Skip to content

ozlemekici/data_analysis_with_least_squares_and_monte_carlo

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

2 Commits
 
 
 
 

Repository files navigation

Data Analysis with Least Squares and Monte Carlo

What is least squares method?
The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems by minimizing the sum of the squares of the residuals made in the results of each individual equation. The most important application is in data fitting.

What is Monte Carlo integration method?
In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular Monte Carlo method that numerically computes a definite integral.

What is the purpose of this program?
Here we both apply these two methods and compare the two methods.

About the Dataset
Data obtained from an experiment were analyzed. You can enter or import your own dataset.
Dataset used in the program:

x -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6
y -21 -20 -16 -10 -7 -2 2 6 11 13 18 24 25

The program was prepared in the GNU Octave environment. I recommend running these files on Octave. The file has the extension .m.