Optimization and Regression Routines
CURVEFIT (x, y, wt, parms, [sigma] )
Standard Library function that performs a nonlinear least-squares fit to a function of an arbitrary number of parameters.
Calculates the efficient frontier (a set of optimal portfolios).
GAUSSFIT (x, y [, coefficients] )
Standard Library function that fits a Gaussian curve through a data set.
MINIMIZE(f, l, u, g, i, y )
Minimizes a real valued function of n real variables.
POLY_FIT (x, y, deg [, yft, ybd, sig, mat] )
Standard Library function that fits an n-degree polynomial curve through a set of data points using the least-squares method.
POLYFITW (x, y, wt, deg [, yft, ybd, sig, mat] )
Standard Library function that fits an n-degree polynomial curve through a set of data points using the least-squares method.
REGRESS (x, y, wt [, yf, a0, sig, ft, r, rm, c] )
Standard Library function that fits a curve to data using the multiple linear regression method.
Standard Library function that uses the singular value decomposition method of least-squares curve fitting to fit a polynomial function to data.