Tag Archives: Linest

LinEstGap with non-linear functions

The LinEstGap user defined function (UDF) allows the built-in Linest function to be used on data with empty cells or hidden rows, returning results that agree with the chart trend-line function, which automatically ignores blank cells and hidden data.  It … Continue reading

Posted in Arrays, Curve fitting, Excel, Maths, Newton, UDFs, VBA | Tagged , , , , , , , , , | 1 Comment

Weighted Least Squares Regression, using Excel, VBA, Alglib and Python

Least squares linear regression in Excel is easy.  That’s what the Linest and Trend functions do.  That is, they find the coefficients of a straight line (or higher dimension shape) so that the sum of the squares of the distances of … Continue reading

Posted in AlgLib, Curve fitting, Excel, Link to Python, Maths, Newton, NumPy and SciPy, UDFs, VBA | Tagged , , , , , , | 5 Comments

Using Linest for non-linear curve fitting, examples, hints and warnings

Since I wrote Using LINEST for non-linear curve fitting in 2011 it has been by far the most popular post on this blog.  This post (in response to a recent question) provides some more detailed guidance on how to apply the function … Continue reading

Posted in Curve fitting, Excel | Tagged , , , , , , | 3 Comments

Using LinEst() on data with gaps

A comment on Using LINEST for non-linear curve fitting asked if it was possible to use the function on data with gaps.  There are several options: Copy and sort the data to remove the gaps. Use the chart trendline function Use … Continue reading

Posted in Arrays, Excel, UDFs, VBA | Tagged , , , , | 32 Comments

ALGLIB linear and polynomial fitting functions

As promised here: Fitting high order polynomials this post presents details of four Excel User Defined Functions (UDFs) linking with ALGLIB functions for least squares fitting of linear and polynomial functions.  The new functions are: AL_Linest: AL_LinestCW: AL_PolyFit: and AL_PolyFitCW: These functions have been added … Continue reading

Posted in AlgLib, Excel, Maths, Newton, UDFs, VBA | Tagged , , , , , , | 2 Comments