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| Linear regression in MQL5 http://forum.alglib.net/viewtopic.php?f=2&t=3936 |
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| Author: | one_monk [ Thu Jan 24, 2019 10:18 pm ] |
| Post subject: | Linear regression in MQL5 |
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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| Author: | Sergey.Bochkanov [ Fri Jan 25, 2019 11:03 am ] |
| Post subject: | Re: Linear regression in MQL5 |
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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