+- HP Forums (https://www.hpmuseum.org/forum)
+-- Forum: HP Software Libraries (/forum-10.html)
+--- Forum: General Software Library (/forum-13.html)
+--- Thread: (38G) LSQS Linear Fit & Multiple Linear Regression Programme (/thread-3663.html)
(38G) LSQS Linear Fit & Multiple Linear Regression Programme - Gerald H - 04-18-2015 10:12 AM
So here we have a useful programme called LSQS.
If you have a body of n vector observations & wish to fit your data in some linear relationship
a*V1+b*V2+c*V3.....=V
enter V1 in the first column of M1, V2 in the second column of M1....Vn in the nth column & V in the n+1th column.
The programme LSQS calculates the values of co-efficients a,b,c.... such that the errors in the resulting values of V are minimised.
The co-efficients are returned in Ans in Home view.
LSQS
SIZE(M1)►L1:
Ans(1)►R:
L1(2)►C:
M1►M2:
DELCOL M2;C:
SUB M3;M1;{1,C};{R,C}:
TRN(M2):
INVERSE(Ans*M2)*Ans*(M3*[1]):
RE: HP 38G: LSQS Linear Fit & Multiple Linear Regression Programme - Gerald H - 04-19-2015 09:06 AM
If you want a constant in your linear regression like this
C+a*V1+b*V2+c*V3.....=V
then use the programme MLR below.
Constant & regression co-efficients are returned in Ans & M5, your data remains unchanged in M1.
MLR
M1►M4:
SIZE(M1):
MAKEMAT(1,Ans(1),1)*[1]:
ADDCOL M1;Ans;1:
RUN LSQS:
Ans►M5:
M4►M1:
M5: