Linear regression
Purpose
Description
Macro Synopsis
Modules
Related Functions
References
Purpose
Linear regression
Description
"Linear regression" takes the input signal and fits a linear function
to it where t is the variable along the x-axis.
Return parameters are:
- the offset a and
- the slope b of the linear fitting function.
Besides a and b, the corresponding uncertainties sigma a and sigma b and the linear correlation coefficient r will appear in the message window. This coefficent is given by
where the overline stands for the mean values of x and y, respectively. If all values lie on a straight line (complete positive or complete negative correlation), r will be -1 or +1, depending on whether the slope of the line is positive or negative. Values of r near 0 indicate uncorrelated variables x and y.
Macro Synopsis
y = LinRegress(x,&a,&b);
signal x,y;
float a,b;
Modules
Statistics
Related Functions
Multilinear regression, Exponential regression,
Power regression, Remove DC, Remove trend,
Box-Cox transform, Detrended fluctuation analysis (DFA),
Long term correlation analysis (LTCA), Principal component analysis (PCA), R/S statistics.
References
Graybill [12]