problem4.py 文件源码

def coefficient_variance(number_of_coefficient, y_arr, y_explained, x_matrix):
    """
    :param number_of_coefficient: number from range(n)
    :param y_arr: input y
    :param y_explained: y explained array
    :param x_matrix: x matrix from docs
    :return: variance of coefficient
    """
    variance_e_2 = rss(y_arr, y_explained) / (n - k)

    # (X^T * X)^-1
    mmatrix = linal.inv(numpy.dot(x_matrix.T, x_matrix))

    v_matrix = numpy.dot(variance_e_2, mmatrix)

    return v_matrix[number_of_coefficient][number_of_coefficient]


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######### ??????? ???????? ??????????? y ?? x2, x3 ? x4#######
####### ??????? ?????????? ????????? #########################
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