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 library is free software; you can redistribute it and/or
8 // modify it under the terms of the GNU Library General Public
9 // License as published by the Free Software Foundation; either
10 // version 2 of the License, or (at your option) any later version.
12 // This library 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 GNU
15 // Library General Public License for more details.
17 // You should have received a copy of the GNU Library General Public
18 // License along with this library; if not, write to the
19 // Free Software Foundation, Inc., 59 Temple Place - Suite 330,
20 // Boston, MA 02111-1307, USA.
31 # error This library requires C++
40 n*sum(xi*yi) - (sum(xi)*sum(yi))
41 b1 = --------------------------------
42 n*sum(xi^2) - (sum(xi))^2
45 b0 = sum(yi)/n - b1*(sum(xi)/n)
48 void least_squares(double *x, double *y, int n, double *m, double *b);
50 /* incrimentally update existing values with a new data point */
51 void least_squares_update(double x, double y, double *m, double *b);
55 return the least squares error:
61 double least_squares_error(double *x, double *y, int n, double m, double b);
65 return the maximum least squares error:
69 double least_squares_max_error(double *x, double *y, int n, double m, double b);