LINEST

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5 total messages Started by Dan Wed, 14 Mar 2007 20:18

#2339

Author: Dan
Date: Wed, 14 Mar 2007 20:18

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Hi guys,

Probably not a NativeAPI function question, but anyway; I am being 
tasked to reproduce some of the power that is in the Excel LINEST 
function in an application.

I realize that LINEST uses linear regression and least squares; but I am 
by no means a math major, the Numerical Recipes in C book has been 
mildly helpful; but I am still stuck without a solution.

I can't use OLE to automate Excel as the application may not always be 
ran on a PC with Excel.

Anyone know any great libraries I could use that allow me to import a 
data set of X and Y values which will return me the best polynomial fit 
line, or array of A values for the equation y = A1x^2 + A2x + A3?

Dan

Re: LINEST

#2340

Author: Bob Gonder
Date: Wed, 14 Mar 2007 22:53

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Dan wrote:

>Anyone know any great libraries I could use that allow me to import a 

Probably Gnumeric
http://www.gnome.org/projects/gnumeric/

Or OpenOffice.

Re: LINEST

#2341

Author: Dan
Date: Thu, 15 Mar 2007 14:01

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> http://www.gnome.org/projects/gnumeric/

Interesting tool, but gnumeric doesn't have a polynomial fit, which is 
the part of LINEST I am interested in; the simple line fit (y=mx+b) is 
easy to duplicate, but I am trying to solve for a1..an in the formula 
(y=a1x^3 + a2x^2 + a3x + a4); LINEST in Excel gives me that also.

Any other ideas?

Re: LINEST

#2268

Author: Mark Jacobs
Date: Mon, 19 Mar 2007 13:26

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"Dan" <Dan@do.not.spam> wrote in message 
news:45f85907@newsgroups.borland.com...
> Probably not a NativeAPI function question, but anyway; I am being tasked to 
> reproduce some of the power that is in the Excel LINEST function in an 
> application.

http://www.nag.co.uk/numeric/fl/manual/html/E02/e02_conts.html

The PDF docs that are linked usually contain enough maths to reproduce the 
function in code. It certainly worked for my skew and kurtosis stats analyses. 
HTH,
-- 
Mark Jacobs
DK Computing
http://www.dkcomputing.co.uk

Re: LINEST

#2275

Author: Dan
Date: Mon, 19 Mar 2007 18:10

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Thanks to all; I struggled with NR that I finally just went brute force 
and wrote some code from scratch using the formulas on-line for partial 
least squares from  wolfram.

But since folks are out there and are using numerical recipes.. in 
Chapter 15 they go on to further state that if the values Y were from 
multiple variables (such as a,b, and c) vs. just X, that simple change 
of the code could take place to get the correct formulas for a,b, and c.

Has anyone done something like that, any place I could look for 
additional information?

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