dotnet add package MathNet.Numerics

Install-Package MathNet.Numerics

using System;
using MathNet.Numerics.LinearRegression;
class Program
{
    static void Main()
    {
        // 示例數(shù)據(jù)
        double[,] X = { // 特征矩陣 (每行是一個樣本，每列是一個特征)
            { 1, 2, 3 },
            { 1, 3, 4 },
            { 1, 4, 5 },
            { 1, 5, 6 }
        };
        double[] y = { 6, 8, 10, 12 }; // 目標(biāo)值
        // 使用 Math.NET Numerics 進行多元線性回歸
        var result = MultipleRegression.QR(X, y);
        // 輸出回歸系數(shù)
        Console.WriteLine("回歸系數(shù):");
        for (int i = 0; i < result.Length; i++)
        {
            Console.WriteLine($"beta[{i}] = {result[i]}");
        }
        // 計算預(yù)測值
        double[] y_pred = new double[X.GetLength(0)];
        for (int i = 0; i < X.GetLength(0); i++)
        {
            y_pred[i] = result[0]; // 截距
            for (int j = 1; j < result.Length; j++)
            {
                y_pred[i] += result[j] * X[i, j - 1];
            }
        }
        // 計算殘差
        double[] residuals = new double[y.Length];
        for (int i = 0; i < y.Length; i++)
        {
            residuals[i] = y[i] - y_pred[i];
        }
        // 輸出殘差
        Console.WriteLine("\n殘差:");
        for (int i = 0; i < residuals.Length; i++)
        {
            Console.WriteLine($"樣本 {i}: {residuals[i]}");
        }
    }
}