Re: [Help-gsl] linear regression

[David Schaich]

One thing that pops out at me is that all the c_i, cov_ij and sum_sq are 
just numbers, not arrays.  So the commented-out line can be used, and 
you don't even have to assign values.  You can just pass &c_0, &c_1, etc.

You should also set the strides to 1 instead of 6 -- if you check out 
the code fit/linear.c, you'll see lines like

for (i = 0; i < n; i++)
   {
     m_x += (x[i * xstride] - m_x) / (i + 1.0);
     m_y += (y[i * ystride] - m_y) / (i + 1.0);
   }

so by using 6 for xstride and ystride you'll fly out of your 6-element 
arrays pretty quickly.

Boris isn't really "linear", he's more of an indication of whether or 
not there were any problems.

Check out the examples in the manual if you haven't already:

http://www.gnu.org/software/gsl/manual/html_node/Fitting-Examples.html

-David

Huddwah wrote:
> Hi,
>
> I'm looking to do a simple linear regression. Unfortunately I'm a newb 
> (with
> regard to both c++ and GSL).
>
> All I want is to return the coefficients of a series. I have tried to 
> work
> out how to use squares fitting functions described in the manual but I'm
> pretty lost!
>
> I know when you read this you will probably scratch your head and say 
> it's
> hopeless but any comment you have for me would be appreciated :)
>
>    double x[6] = { 1, 2.3, 3.1, 4.8,  5.6, 6.3};
>    double y[6] = { 2.6, 2.8, 3.1, 4.7, 5.1, 5.3};
>    //double c_0 = 0.0, c_1 = 0.0, c_00 = 0.0, cov_01 = 0.0, cov_11 = 0.0,
> sum_sq = 0.0;
>
>    double c_1[6], c_0[6], c_01[6], c_00[6], cov_01[6], cov_11[6],
> sum_sq[6];
>    double * p = x;
>    double * q = y;
>    double * c0 = c_0;
>    double * c01 = c_01;
>    double * c00 = c_00;
>    double * cov01 = cov_01;
>    double * cov11 = cov_11;
>    double * sumsq = sum_sq;
>
>
>    int boris = gsl_fit_linear(x,6,y,6,6, c0, c01, c00, cov01, cov11,
> sumsq);
>
>    printf("linear: %.18e\n",boris);
>    printf("c0: %.18e\n",c0);
>    printf("c01: %.18e\n",c01);
>    printf("c00: %.18e\n",c00);
>    printf("cov01: %.18e\n",cov01);
>    printf("cov11: %.18e\n",cov11);
>    printf("sumsq: %.18e\n",sumsq);
>
> // "boris" is just a random word I used because I have no idea what this
> function is supposed to return.
>
> I am asuming that c0 to cov11 are the coefficients and that pointers are
> passed to the functions so that the function can update the values of 
> these
> variables.
>
> The output is this:
>
> linear: 5.283463952109629100e-308
> c0: 5.283463954375817300e-308
> c01: 5.283463954375769800e-308
> c00: 5.283463954375722400e-308
> cov01: 5.283463954375675000e-308
> cov11: 5.283463954375627600e-308
> sumsq: 5.283463954375580100e-308
>
> ok, so now that I have given you a good laugh, any pointers would be
> appreciated!! :)
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