/********************************************************************** * File: linlsq.cpp (Formerly llsq.c) * Description: Linear Least squares fitting code. * Author: Ray Smith * Created: Thu Sep 12 08:44:51 BST 1991 * * (C) Copyright 1991, Hewlett-Packard Ltd. ** Licensed under the Apache License, Version 2.0 (the "License"); ** you may not use this file except in compliance with the License. ** You may obtain a copy of the License at ** http://www.apache.org/licenses/LICENSE-2.0 ** Unless required by applicable law or agreed to in writing, software ** distributed under the License is distributed on an "AS IS" BASIS, ** WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. ** See the License for the specific language governing permissions and ** limitations under the License. * **********************************************************************/ #include #include #include "errcode.h" #include "linlsq.h" const ERRCODE EMPTY_LLSQ = "Can't delete from an empty LLSQ"; /********************************************************************** * LLSQ::clear * * Function to initialize a LLSQ. **********************************************************************/ void LLSQ::clear() { // initialize total_weight = 0.0; // no elements sigx = 0.0; // update accumulators sigy = 0.0; sigxx = 0.0; sigxy = 0.0; sigyy = 0.0; } /********************************************************************** * LLSQ::add * * Add an element to the accumulator. **********************************************************************/ void LLSQ::add(double x, double y) { // add an element total_weight++; // count elements sigx += x; // update accumulators sigy += y; sigxx += x * x; sigxy += x * y; sigyy += y * y; } // Adds an element with a specified weight. void LLSQ::add(double x, double y, double weight) { total_weight += weight; sigx += x * weight; // update accumulators sigy += y * weight; sigxx += x * x * weight; sigxy += x * y * weight; sigyy += y * y * weight; } // Adds a whole LLSQ. void LLSQ::add(const LLSQ& other) { total_weight += other.total_weight; sigx += other.sigx; // update accumulators sigy += other.sigy; sigxx += other.sigxx; sigxy += other.sigxy; sigyy += other.sigyy; } /********************************************************************** * LLSQ::remove * * Delete an element from the acculuator. **********************************************************************/ void LLSQ::remove(double x, double y) { // delete an element if (total_weight <= 0.0) // illegal EMPTY_LLSQ.error("LLSQ::remove", ABORT, NULL); total_weight--; // count elements sigx -= x; // update accumulators sigy -= y; sigxx -= x * x; sigxy -= x * y; sigyy -= y * y; } /********************************************************************** * LLSQ::m * * Return the gradient of the line fit. **********************************************************************/ double LLSQ::m() const { // get gradient double covar = covariance(); double x_var = x_variance(); if (x_var != 0.0) return covar / x_var; else return 0.0; // too little } /********************************************************************** * LLSQ::c * * Return the constant of the line fit. **********************************************************************/ double LLSQ::c(double m) const { // get constant if (total_weight > 0.0) return (sigy - m * sigx) / total_weight; else return 0; // too little } /********************************************************************** * LLSQ::rms * * Return the rms error of the fit. **********************************************************************/ double LLSQ::rms(double m, double c) const { // get error double error; // total error if (total_weight > 0) { error = sigyy + m * (m * sigxx + 2 * (c * sigx - sigxy)) + c * (total_weight * c - 2 * sigy); if (error >= 0) error = sqrt(error / total_weight); // sqrt of mean else error = 0; } else { error = 0; // too little } return error; } /********************************************************************** * LLSQ::pearson * * Return the pearson product moment correlation coefficient. **********************************************************************/ double LLSQ::pearson() const { // get correlation double r = 0.0; // Correlation is 0 if insufficent data. double covar = covariance(); if (covar != 0.0) { double var_product = x_variance() * y_variance(); if (var_product > 0.0) r = covar / sqrt(var_product); } return r; } // Returns the x,y means as an FCOORD. FCOORD LLSQ::mean_point() const { if (total_weight > 0.0) { return FCOORD(sigx / total_weight, sigy / total_weight); } else { return FCOORD(0.0f, 0.0f); } } // Returns the direction of the fitted line as a unit vector, using the // least mean squared perpendicular distance. The line runs through the // mean_point, i.e. a point p on the line is given by: // p = mean_point() + lambda * vector_fit() for some real number lambda. // Note that the result (0<=x<=1, -1<=y<=-1) is directionally ambiguous // and may be negated without changing its meaning. FCOORD LLSQ::vector_fit() const { double x_var = x_variance(); double y_var = y_variance(); double covar = covariance(); FCOORD result; if (x_var >= y_var) { if (x_var == 0.0) return FCOORD(0.0f, 0.0f); result.set_x(x_var / sqrt(x_var * x_var + covar * covar)); result.set_y(sqrt(1.0 - result.x() * result.x())); } else { result.set_y(y_var / sqrt(y_var * y_var + covar * covar)); result.set_x(sqrt(1.0 - result.y() * result.y())); } if (covar < 0.0) result.set_y(-result.y()); return result; }