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linregress(x, y=None, alternative='two-sided')

Notes

Missing values are considered pair-wise: if a value is missing in x, the corresponding value in y is masked.

For compatibility with older versions of SciPy, the return value acts like a namedtuple of length 5, with fields slope, intercept, rvalue, pvalue and stderr, so one can continue to write

slope, intercept, r, p, se = linregress(x, y)

With that style, however, the standard error of the intercept is not available. To have access to all the computed values, including the standard error of the intercept, use the return value as an object with attributes, e.g.

result = linregress(x, y)
print(result.intercept, result.intercept_stderr)

Parameters

x, y : array_like

Two sets of measurements. Both arrays should have the same length. If only x is given (and y=None), then it must be a two-dimensional array where one dimension has length 2. The two sets of measurements are then found by splitting the array along the length-2 dimension. In the case where y=None and x is a 2x2 array, linregress(x) is equivalent to linregress(x[0], x[1]).

alternative : {'two-sided', 'less', 'greater'}, optional

Defines the alternative hypothesis. Default is 'two-sided'. The following options are available:

  • 'two-sided': the slope of the regression line is nonzero
  • 'less': the slope of the regression line is less than zero
  • 'greater': the slope of the regression line is greater than zero

Returns

result : ``LinregressResult`` instance

The return value is an object with the following attributes:

slope

slope

intercept

intercept

rvalue

rvalue

pvalue

pvalue

stderr

stderr

intercept_stderr

intercept_stderr

Calculate a linear least-squares regression for two sets of measurements.

See Also

scipy.optimize.curve_fit

Use non-linear least squares to fit a function to data.

scipy.optimize.leastsq

Minimize the sum of squares of a set of equations.

Examples

import numpy as np
import matplotlib.pyplot as plt
from scipy import stats
rng = np.random.default_rng()
Generate some data:
x = rng.random(10)
y = 1.6*x + rng.random(10)
Perform the linear regression:
res = stats.linregress(x, y)
Coefficient of determination (R-squared):
print(f"R-squared: {res.rvalue**2:.6f}")
Plot the data along with the fitted line:
plt.plot(x, y, 'o', label='original data')
plt.plot(x, res.intercept + res.slope*x, 'r', label='fitted line')
plt.legend()
plt.show()
Calculate 95% confidence interval on slope and intercept:
# Two-sided inverse Students t-distribution
# p - probability, df - degrees of freedom
from scipy.stats import t
tinv = lambda p, df: abs(t.ppf(p/2, df))
ts = tinv(0.05, len(x)-2)
print(f"slope (95%): {res.slope:.6f} +/- {ts*res.stderr:.6f}")
print(f"intercept (95%): {res.intercept:.6f}"
      f" +/- {ts*res.intercept_stderr:.6f}")
See :

Back References

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scipy.optimize._minpack_py:curve_fit

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