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rasbt 2014-05-04 18:57:02 -04:00
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benchmarks/.ipynb_checkpoints/cython_least_squares-checkpoint.ipynb Normal file
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benchmarks/ccy_classic_lstsqr.c Normal file
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def ccy_classic_lstsqr(x, y):
""" Computes the least-squares solution to a linear matrix equation. """
x_avg = sum(x)/len(x)
y_avg = sum(y)/len(y)
var_x = sum([(x_i - x_avg)**2 for x_i in x])
cov_xy = sum([(x_i - x_avg)*(y_i - y_avg) for x_i,y_i in zip(x,y)])
slope = cov_xy / var_x
y_interc = y_avg - slope*x_avg
return (slope, y_interc)

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benchmarks/setup.py Normal file
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from distutils.core import setup
from distutils.extension import Extension
from Cython.Distutils import build_ext
setup(
cmdclass = {'build_ext': build_ext},
ext_modules = [Extension("ccy_classic_lstsqr", ["ccy_classic_lstsqr.pyx"])]
)