Standard Library

fitlsq

DOCUMENT yp= fitlsq(y, x, xp)
         ...
         yfit= interp(yp, xp, xfit)
  performs a least squares fit to the data points (X, Y).  The input
  XP are the abcissas of the piecewise linear function passing through
  (XP, YP) which is the best fit to the data (X,Y) in a least squares
  sense.  The XP must be strictly monotone, either increasing or
  decreasing.  As for interp, the piecewise linear fit is taken to be
  constant outside the limits of the XP.

  The result YP is linearly interpolated through any consecutive
  intervals of XP which contain no data points X, and linearly
  extrapolated beyond the extreme values of X (if any of the intervals
  of XP lie outside these extremes).

  A WEIGHT keyword of the same length as X and Y may be supplied in
  order to weight the various data points differently; a typical
  WEIGHT function is 1/sigma^2 where sigma are the standard deviations
  associated with the Y values.

SEE ALSO: interp