Line data    Source code

       1            0 : // Distributed under the MIT License.
       2              : // See LICENSE.txt for details.
       3              : 
       4              : #pragma once
       5              : 
       6              : namespace intrp {
       7              : 
       8            0 : struct LinearRegressionResult {
       9            0 :   double intercept;
      10            0 :   double slope;
      11            0 :   double delta_intercept;
      12            0 :   double delta_slope;
      13              : };
      14              : 
      15              : /*!
      16              :  * \ingroup NumericalAlgorithmsGroup
      17              :  * \brief A linear regression function.
      18              :  *
      19              :  * A wrapper for gsl linear regression.
      20              :  * Fits the data to \f$y = m x + b\f$. Returns a struct
      21              :  * containing \f$(b, m, \delta b, \delta m)\f$, where
      22              :  * \f$\delta b\f$ and \f$\delta m\f$ are the error bars in \f$b\f$ and
      23              :  * \f$m\f$.  The error bars are computed assuming unknown errors in \f$y\f$.
      24              :  *
      25              :  * linear_regression could be implemented by calling
      26              :  * LinearLeastSquares using Order=1, but we choose instead to
      27              :  * implement linear_regression in a simpler way, by calling a simpler gsl
      28              :  * function that involves no memory allocations, no copying, and no
      29              :  * `pow` functions.
      30              :  */
      31              : template <typename T>
      32            1 : LinearRegressionResult linear_regression(const T& x_values, const T& y_values);
      33              : }  // namespace intrp