mfranz
dcb95d131b
- coplied license headers from h(xx) files to respective c(xx) files - removed trailing spaces - fixe $Id$ - fixed typos
84 lines
1.9 KiB
C++
84 lines
1.9 KiB
C++
/**
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* \file leastsqs.hxx
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* 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 - http://www.flightgear.org/~curt
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//
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// This library is free software; you can redistribute it and/or
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// modify it under the terms of the GNU Library General Public
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// License as published by the Free Software Foundation; either
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// version 2 of the License, or (at your option) any later version.
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//
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// This library 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 GNU
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// Library 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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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//
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// $Id$
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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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Classical least squares fit:
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\f[
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y = b_0 + b_1 * x
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\f]
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\f[
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b_1 = \frac{n * \sum_0^{i-1} (x_i*y_i) - \sum_0^{i-1} x_i* \sum_0^{i-1} y_i}
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{n*\sum_0^{i-1} x_i^2 - (\sum_0^{i-1} x_i)^2}
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\f]
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\f[
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b_0 = \frac{\sum_0^{i-1} y_i}{n} - b_1 * \frac{\sum_0^{i-1} x_i}{n}
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\f]
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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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/**
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* Incrimentally update existing values with a new data point.
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*/
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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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\f[
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\frac{(y_i - \hat{y}_i)^2}{n}
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\f]
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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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\f[
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(y_i - \hat{y}_i)^2
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\f]
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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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