CODEWITHSUNDEEP
pythonmathscipyregression
Thomas Browne
Thomas Browne

Reputation: 24898

Multiple regression in Python

I am currently using scipy's linregress function for single regression. I am unable to find if the same library, or another, is able to do multiple regression, that is, one dependent variable and more than one independent variable. I'd like to avoid R if possible. If you're wondering, I am doing FX market analysis with the goal of replicating one currency pair with multiple other currency pairs. Anyone help? Thanks,

Thomas

Upvotes: 4

Views: 16775

Answers (2)

nikow
nikow

Reputation: 21548

I'm not sure if this is what you need, but the Modular toolkit for Data Processing (MDP) libray recently implemented multivariate linear regression. It is under LGPL license.

Upvotes: 2

wierob
wierob

Reputation: 4359

Use the OLS class [http://www.scipy.org/Cookbook/OLS] from the SciPy cookbook.

Upvotes: 9

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