linest

Linear regression coefficients (with optional statistics).

Syntax

v = linest(knownys, knownxs, const, stat)

Description

Returns the slope and intercept of the least-squares fit — [slope, intercept]. With const = false, forces the intercept to zero. With stat = true, returns an array including standard errors, R², F-statistic, and degrees of freedom.

Example

linest([2 4 6 8], [1 2 3 4])    % [2 0]   slope, intercept

See also

• logest — Exponential regression coefficients.
• trend — Linear-trend predictions.
• slope — Slope of a linear regression line.
• intercept — Y-intercept of a linear regression line.
• rsq — Square of the Pearson correlation coefficient (R²).