RicardoSantos

FunctionPolynomialFit

Library "FunctionPolynomialFit"
Performs Polynomial Regression fit to data.
In statistics, polynomial regression is a form of regression analysis in which
the relationship between the independent variable x and the dependent variable
y is modelled as an nth degree polynomial in x.
reference:
https://en.wikipedia.org/wiki/Polynomial...
https://www.bragitoff.com/2018/06/polyno...

gauss_elimination(A, m, n) Perform Gauss-Elimination and returns the Upper triangular matrix and solution of equations.
  Parameters:
    A: float matrix, data samples.
    m: int, defval=na, number of rows.
    n: int, defval=na, number of columns.
  Returns: float array with coefficients.

polyfit(X, Y, degree) Fits a polynomial of a degree to (x, y) points.
  Parameters:
    X: float array, data sample x point.
    Y: float array, data sample y point.
    degree: int, defval=2, degree of the polynomial.
  Returns: float array with coefficients.
note:
p(x) = p * x**deg + ... + p

interpolate(coeffs, x) interpolate the y position at the provided x.
  Parameters:
    coeffs: float array, coefficients of the polynomial.
    x: float, position x to estimate y.
  Returns: float.

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House Rules.

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