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test a cloud of 2D points for linearity


From: Georg P. Israel
Subject: test a cloud of 2D points for linearity
Date: Wed, 27 May 2009 16:56:05 +0200

Dear all,

I am almost ashamed to ask this stupid question,
but with all this wealth of function, i seem to not find the right
stuff. Even thought, I know that it is there, probably just under my
nose.

here my problem:

I have a number of points in a plain (2D points)
This points can have an arbitrary distribution.
I would like to have a function that will fit the line through this
cloud of points.

I expect that one point of this line is the mean of all points plus some
direction vector.

The next thing that I like to have now is the RMS of all the distances
of the points along this line. This is basically a variance as seen
along this line.

Now, I can certainly start to clumsily develop this function, but I am
sure that I am just overlooking the right function.

Hence,
please point my nose this this function ... 

Best regards

Georg P. Israel





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