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: en.wikipedia.org/wiki/Polynomial_regression bragitoff.com/2018/06/polynomial-fitting-c-program/
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[0] * x**deg + ... + p[deg]
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.
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.
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.