 0.64; 0.95; 0.26 ] ]
let list2 = [ 0.1; 0.2; 0.3; 0.4 ]
open MathNet.Numerics.LinearAlgebra
open MathNet.Numerics.LinearRegression
let x = list1 |> matrix
let y = list2 |> vector
let betas = MultipleRegression.QR(x,y)
let result = betas/betas.sum