Multiple linear regression and variations using Math.NET

As mentioned earlier, a regression model can be found using matrix decomposition such as QR and SVD.

The following code finds the theta from QR decomposition for the same data:

let qrlTheta = MultipleRegression.QR( created2 ,Y_MPG)

When run, this shows the following result in the F# interactive:

Now using these theta values, the predicted miles per gallon for the unknown car can be found by the following code snippet:

let mpgPredicted = qrlTheta * vector[8.;360.;215.;4615.;14.]

Similarly, SVD can be used to find the linear regression coefficients as done for QR:

let svdTheta = MultipleRegression.SVD( created2 ,Y_MPG)