/* 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) */ /* 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); /* 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); /* $Log$ /* 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. * */