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'// 多元线性回归
'
Function Multiple(n As Integer, k As Integer, X() As Single, Y() As Single, b() As Single) As Boolean
Dim AV(101) As Single, S(101, 1001) As Single, R(101, 101) As Single
Dim k1 As Integer
' On Error GoTo Warning
FN = -1
k1 = k + 1
For i = 1 To n
X(k1, i) = Y(i)
Next i
Covariance n, k1, X(), AV(), S()
sumy = 0
For i = 1 To n
sumy = sumy + Y(i) * Y(i)
Next i
If sumy = 0 Then Exit Function
SYY = sumy - AV(k1) * AV(k1) / n
S(k1, k1) = Sqr(SYY)
For i = 1 To k
i1 = i + 1
For j = i1 To k
R(i, j) = S(i, j) / Sqr(S(i, i) * S(j, j))
R(j, i) = R(i, j)
Next j
Next i
For i = 1 To k
R(i, i) = 1
R(i, k1) = S(i, k1) / Sqr(S(i, i) * S(k1, k1))
Next i
GoSub GS
For i = 1 To k
b(i) = R(i, k1) * Sqr(S(k1, k1) / S(i, i))
Next i
e = 0: UU = 0
For i = 1 To k
e = e + b(i) * AV(i) / n
UU = UU + b(i) * S(i, k1)
Next i
B0 = AV(k1) / n - e
QQ = SYY - UU
R0 = Sqr(UU / SYY)
F0 = UU / QQ / k * (n - k - 1)
S0 = Sqr(QQ / (n - 1))
b(0) = B0
Multiple = True
Exit Function
GS:
'--------------------------------------
EP = 0.001
For Z = 1 To k
For io = Z To k
If (Abs(R(io, Z)) - EP) <= 0 Then
KOD = 1
Else
GoTo GS1
End If
Next io
Next Z
Return
GS1:
If io <> Z Then
For j = Z To k1
tmp = R(Z, j)
R(Z, j) = R(io, j)
R(io, j) = tmp
Next j
End If
T = 1 / R(Z, Z)
For j = Z To k
R(Z, j + 1) = T * R(Z, j + 1)
Next j
p = k - 1
If Z <> k Then
For i = io To p
For j = Z To k
R(i + 1, j + 1) = R(i + 1, j + 1) - R(i + 1, Z) * R(Z, j + 1)
Next j
Next i
End If
For ik = 2 To k
i = k1 - ik
For j = i To p
R(i, k1) = R(i, k1) - R(i, j + 1) * R(j + 1, k1)
Next j
Next ik
KOD = 0
Return
Warning:
MsgBox Err.Description, vbCritical
Multiple = False
End Function
看不明白,高手解释一下
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