leastsquares.m

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function coef=leastSquares(X,Y,order);
%% coef=leastSquares(X,Y,order);
%% Given (X,Y) data, find the least squares to fit the data
%% For example:
%X=[1:4]';Y=[2 3.5 6 7]';order=1;
%coef=leastSquares(X,Y,order)

if nargin<=1
    error('===># of input arguments must be at least 2');
elseif nargin==2
    order=1;
else
    ;
end
if order<1, order=1; end
if order>6,
    fprintf('===>Order is limited to 6\n');
    order=6;
end
[M,N]=size(X);if M==1, X=X'; end
[M,N]=size(Y);if M==1, Y=Y'; end
N=length(X);
A=[X ones(N,1)];b=Y;
if order>=2, A=[X.^2 A]; end;
if order>=3, A=[X.^3 A]; end;
if order>=4, A=[X.^4 A]; end;
if order>=5, A=[X.^5 A]; end;
if order>=6, A=[X.^6 A]; end;
coef=inv(A'*A)*A'*b;