Re: [Help-gsl] the linear regression: gsl_fit_linear instead gsl_fit_wlinear

[Sergey Shcherbina]

Hi! 

I had transformed an example and I hope it works correctly:

#include <stdio.h>
#include <gsl/gsl_fit.h>

int
main (void)
{
  int i, n = 4;
  double x[4] = { 1970, 1980, 1990, 2000 };
  double y[4] = {   12,   11,   14,   13 };
  //double w[4] = {  0.1,  0.2,  0.3,  0.4 };

  double c0, c1, cov00, cov01, cov11, chisq;

 //gsl_fit_wlinear (x, 1, w, 1, y, 1,  n, &c0, &c1, &cov00, &cov01, &cov11, 
&chisq);
 //gsl_fit_linear  (x, cx,      y, cy, n,  c0,  c1,  cov00,  cov01,  cov11,  
sumsq);
   gsl_fit_linear  (x, 1,       y, 1,  n, &c0, &c1, &cov00, &cov01, &cov11, 
&chisq);

  printf ("# best fit: Y = %g + %g X\n", c0, c1);
  printf ("# covariance matrix:\n");
  printf ("# [ %g, %g\n#   %g, %g]\n", cov00, cov01, cov01, cov11);
  printf ("# chisq = %g\n", chisq);

  //for (i = 0; i < n; i++) printf ("data: %g %g %g\n", x[i], y[i], 
1/sqrt(w[i]));

  for (i = 0; i < n; i++) printf ("data: %g %g \n", x[i], y[i] );

  printf ("\n");

  for (i = -30; i < 130; i++)
  {
      double xf = x[0] + (i/100.0) * (x[n-1] - x[0]);
      double yf, yf_err;

      gsl_fit_linear_est (xf, c0, c1, cov00, cov01, cov11, &yf, &yf_err);

      printf ("fit: %g %g\n", xf, yf);
      printf ("hi : %g %g\n", xf, yf + yf_err);
      printf ("lo : %g %g\n", xf, yf - yf_err);
    }
  return 0;
}

If it is not, comment please. The result is in attached file.

Regards,
Sergey.

TestModifCode.txt
Description: Text document