linreg(x,y)

linreg(x, y) -> a, b

Perform linear regression. Returns a and b such that a + b*x is the closest straight line to the given points (x, y), i.e., such that the squared error between y and a + b*x is minimized.

Example:

using PyPlot
x = [1.0:12.0;]
y = [5.5, 6.3, 7.6, 8.8, 10.9, 11.79, 13.48, 15.02, 17.77, 20.81, 22.0, 22.99]
a, b = linreg(x, y)          # Linear regression
plot(x, y, "o")              # Plot (x, y) points
plot(x, [a+b*i for i in x])  # Plot line determined by linear regression

Examples

See Also

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