Legendre polynomial fitting

Fitting data using a linear combination of Legendre polynomials

Finds the weighting coefficients of the linear combination of a set of Legendre polynomials up to order N.

Three methods are available (actually just for fun): 'inv' (default) inverts the normal equation matrix directly, while 'chol' and 'qr' find the solution via Cholesky and QR decomposition, respectively. Although arbitrary large order is supported, usually small N suffices. Computation for Pearson's correlation coefficient and RMSE is also available.

(If you've downloaded an earlier version of this code, please replace it with this one.)