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in reply to Re^5: using Statistics::Regression
in thread using Statistics::Regression

Yeh, I remembered that when I bombed out on a case with two samples so I have added a guard clause that I do not try to use LR if I have less than 10 samples. It appears to still have some very degenerate cases that kill this module with plenty of samples. I have now updated my code to divide Max(Y) by Min(Y) and use this 'change' value to alter the number of terms I use. Strangely it looks like cases where there is a sudden step change in the data that trigger this failure, I have one case where there is a 56% change and that kills the module.

# Lets play with order based on Max/Min value my $change = $data->{Max}{AVG_Percentage_Used} / $data->{Min}{AVG_ +Percentage_Used}; print "Change is $change\n"; my $order = 1; $order = 2 if $change > 1.05; $order = 3 if $change > 1.15; $order = 4 if $change > 1.30; my @Thetas = 'Const'; # Set Thetas for zero order push @Thetas, 'Theta'.$_ for 1 .. $order; my $reg = Statistics::Regression->new( $data->{Name}, \@Thetas ); # Add data points for ( @{$data->{values}} ) { my $epoch = mktime($s, $m, $h, $D, $M-1, $Y); my $x = $_->[2]; my @Data = 1; push @Data, $x**$_ for 1..$order; print "\$reg->include ( $epoch, [".(join ", ", @Data)." ] )\n" +; $reg->include ( $epoch, \@Data ); } print "Results are ...\n"; $reg->print();

That appear to guard the cases where I had very little movement in Y over the series, but this one still kills it. The value 'Change' in this debug is Max/Min, so here there is a 30% change

Change is 1.3 $reg->include ( 1491859118, [1, 3.25, 10.5625 ] ) $reg->include ( 1491902520, [1, 3.25, 10.5625 ] ) $reg->include ( 1492032609, [1, 2.5, 6.25 ] ) $reg->include ( 1492117432, [1, 2.5, 6.25 ] ) $reg->include ( 1492204208, [1, 2.5, 6.25 ] ) $reg->include ( 1492291088, [1, 2.5, 6.25 ] ) $reg->include ( 1492377875, [1, 2.5, 6.25 ] ) $reg->include ( 1492464416, [1, 2.5, 6.25 ] ) $reg->include ( 1492551241, [1, 2.5, 6.25 ] ) $reg->include ( 1492623578, [1, 2.5, 6.25 ] ) Results are ... **************************************************************** Regression 'gotsvl2143.dpcmsr1t.TOOLS' **************************************************************** Report.pl::Statistics::Regression:standarderrors: I cannot compute the + theta-covariance matrix for variable 3 0

Cheers,
R.

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