multiple linear regression
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Author:  cg1985 [ Thu Jun 04, 2015 12:02 pm ]
Post subject:  multiple linear regression


I'm new concerning alglib. I'm using the lib in and I want to make a multiple regression in the way: y = beta_0 + sum_i=1,..,n (x_i * beta_i), where beta are the regression factors and x_i are the known attributes, and y the given output. I want to do it with least squares algorithm. However i don't know how i have to initialize exactly the functions in alglib.

I'm happy for any suggestions and help


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