Technically linear regression can be implemented in one line of code assuming a good linear algebra package:
http://code.google.com/p/fin2py/source/browse/numeric.py#791
(here used for fitting polynomials or any other bivariate or multivariate function linear in coefficients)

Unless python is going to have a built-in linear algebra packages, I think linear regressions fits better in scipy.

Massimo


On Sep 12, 2011, at 9:35 PM, Stephen J. Turnbull wrote:

Steven D'Aprano writes:

I propose adding a basic calculator statistics module to the standard
library, similar to the sorts of functions you would get on a scientific
calculator:

mean (average)
variance (population and sample)
standard deviation (population and sample)
correlation coefficient

+1 for these.

and similar.

I'm not sure about that.  I immediately thought "how about bivariate
linear regression?", but that's actually misleading in many cases.
Doing anything more general is beyond the scope of "like a typical
scientific/statistical hand calculator".

On the other hand, well-commented code showing how to do the bivariate
case would help people to implement more general cases.  Ditto for
other common tasks like chi-square tests.


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