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.
Pine腳本庫
秉持TradingView一貫精神,作者已將此Pine代碼以開源函式庫形式發佈,方便我們社群中的其他Pine程式設計師重複使用。向作者致敬!您可以在私人專案或其他開源發表中使用此函式庫,但在公開發表中重用此代碼須遵守社群規範。
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
Pine腳本庫
秉持TradingView一貫精神,作者已將此Pine代碼以開源函式庫形式發佈,方便我們社群中的其他Pine程式設計師重複使用。向作者致敬!您可以在私人專案或其他開源發表中使用此函式庫,但在公開發表中重用此代碼須遵守社群規範。
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。