Multiple regression in Python

Question

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

Answer 1

使用SciPy食谱中的OLS课程[ http://www.scipy.org/Cookbook/OLS] 。

Answer 2

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.