Re: multiple regression

From: Dennis Shea (shea AT cgd.ucar.edu)
Date: Wed Aug 18 2004 - 15:28:16 MDT

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    >
    >Hello. Does anyone know a function or script for performing
    >a multiple regression with NCL?
    >If I have time series of vegetation, T, and precip, I wanted to
    >create an equation:
    >
    >vegetation = a1*T + a2*pcp +... (a1 and a2 are coefficients)

    To all.

    I provided Mike with a fortran subroutine to perform
    the multiple linear regression. Hopefully,
    this will be made available in the next release of NCL [v032].
    If anyone wants to use this now, I can send the fotran code.
    It is implemented as follows

    [1] WRAPIT zregr_ncl.f

    [2] external MLR "./zregr_ncl.so"

    [3] let N be the number of, say, time pts
            M number of variables
           
        X(N) is the dependent variable

        Y = new ((/M,N/), typeof(X), 1.e20) ; independent variables
        Y(0,:) = A ; T is of length N
        Y(1,:) = B ; B N
              etc
        
        C = new ( M, typeof(X) ) ; coefficients
        RESID = new ( N, typeof(X) )
        
        MLR::ZREGR1(N,M,X,X@_FillValue,Y,Y@_FillValue,C,RESID)
        
        print(C) ; desired coef
        print(RESID) ; residuals [=X-XMLR]

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