Software/Algorithim to use in data fitting

iqtbaq

Hi everyone, I am recently working on a project and have some questions about the computing part in it. So the situation is, I have a formula of a probability distribution and a set of market data points. I want to testify that the set of data points fits the theoretical PDF. But I am not sure which software is the best to use. The formula I got is quite complicated(an integral of some hyperbolic functions with complex number) and I think C++ can't really do the plotting efficiently. I looked into Maple but it took too long to plot the graph and also I don't know if maple have the function to fit data points on a graph. So now I am thinking about to learn Matlab to do it but I don't know will the level of the coding be too advanced to learn. So I wonder if anyone have suggestions about the software/algorithim I should use on this case?
Any input will be appreciated, thank you.

Shantanu Kumar

MATLAB should be helpful.It won't take too much to learn given that you already have programming background.

vincegata

MATLAB or R. Both will do the job. MATLAB is \$100 for student license, R is free.

Barny

Just use C++ and get gnuplot to do the plotting. Both free.

iqtbaq

so i spent half day to learn Matlab and found some problems now
I have a integrand of two variables x and y. I have to do an integration over y to get an expression depends on x only and then plot it against x.
Now the problem is the integrand is too complicated that i cannot use the 'int' command but must use a 'quad' instead,
but since the expression includes the variable x, the quad does not allow me to do a numerical integration.
So is there any ways to do an integration over a two variables function w.r.t one variables only?
thank you

Shantanu Kumar

As far as i understood you want to vary the interval in which x lies and keep a fixed interval of y.Why not calculate the whole integral every time with different values of x and that fixed y 0r am i interpreting it wrong?

iqtbaq

that should work, but then I have to change the values of x many times to get the plot, so is there any ways to do it will one/few command only?

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