sidef-scripts/Math/polynomial_regression.sf

#!/usr/bin/ruby

# Find an approximating polynomial of known degree for a given dataset.

# See also:
#   https://rosettacode.org/wiki/Polynomial_regression
#   https://en.wikipedia.org/wiki/Polynomial_regression

func regress(x, y, degree) {
    var A = Matrix.build(x.len, degree+1, {|i,j|
        x[i]**j
    })
     var B = Matrix.column_vector(y...)
    ((A.transpose * A)**(-1) * A.transpose * B).transpose[0]
}

func poly(x) {
    3*x**2 + 2*x + 1
}

var coeff = regress(
    10.of { _ },
    10.of { poly(_) },
    2
)

say coeff