Moved to math subdirectory.

1999-03-13 17:34:44 +00:00
parent bc2ae82e81
commit 7b22b8cd92
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+// leastsqs.h -- Implements a simple linear least squares best fit routine
+//
+// Written by Curtis Olson, started September 1997.
+//
+// Copyright (C) 1997  Curtis L. Olson  - curt@infoplane.com
+//
+// This program is free software; you can redistribute it and/or modify
+// it under the terms of the GNU General Public License as published by
+// the Free Software Foundation; either version 2 of the License, or
+// (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
+//
+// $Id$
+// (Log is kept at end of this file)
+///
+
+
+#ifndef _LEASTSQS_H
+#define _LEASTSQS_H
+
+
+#ifndef __cplusplus                                                          
+# error This library requires C++
+#endif                                   
+
+
+/* 
+Least squares fit:
+
+y = b0 + b1x
+
+     n*sum(xi*yi) - (sum(xi)*sum(yi))
+b1 = --------------------------------
+     n*sum(xi^2) - (sum(xi))^2
+
+
+b0 = sum(yi)/n - b1*(sum(xi)/n)
+*/
+
+void least_squares(double *x, double *y, int n, double *m, double *b);
+
+/* incrimentally update existing values with a new data point */
+void least_squares_update(double x, double y, double *m, double *b);
+
+
+/* 
+  return the least squares error:
+
+              (y[i] - y_hat[i])^2
+              -------------------
+                      n
+*/
+double least_squares_error(double *x, double *y, int n, double m, double b);
+
+
+/* 
+  return the maximum least squares error:
+
+              (y[i] - y_hat[i])^2
+*/
+double least_squares_max_error(double *x, double *y, int n, double m, double b);
+
+
+#endif // _LEASTSQS_H
+
+
+// $Log$
+// Revision 1.1  1999/03/13 17:34:45  curt
+// Moved to math subdirectory.
+//
+// Revision 1.2  1998/04/21 17:03:42  curt
+// Prepairing for C++ integration.
+//
+// Revision 1.1  1998/04/08 22:57:25  curt
+// Adopted Gnu automake/autoconf system.
+//
+// Revision 1.1  1998/03/19 02:54:48  curt
+// Reorganized into a class lib called fgDEM.
+//
+// Revision 1.1  1997/10/13 17:02:35  curt
+// Initial revision.
+//