Portability | uses ffi |
---|---|
Stability | provisional |
Maintainer | haskell.vivian.mcphail <at> gmail <dot> com |
GSL linear regression functions
- linear :: Vector Double -> Vector Double -> (Double, Double, Double, Double, Double, Double)
- linear_w :: Vector Double -> Vector Double -> Vector Double -> (Double, Double, Double, Double, Double, Double)
- linear_est :: Double -> Double -> Double -> Double -> Double -> Double -> (Double, Double)
- multifit :: Matrix Double -> Vector Double -> (Vector Double, Matrix Double, Double)
- multifit_w :: Matrix Double -> Vector Double -> Vector Double -> (Vector Double, Matrix Double, Double)
- multifit_est :: Vector Double -> Vector Double -> Matrix Double -> (Double, Double)
Documentation
:: Vector Double | x data |
-> Vector Double | y data |
-> (Double, Double, Double, Double, Double, Double) | (c_0,c_1,cov_00,cov_01,cov_11,chi_sq) |
fits the model Y = C X
:: Vector Double | x data |
-> Vector Double | x weights |
-> Vector Double | y data |
-> (Double, Double, Double, Double, Double, Double) | (c_0,c_1,cov_00,cov_01,cov_11,chi_sq) |
fits the model Y = C X, with x data weighted
:: Double | x data point |
-> Double | c0 |
-> Double | c1 |
-> Double | cov00 |
-> Double | cov01 |
-> Double | cov11 |
-> (Double, Double) | (y,error) |
computes the fitted function and standard deviation at the input point
:: Matrix Double | design matrix (X) |
-> Vector Double | observations |
-> (Vector Double, Matrix Double, Double) | (coefficients,covariance,chi_sq) |
fit the model Y = C X, with design matrix X | X is a design matrix X_{ij} = x_j(i) with i observations and p predictors | a polynomial would be X_{ij} = x_i^j | a fourier series would be X_{ij} = sin (omega_j x_i)