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Least-Squares-Regression

Least-squares regression polynomial fit calculator. Done in 2017.

Purpose

This program allows you to input a data set of (x, y) pairs and returns a set of coefficients for the polynomial of best fit with order specified by the user.

Method

The program accepts x and y values and turns them into column matrices x and y and calculates the corresponding Vandermonde matrix V. Then we calculate the coefficient column matrix c using the formula:

c = (VTV)-1VTy.

The first entry of c will be the coefficient of the highest order term; coefficients of terms are listed by order in descending sequence.

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Least-squares regression polynomial fit calculator. Calculates polynomials of best fit for 2-D data sets. Done in 2017.

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