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I cant find a way how to calculate the linear regression.
The problem is with lrbuild function. Can me someone explain how to interpret the data into double[,] xy . What is Nvar and NPoints.
For example i have these points :
x : 1 , 2 , 3 ,4 , 5
y : 2 , 4, 6 , 8 , 10
How to put them in to the array xy???

I tried "double[,] x = new double[,]{ {1,2},{2,4},{3,6},{4,5},{5,10}};"
but then i get some weird array. Please someone help with this. I am very confused about this

In your case NVars=1 and NPoints=5. And your xy array is correct.

ALGLIB Reference Manual has section for linreg subpackage - http://www.alglib.net/translator/man/ma ... nit_linreg It describes several functions which work with linear model structure, one of them is lrprocess() - you should create structure with lrbuild() and use lprocess() to calculate linear model estimate.

One more thing. Iwant to get the coeffitients a,b from the equation y = ax+b .
Which function should i use, beacuse i found another one lsfitlinear?

For historical reasons ALGLIB has two similar sets of functions for linear modelling. You can use linreg functions, and get your coefficients with lrunpack().

Using lrbuild, is there any way to force that the coefficients not take any value?
For example, only inside a range, -20<A<20