AlgFit

Files
file	AlgLinearFit.c
	Provides functions for fitting linear models to data, ie linear regression.
file	AlgPolyLSQ.c
	Provides functions for fitting a polynomial using least squares.

Functions
AlgError	AlgLinearFit1D (int datSz, double *datXA, double *datYA, double *dstA, double *dstB, double *dstSigA, double *dstSigB, double *dstQ)
	Computes the least squares best fit straight line (y = a + bx) through the given data, ie linear regression. This function is based on the function fit(): Press W. H., Teukolsky S. A., Vetterling W. T. and Flannery B. P, Numerical Recipies in C, 1992, CUP. More...
AlgError	AlgLinearFitIdx1D (double *datXA, double *datYA, int *idxXA, int *idxYA, int idxASz, double *dstA, double *dstB, double *dstSigA, double *dstSigB, double *dstQ)
	Computes the least squares best fit straight line (y = a + bx) through the given data, ie linear regression. More...
AlgError	AlgPolynomialLSq (double *xVec, double *yVec, int vecSz, int polyDeg, double *cVec)
	Attempts to fit a polynomial to the given data using a least squares approach. More...

Detailed Description

Function Documentation

AlgError AlgLinearFit1D	(	int	datSz,
		double *	datXA,
		double *	datYA,
		double *	dstA,
		double *	dstB,
		double *	dstSigA,
		double *	dstSigB,
		double *	dstQ
	)

Computes the least squares best fit straight line (y = a + bx) through the given data, ie linear regression. This function is based on the function fit(): Press W. H., Teukolsky S. A., Vetterling W. T. and Flannery B. P, Numerical Recipies in C, 1992, CUP.

Returns

Error code.

Parameters

datSz	Number of elements in given data arrays array.
datXA	Data array with 'x' values.
datYA	Data array with 'y' values.
dstA	Destination ptr for intercept 'a', may be NULL.
dstB	Destination ptr for gradient 'b', may be NULL.
dstSigA	Destination ptr for std dev of 'a', may be NULL.
dstSigB	Destination ptr for std dev of 'b', may be NULL.
dstQ	Destination ptr for goodness of fit, may be NULL.

References ALG_ERR_FUNC, ALG_ERR_NONE, and AlgGammaP().

AlgError AlgLinearFitIdx1D	(	double *	datXA,
		double *	datYA,
		int *	idxXA,
		int *	idxYA,
		int	idxASz,
		double *	dstA,
		double *	dstB,
		double *	dstSigA,
		double *	dstSigB,
		double *	dstQ
	)

Computes the least squares best fit straight line (y = a + bx) through the given data, ie linear regression.

Returns

Error code.

Parameters

datXA	Data array with 'x' values.
datYA	Data array with 'y' values.
idxXA	Index array with indicies into the 'x' data buffer. for the values use examine.
idxYA	Index array with indicies into the 'y' data buffer. for the values use examine.
idxASz	Number of elements in each of the given index arrays.
dstA	Destination ptr for intercept 'a', may be NULL.
dstB	Destination ptr for gradient 'b', may be NULL.
dstSigA	Destination ptr for std dev of 'a', may be NULL.
dstSigB	Destination ptr for std dev of 'b', may be NULL.
dstQ	Destination ptr for goodness of fit, may be NULL.

References ALG_ERR_FUNC, ALG_ERR_NONE, and AlgGammaP().

AlgError AlgPolynomialLSq	(	double *	xVec,
		double *	yVec,
		int	vecSz,
		int	polyDeg,
		double *	cVec
	)

Attempts to fit a polynomial to the given data using a least squares approach.

Returns

Error code.

Parameters

xVec	Data vector x of size vecSz.
yVec	Data vector y of size vecSz.
vecSz	Size of data vectors.
polyDeg	Degree of ploynomial.
cVec	Destination vector for the polynomial coefficients, which must have at least polyDeg + 1 elements.

References AlcFree(), AlcMalloc(), ALG_DBG, ALG_DBG_LVL_1, ALG_DBG_LVL_FN, ALG_ERR_FUNC, ALG_ERR_MALLOC, AlgMatrixGaussSolve(), AlgMatrixRectFree(), AlgMatrixRectNew(), _AlgMatrixRect::array, _AlgMatrix::core, and _AlgMatrix::rect.