v0.3.0-dev-9 #324
@ -30,20 +30,17 @@ fun main() {
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println("Real alpha:\n$alpha")
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// also take sample of size 20 from normal distribution for x TODO rename
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// also take sample of size 20 from normal distribution for x
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val x = randNormal(
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intArrayOf(20, 5),
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randSeed
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)
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// calculate y and add gaussian noise (N(0, 0.05))
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// TODO: please add an intercept: Y = beta * X + alpha + N(0,0.5)
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val y = x dot alpha
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y += y.randNormalLike(randSeed) * 0.05
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// now restore the coefficient vector with OSL estimator with SVD
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// TODO: you need to change accordingly [X 1] [alpha beta] = Y
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// TODO: inverting [X 1] via SVD
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val (u, singValues, v) = x.svd()
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// we have to make sure the singular values of the matrix are not close to zero
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