LeastSqFit

Module:  Essential Math    Group:  Statistics classes

Does not inherit

• Local Index
• Synopsis
• Description
• Public Constructors
• Public Member Functions
• Related Global Operator

Members

correlationCoeff() intercept()

interceptStandardDev() LeastSqFit()

slope() slopeStandardDev()

xPosition() yPosition()

Non-Members

operator<<()

#include <rw/lsqfit.h>
#include <rw/math/mathvec.h>
RWMathVec<double> x, y;
LeastSqFit lsf(x, y);

The class LeastSqFit constructs a linear least squares fit to a straight line from input data, with or without weighting factors. This class is of precision double. Once a LeastSqFit is constructed, various methods are provided to interrogate it.

LeastSqFit(const RWMathVec<double>& x, 
           const RWMathVec<double>& y);

Constructs a linear least squares fit to the data in vectors x and y, without weights. Similar indices of the vectors x(i) and y(i) are assumed to represent (x,y) pairs. The vectors need not be the same length; trailing unmatched points are ignored.

LeastSqFit(const RWMathVec<double>& x, 
           const RWMathVec<double>& y,
           const RWMathVec<double>& sigmay);

Constructs a linear least squares fit to the data in vectors x and y, using a set of known standard deviations for the y values. Similar indices of the vectors x(i) and y(i) are assumed to represent (x,y) pairs. These values are weighted according to the y standard deviations given as
1/sigmay(i)². The vectors need not be the same length; trailing unmatched points are ignored.

double   
correlationCoeff() const;

Returns the sample linear correlation coefficient of the fit.

double   
intercept() const;

Returns the intercept of the line.

double
interceptStandardDev() const;

Returns the standard deviation of the calculated intercept. If the standard deviations of the data is given, the standard deviation for the intercept is calculated appropriately. In the unweighted case, the standard deviation is estimated by factoring in the variance of the data from the calculated line.

double
slope() const;

Returns the slope of the line.

double
slopeStandardDev() const;

Returns the standard deviation of the calculated slope. If the standard deviations of the data are given, the standard deviation for the slope is calculated appropriately. In the unweighted case, the standard deviation is estimated by factoring in the variance of the data from the calculated line.

double
xPosition(double y) const;

Using the linear fit, returns the value x corresponding to y.

double
yPosition(double x) const;

Using the linear fit, returns the value y corresponding to x.

ostream&
operator<<(ostream& s, const LeastSqFit& f);

Outputs a summary of the linear fit f on ostreams.

© Copyright Rogue Wave Software, Inc. All Rights Reserved.
Rogue Wave and SourcePro are registered trademarks of Rogue Wave Software, Inc. in the United States and other countries. All other trademarks are the property of their respective owners.
Contact Rogue Wave about documentation or support issues.