/LeastSquares

Visualization of the Ordinary Least Squares estimation of slope for a simple linear model

Primary LanguageR

LeastSquares

Visualization of the Ordinary Least Squares estimation of slope for a simple linear model

  1. Left pane illustrates line (defined by center of mass and slope) and individual squared residuals
  2. Right pane illustrates sum of squared residuals as function of slope

Result converted to GIF

I originally created this back in 2010 using only base R and in less than 100 lines of code. The multipage pdf was added to a set of LaTeX slides made with beamer and brought to live using the animate package.

Today I edited the code ever so slightly converting comments from Danish to English, and then I converted the resulting multipage pdf to an animated gif using a webservice, https://ezgif.com/.

IMHO a nice touch is the shading of the overlapping squares using the alpha argument in the rgb() function.

Please feel free to improve upon this. A few things come to mind:

  • Create the gif using code
  • Move some of the calculation outside loop (although they are quite light)
  • In this setup the range of slopes to explore is set by a single handpicked parameter (delta)
  • Implement in ggplot2 ;-)