1 // leastsqs.h -- Implements a simple linear least squares best fit routine
3 // Written by Curtis Olson, started September 1997.
5 // Copyright (C) 1997 Curtis L. Olson - curt@infoplane.com
7 // This program is free software; you can redistribute it and/or modify
8 // it under the terms of the GNU General Public License as published by
9 // the Free Software Foundation; either version 2 of the License, or
10 // (at your option) any later version.
12 // This program is distributed in the hope that it will be useful,
13 // but WITHOUT ANY WARRANTY; without even the implied warranty of
14 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15 // GNU General Public License for more details.
17 // You should have received a copy of the GNU General Public License
18 // along with this program; if not, write to the Free Software
19 // Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
30 # error This library requires C++
39 n*sum(xi*yi) - (sum(xi)*sum(yi))
40 b1 = --------------------------------
41 n*sum(xi^2) - (sum(xi))^2
44 b0 = sum(yi)/n - b1*(sum(xi)/n)
47 void least_squares(double *x, double *y, int n, double *m, double *b);
49 /* incrimentally update existing values with a new data point */
50 void least_squares_update(double x, double y, double *m, double *b);
54 return the least squares error:
60 double least_squares_error(double *x, double *y, int n, double m, double b);
64 return the maximum least squares error:
68 double least_squares_max_error(double *x, double *y, int n, double m, double b);