74 lines
1.9 KiB
C++
74 lines
1.9 KiB
C++
// leastsqs.h -- Implements a simple linear least squares best fit routine
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//
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// Written by Curtis Olson, started September 1997.
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//
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// Copyright (C) 1997 Curtis L. Olson - curt@infoplane.com
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//
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// This program is free software; you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation; either version 2 of the License, or
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// (at your option) any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with this program; if not, write to the Free Software
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// Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
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//
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// $Id$
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///
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#ifndef _LEASTSQS_H
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#define _LEASTSQS_H
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#ifndef __cplusplus
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# error This library requires C++
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#endif
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/*
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Least squares fit:
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y = b0 + b1x
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n*sum(xi*yi) - (sum(xi)*sum(yi))
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b1 = --------------------------------
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n*sum(xi^2) - (sum(xi))^2
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b0 = sum(yi)/n - b1*(sum(xi)/n)
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*/
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void least_squares(double *x, double *y, int n, double *m, double *b);
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/* incrimentally update existing values with a new data point */
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void least_squares_update(double x, double y, double *m, double *b);
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/*
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return the least squares error:
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(y[i] - y_hat[i])^2
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-------------------
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n
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*/
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double least_squares_error(double *x, double *y, int n, double m, double b);
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/*
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return the maximum least squares error:
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(y[i] - y_hat[i])^2
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*/
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double least_squares_max_error(double *x, double *y, int n, double m, double b);
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#endif // _LEASTSQS_H
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