Linear Regression

[sean_colonello]

Can anyone point me to a simple linear regression algorithm. Nothing fancy, just best fit linear regression line for a set of X/Y coordinates using least squares. C# preferred, but I'll take what I can get.

Thanks in advance.

Sean

[SolarFlare]

Can anyone point me to a simple linear regression algorithm. Nothing fancy, just best fit linear regression line for a set of X/Y coordinates using least squares. C# preferred, but I'll take what I can get.

Thanks in advance.

Sean
If you are simply looking for the regression equation, you can use the following formulae:
y = b1*x + b0
b1 = sum((x_i-x_avg)*(y_i-y_avg)) / sum((x_i-x_avg)^2)
b0 = y_avg - b1*x_avg

If you also want other statistical data (such as standard deviation, correlation, etc.) there are other, more efficient ways to acquire the data since they are all related. But you don't need an algorithm, just an equation.