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With the calculator, in RPN mode, you can proceed as follows:
First, within your HOME directory, create a sub-directory to be called MPFIT
(Multiple linear and Polynomial data FITting) , and enter the MPFIT sub-
directory. Within the sub-directory, type this program:
« X y « X TRAN X * INV X TRAN * y * » »
and store it in a variable called MTREG (MulTiple REGression).
Next, enter the matrices X and b into the stack:
[[1,1.2,3.1,2][1,2.5,3.1,2.5 ][1,3.5,4.5,2.5][1,4,4.5,3][1,6,5,3.5]]
`` (keep an extra copy)
[5.7,8.2,5.0,8.2,9.5] `
Press J@MTREG. The result is: [-2.1649…,–0.7144…,-1.7850…,7.0941…],
i.e.,
y = -2.1649–0.7144⋅x
1
-1.7850×10
-2
⋅x
2
+ 7.0941⋅x
3
.
You should have in your calculator’s stack the value of the matrix X and the
vector b, the fitted values of y are obtained from y = X⋅b, thus, just press *
to obtain: [5.63.., 8.25.., 5.03.., 8.22.., 9.45..].
x
1
x
2
x
3
y
1.20 3.10 2.00 5.70
2.50 3.10 2.50 8.20
3.50 4.50 2.50 5.00
4.00 4.50 3.00 8.20
6.00 5.00 3.50 9.50