RegModels::LineFit Function

void LineFit(TVec B, TVec X, TVec Y, TVec Weights = null);

Fits linear equation to data.

#	Name	Type	Description
1	B	TVec *	Returns regression coefficients for linear function.
2	X	TVec *	Vector of independent variable.
3	Y	TVec *	Vector of dependent variable.
4	Weights = null	TVec *	Weights (optional). Weights are used only if they are set.

Remarks:

The routine fits equations to data by minimizing the sum of squared residuals. The observed values obey the following equation:

Y=b[0]+b[1]\cdot X \quad .

Examples

#include "MtxExpr.h"
#include "Units.RegModels.h"

using namespace Dew;
using namespace Dew::Math;
using namespace Dew::Stats;
using namespace Dew::Stats::Units::RegModels;

void Example()
{
    Vector X(100,false);
    Vector Y(100,false);
    Vector YHat(0);
    Vector B(0);

    X.Ramp(-5.0, 0.1); // x= -5.0, -4.9, ..., +4.9
    Y.RandGauss(3.5, 0.12); // sample data
    LineFit(B,X,Y,nullptr); // calculate coefficients
    // evaluate y by using calculated coefficients
    LineEval(B,X, YHat);
}

See Also: RegModels::LineDeriv, RegModels::LineEval

Declared in Dew::Stats::Units::RegModels · Dew.Stats/Units.RegModels.h · Cross-compiler

void LineFit(TVec *B, TVec *X, TVec *Y, TVec *Weights = null);

void LineFit(TVec B, TVec X, TVec Y, TVec Weights = null);