I'm searching for a multiple polynomial regression tool like the web-based one found here where you enter the training examples (X), the observations (Y) and the max polynomial degree. Then, the program gives you the most suitable equation for this data.
Is there a desktop app or script that can do that?
My training Data (X) is about 1000+ rows, each of which has 4 features.
What I have tried to do is to create an Octave script that, for each example of those, took the 4 features and converted them into all of the polynomial combinations (of 4 variables) of the given degree, then did a multivariate regression using normal equations.
The problem is, if I do it this way I have all the terms. How can I remove the non-significant terms ?
