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 Post subject: Linear regression in MQL5
PostPosted: Thu Jan 24, 2019 10:18 pm 
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Joined: Thu Jan 24, 2019 10:14 pm
Posts: 1
Hi everybody,
I want to solve one task with linear regression (or may be by different way):
I have the function

y = ax1 + bx2 + cx3 + dx4 + ex5 + fx6

y and x1 to x6 are known and I have the matrix with their empiric values (100 examples).
I want to calculate the approximation of a to f. I download the library "alglib.mqh" which must be useful.
Can somebody tell me how to calculate my task - some code will be useful. Thanks!


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 Post subject: Re: Linear regression in MQL5
PostPosted: Fri Jan 25, 2019 11:03 am 
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Joined: Fri May 07, 2010 7:06 am
Posts: 849
Hi! MQL5 version of ALGLIB is an unofficial port made by MQL developers. We do not support this library, so such questions should be asked at MQL forum.

I recommend you to look at lsfitlinear() function, but can not provide any examples in MQL.


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