I have the following linear regression functions
// linear regression y vs x
// returns: intercept slope
linear:{
if[not (count x)=(count y); show "x and y must have the same length"; exit 1];
fit:{(enlist x) lsq y xexp/:til 1+z};
fit[x; y; 1]
};
// takes X and Y as a list of lists
linearLL:{[X;Y] t:([] x:X; y:Y); raze {9h$linear[x`x; x`y]} each t};
\d .
and I would like to get the intercept and slope from lr
/ sliding window from https://code.kx.com/q/kb/programming-idioms/
swin:{[f;w;s] f each {1_x,y}\[w#0; s]}
p:1 2 3 0N 0N 0N 4 5 0N 6 0N 0N 0N 7 8 9;
p:1f*p;
time:2024.01.01+til count p;
n:4;
t:([] p: p; time: time);
t:update c:til count t from t;
t:select from t where p>0;
t:update x:swin[::;n;c] from t;
t:update y:swin[::;n;p] from t;
/t:update y:swin[::;n;p] from t;
t:update x:1f*({distinct x} each x) from t;
t:update y:({x except 0} each y) from t;
t:update y:({x except 0N} each y) from t;
t:delete c from t;
show t:update lr:.regression.linearLL[x;y] from t;
which gives (as expected):
p time x y lr
------------------------------------------
1 2024.01.01 ,0f ,1f
2 2024.01.02 0 1f 1 2f -1 1
3 2024.01.03 0 1 2f 1 2 3f -1 1
4 2024.01.07 0 1 2 6f 1 2 3 4f -2.5 1.9
5 2024.01.08 1 2 6 7f 2 3 4 5f -3.7 2.2
6 2024.01.10 2 6 7 9f 3 4 5 6f -3.9 2.2
7 2024.01.14 6 7 9 13f 4 5 6 7f -3.9 2.3
8 2024.01.15 7 9 13 14f 5 6 7 8f -5.5 2.5
9 2024.01.16 9 13 14 15f 6 7 8 9f -1.5 1.9
However I get a 'length error on invoking:
show t:update intercept:lr[0], slope:lr[1] from t;
I'm presuming the elements of lr are a list of a pair of elements, but somehow that's not the case. How can i extract the intercept and slope information?
q)update intercept:lr[;0],slope:lr[;1]from([]lr:(-1 1;-1 1;-2.5 1.9))
lr intercept slope
------------------------
-1 1 -1 1
-1 1 -1 1
-2.5 1.9 -2.5 1.9
lr[0] and lr[1] are the first and second elements of lr as opposed to the first and second elements of each element in lr.
q)lr:exec lr from([]lr:(-1 1;-1 1;-2.5 1.9))
q)lr[0]
-1 1
q)lr[2]
-2.5 1.9
q)lr[;0]
-1
-1
-2.5
q)lr[;1]
1
1
1.9