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20.2.4  Linear regression

Given a set of points (x0,y0),…,(xn−1,yn−1), linear regression finds the line y=mx+b that comes closest to passing through all of the points; i.e., that makes

  
(y0−(m x0+b))2+⋯+(yn−1−(m xn−1+b))2

as small as possible. The linear_regression command finds the linear regression of a set of points.

Example

linear_regression([[0,0],[1,1],[2,4],[3,9],[4,16]])

or:

linear_regression([0,1,2,3,4],[0,1,4,9,16])
     
4,−2           

which means that the line y=4x−2 is the best fit line.

The linear_regression_plot command draws the best fit line.

Example

linear_regression_plot([0,1,2,3,4],[0,1,4,9,16])

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