curve fitting programs

[pgwenthold]

I am looking for a good program that I can use to carry out a very large curve fitting. The data set I have would be as large as 450 variables (and 5000 data points). Simple spreadsheets can do this type of thing very conveniently, but something like Excel, for example, has a limit of 200 variables or so. I'd like to use a least-squares fit, but a genetic algorithm would also work. Does anyone have any suggestions?

("Program it yourself" is a potentially viable option, BUT I will need some more assistance)

 

[JamesM]

Can you run Java on your machine?

If so, I recommend the Weka data mining library.

The data format it uses can be very easily generated from a comma separated file, and then running linear regression is as simple as:

java -cp $CLASSPATH weka.classifiers.functions.LinearRegression -t yourfilename.arff

It also has a GUI, if you're into that sort of thing (you are somewhat at the mercy of the bugged JVMs, as to whether this will work, though).

I use Weka extensively, so PM me if you need any help with it.

 

[JamesM]

... oh yeah, just remembered another Java solution. The Apache Jakarta Commons project has a maths library that does linear regression, as does the Colt library.

 

[Paracelsus]

The R-project is the most advanced solution I would think of. But I don't know if it fits your need. http://www.r-project.org/