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