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Residuals from polyfit and LinearReg #444080
07/30/14 04:33
07/30/14 04:33
Joined: Sep 2013
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GPEngine Offline OP
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GPEngine  Offline OP
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polyfit and LinearReg should have a side effect of populating a global variable, perhaps rError, representing the mean squared error of the fit.

Re: Residuals from polyfit and LinearReg [Re: GPEngine] #444081
07/30/14 04:38
07/30/14 04:38
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GPEngine Offline OP
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or some other continuous measurement of goodness of fit

Re: Residuals from polyfit and LinearReg [Re: GPEngine] #444083
07/30/14 05:09
07/30/14 05:09
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GPEngine Offline OP
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GPEngine  Offline OP
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Ah, I see that polyfit Returns
Correlation coefficient, normally in the 0..1 range. Gives the similarity of the price curve and the polynom.

That'll do.


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