Good Package for Fitting Polynomial Trend Lines

Question

Given a simple data set, I would like to be able to calculate a trending formula given it's a second order polynomial regression.

In fact, it would be great if one could even forecast X periods during calculation (similar to what Excel does).

I'm looking for a portable C/C++ package that's relatively easy to use, and allows it to spit out the "best-fit" (highest R^2 value) curve.

Any suggestions? Thanks!

Answer 1

The GNU gsl C library can do multiparameter fits. Its interface is of course very C-like, but there are version for many platforms available, including for Windows.

See the quadratic fit example in the gsl documentation for how to implement this for your case.