May 26, 2018

Perl module to perform weighted linear regression is a multivariate linear regression package. That is, it estimates the c coefficients for a line-fit of the type

  y= c0*x0 + c1*x1 + c2*x2 + ... + ck*xk

given a data set of N observations, each with k independent x variables and one y variable. Naturally, N must be greater than k—and preferably considerably greater. Any reasonable undergraduate statistics book will explain what a regression is. Most of the time, the user will provide a constant ‘1’ as x0 for each observation in order to allow the regression package to fit an intercept.

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