PINE LIBRARY
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:
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.
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.
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Pine脚本库
本着真正的TradingView精神,作者将此Pine代码发布为开源库,以便我们社区的其他Pine程序员可以重复使用它。向作者致敬!您可以私密或在其他开源出版物中使用此库,但在出版物中重复使用此代码受网站规则约束。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。