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curve fitting - How to fit a function with multiple files in gnuplot

I would like to use the fit command for multiple files in gnuplot. I know that for one file the command is for example:

f(x)=a*x+b
fit f(x) 'file1' u ($18/-200):($4/200)  via a, b

Now instead of a single file I would like to have multiple ones ('file1','file2','file3'etc.) and find the best a, b, parameters that fit all data sets.

This question is similar to this one but with different files.

Thanks!

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Like in the question you linked, also here you must combine all files to a single one. You can use e.g. the command line tool cat to do this on-the-fly:

f(x) = a*x + b
fit f(x) '< cat file1 file2 file3' using ($18/-200):($4/200) via a,b

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