Python OLS calculation
<p>Is there any good library to calculate linear least squares OLS (Ordinary Least Squares) in python?</p>

<p>Thanks.</p>

<p>Edit:</p>

<p>Thanks for the SciKits and Scipy. 
@ars: Can X be a matrix? An example:</p>

<pre><code>y(1) = a(1)*x(11) + a(2)*x(12) + a(3)*x(13)
y(2) = a(1)*x(21) + a(2)*x(22) + a(3)*x(23)
...........................................
y(n) = a(1)*x(n1) = a(2)*x(n2) + a(3)*x(n3)
</code></pre>

<p>Then how do I pass the parameters for Y and X matrices in your example? </p>

<p>Also, I don't have much background in algebra, I would appreciate if you guys can let me know a good tutorial for that kind of problems. </p>

<p>Thanks much.</p>
