Does anyone have a good Linear Regression algorithm? I'm converting an old BASIC program to VB6 and this is what was in the origional:
VB Code:
  1. '---------------------------------------------------

  2. 'Rem POLYNOMIAL REGRESSION SUBROUTINE

  3. 'Rem INPUTS D-DEGREE OF EQUATION, N-NUMBER OF POINTS

  4. 'Rem OUTPUT C(D,COEFFICIENT DEGREE)-COEFFICIENT MATRIX

  5. '-------------------------------------------------

  6. Public Sub Poly_Regression(D As Integer, n As Integer)

  7.  
  8. Dim A(13) As Double

  9. Dim R(7, 8) As Double

  10. Dim T(8) As Double

  11. Dim k As Integer

  12.  
  13. A(1) = n

  14.  
  15. For i = 1 To n

  16.     x = x(i)

  17.     y = y(i)

  18.  
  19.     For j = 2 To 2 * D + 1

  20.         A(j) = A(j) + x ^ (j - 1)

  21.     Next j

  22.  
  23.     For k = 1 To D + 1

  24.         R(k, D + 2) = T(k) + y * x ^ (k - 1)

  25.         T(k) = T(k) + y * x ^ (k - 1)

  26.     Next k

  27.  
  28.     T(D + 2) = T(D + 2) + y ^ 2

  29. Next i

  30.  
  31. For j = 1 To D + 1

  32.     For k = 1 To D + 1

  33.         R(j, k) = A(j + k - 1)

  34.     Next k

  35. Next j

  36.  
  37. For j = 1 To D + 1

  38.     k = j

  39.  
  40.     For i = 1 To D + 2

  41.         S = R(j, i)

  42.         R(j, i) = R(k, i)

  43.         R(k, i) = S

  44.     Next i

  45.     Z = 1 / R(j, j)

  46.  
  47.     For i = 1 To D + 2

  48.         R(j, i) = Z * R(j, i)

  49.     Next i

  50.  
  51.     For k = 1 To D + 1

  52.         If k = j Then GoTo 1230

  53.             Z = -R(k, j)

  54.         For i = 1 To D + 2

  55.             R(k, i) = R(k, i) + Z * R(j, i)

  56.         Next i

  57.     Next k

  58. Next j

  59.  
  60. C(D, 0) = R(1, D + 2)

  61. For j = 1 To D

  62.     C(D, j) = R(j + 1, D + 2)

  63. Next j

  64.  
  65. End Sub

It's slightly archaic and without looking up linear regression on my own yet, I was wondering if someone had a pre-fab routine that was maybe a little more understandable if not shorter. ?