权重线性回归的源代码

A C# implementation of a general weighted linear regression with complete statistics. C#, .NET. Linear regression is a useful technique for representing observed data by a mathematical equation. For linear regression, the independent variable (data) is assumed to be a linear function of various independent variables. Normally, the regression problem is formulated as a least squares minimization problem. For the case of linear least squares, the resulting analysis requires the solution of a set of simultaneous equations that can be easily solved using Gaussian Elimination. The applications of linear least squares and Gaussian elimination are well known techniques.