#!/usr/bin/python2.7 from __future__ import division, print_function from sympy import Symbol, diff, solve, lambdify import matplotlib.pyplot as plt import numpy as np # Model parameters: We look for a line y = b1*x + b2. b1 = Symbol('b1') b2 = Symbol('b2') # Data points xn = [1, 2, 3, 4, 5, 7, 9] yn = [6, 5, 7, 10, 11, 12, 14] # S is the function to minimize: # # For each data point the vertical error/residual is x*b1 + b2 - y. We want to # minimize the sum of the squared residuals (least squares). S = sum((xn[i] * b1 + b2 - yn[i]) ** 2 for i in range(0, len(xn))) print("Function to minimize: S = {}".format(S)) # Minimize S by setting its partial derivatives to zero. d1 = diff(S, b1) d2 = diff(S, b2) solutions = solve([d1, d2], [b1, b2]) print("S is minimal for b1 = {}, b2 = {}".format(solutions[b1], solutions[b2])) # Construct fitted line from the solutions x = Symbol('x') fitted_line = solutions[b1] * x + solutions[b2] print("Fitted line: y = {}".format(fitted_line)) # Construct something we can plot with matplotlib fitted_line_func = lambdify(x, fitted_line, modules=['numpy']) x_plot = np.linspace(min(xn), max(xn), 100) # Plot data points and fitted line plt.scatter(xn, yn, marker="+") plt.plot(x_plot, fitted_line_func(x_plot), 'r') plt.show()