GNU Scientific Library – Reference Manual: Linear regression

Next: Linear fitting without a constant term, Previous: Fitting Overview, Up: Least-Squares Fitting [Index]

### 37.2 Linear regression

The functions described in this section can be used to perform least-squares fits to a straight line model, Y(c,x) = c_0 + c_1 x.

Function: int gsl_fit_linear (const double * x, const size_t xstride, const double * y, const size_t ystride, size_t n, double * c0, double * c1, double * cov00, double * cov01, double * cov11, double * sumsq)

  This function computes the best-fit linear regression coefficients (c0,c1) of the model Y = c_0 + c_1 X for the dataset (x, y), two vectors of length n with strides xstride and ystride. The errors on y are assumed unknown so the variance-covariance matrix for the parameters (c0, c1) is estimated from the scatter of the points around the best-fit line and returned via the parameters (cov00, cov01, cov11). The sum of squares of the residuals from the best-fit line is returned in sumsq. Note: the correlation coefficient of the data can be computed using `gsl_stats_correlation` (see Correlation), it does not depend on the fit.

Function: int gsl_fit_wlinear (const double * x, const size_t xstride, const double * w, const size_t wstride, const double * y, const size_t ystride, size_t n, double * c0, double * c1, double * cov00, double * cov01, double * cov11, double * chisq)

  This function computes the best-fit linear regression coefficients (c0,c1) of the model Y = c_0 + c_1 X for the weighted dataset (x, y), two vectors of length n with strides xstride and ystride. The vector w, of length n and stride wstride, specifies the weight of each datapoint. The weight is the reciprocal of the variance for each datapoint in y.

  The covariance matrix for the parameters (c0, c1) is computed using the weights and returned via the parameters (cov00, cov01, cov11). The weighted sum of squares of the residuals from the best-fit line, \chi^2, is returned in chisq.

Function: int gsl_fit_linear_est (double x, double c0, double c1, double cov00, double cov01, double cov11, double * y, double * y_err)

  This function uses the best-fit linear regression coefficients c0, c1 and their covariance cov00, cov01, cov11 to compute the fitted function y and its standard deviation y_err for the model Y = c_0 + c_1 X at the point x.

Next: Linear fitting without a constant term, Previous: Fitting Overview, Up: Least-Squares Fitting [Index]