Least Squares C# library [closed]

Answer 1

Here is a link for C# code on to do exactly this: http://www.trentfguidry.net/post/2009/08/01/Linear-Regression-of-Polynomial-Coefficients.aspx

Good luck!

Edit: Apparently the above link is broken. I made another solution awhile back: http://procbits.com/2011/05/02/linear-regression-in-c-sharp-least-squares/

Answer 2

You may want to check out alglib. It is in C++ instead of C#, but you might be able to write a wrapper over it.

Answer 3

You can check library form ALGLIB under GPL licence 2.0. They have source code for C#, C++,...

http://www.alglib.net/interpolation/leastsquares.php

Answer 4

In the general case you want an "optimizer" or "mimimizer". See http://en.wikipedia.org/wiki/Optimization_(mathematics)#Solvers for some exmples. I see that the first link (http://en.wikipedia.org/wiki/IMSL_Numerical_Libraries) claims to have c# support.

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Edit: For the limited use that you propose (linear or quadratic polynomials), you could just go to any copy of Numerical Recipies, grab a straight ahead implementation, and translate to your language. A general minimizer is overkill.

But note, also, that polynomials may be poor predictors.