Some Statistical Trend Functions

[Jorj]

This script calculates the trend polynomial (deg. 2), trend line or exponential trend for any arrays of x-values and y-values.

Input are the arrays of x values and the y values, output contains either a and b for "a*x+b" (trend line) or for b*E**(a*x) for exponential trend or a, b, c for the trend polynomial a*x**2 + b*x + c.

In addition, the average deviation of the y values from the trend function is returned as an "approximation quality" percentage.

Some background:

The calculation involves linear equation solving. Some utility functions can also be used outside trend analysis.

Linear equation solving is now based on Cholesky's algorithm for symmetric positive matrices, and dimension restrictions have been removed.

TrendStats.au3

Edited February 20, 2014 by Jorj