LinearFit.h File Reference

#include <cassert>
#include <numeric>
#include <utility>
#include <vector>

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Functions
template<typename X , typename Y , typename W = double>
std::pair< double, double >	LinearFit (const std::vector< X > &x, const std::vector< Y > &y, std::vector< W > w={})
	Linear least-square fit of a set of points y located at x, with optional weights w. More...

Function Documentation

LinearFit()

template<typename X , typename Y , typename W = double>

std::pair< double, double > LinearFit	(	const std::vector< X > &	x,
		const std::vector< Y > &	y,
		std::vector< W >	w = {}
	)

Linear least-square fit of a set of points y located at x, with optional weights w.

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Audacity: A Digital Audio Editor

LinearFit.h

Matthieu Hodgkinson

Precondition

x and y have equal size

w is empty or has the same size as x and y

Definition at line 26 of file LinearFit.h.

                                                                  {})
{
   assert(x.size() == y.size() && (w.empty() || w.size() == y.size()));
   if (w.empty())
      w = std::vector<W>(y.size(), 1);
 
   // Calculate weighted means
   const double xwMean = std::inner_product(x.begin(), x.end(), w.begin(), 0.) /
                         std::accumulate(w.begin(), w.end(), 0.);
   const double ywMean = std::inner_product(y.begin(), y.end(), w.begin(), 0.) /
                         std::accumulate(w.begin(), w.end(), 0.);
 
   auto n = 0;
   const double numerator = std::inner_product(
      x.begin(), x.end(), y.begin(), 0., std::plus<>(),
      [&](X xi, Y yi) { return w[n++] * (xi - xwMean) * (yi - ywMean); });
 
   n = 0;
   const double denominator = std::inner_product(
      x.begin(), x.end(), x.begin(), 0., std::plus<>(),
      [&](X xi, X) { return w[n++] * (xi - xwMean) * (xi - xwMean); });
 
   // Calculate slope (a) and intercept (b)
   const double a = numerator / denominator;
   const double b = ywMean - a * xwMean;
 
   return std::make_pair(a, b);
}

Referenced by TEST_CASE().

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