LeastSquares.cpp

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/*~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
   This file is part of CEPS.
 
   CEPS is free software: you can redistribute it and/or modify
   it under the terms of the GNU General Public License as published by
   the Free Software Foundation, either version 3 of the License, or
   (at your option) any later version.
 
   CEPS is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU General Public License for more details.
 
   You should have received a copy of the GNU General Public License
   along with CEPS (see file LICENSE at root of project).
   If not, see <https://www.gnu.org/licenses/>.
 
 
   Copyright 2019-2024 Inria, Universite de Bordeaux
 
   Authors, in alphabetical order:
 
     Pierre-Elliott BECUE, Florian CARO, Yves COUDIERE(*), Andjela DAVIDOVIC, 
     Charlie DOUANLA-LONTSI, Marc FUENTES, Mehdi JUHOOR, Michael LEGUEBE(*), 
     Pauline MIGERDITICHAN, Valentin PANNETIER(*), Nejib ZEMZEMI.
     * : currently active authors
 
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~*/
#include "common/toolbox/LeastSquares.hpp"
#include "common/core/CepsIoMacros.hpp"
 
void
ceps::linearRegression(std::vector<CepsReal>& xs, std::vector<CepsReal>& fs, CepsReal& a, CepsReal &b)
{
  CepsReal xm(0.),fm(0.);
  CepsUInt size = std::min(xs.size(),fs.size());
 
  for (CepsUInt i=0; i<size; i++)
  {
    xm += xs[i];
    fm += fs[i];
  }
  xm /= 1.*size;
  fm /= 1.*size;
 
  CepsReal num(0.),den(0.);
  
  for (CepsUInt i=0; i<size; i++)
  {
    num += xs[i]*(fs[i]-fm);
    den += xs[i]*(xs[i]-xm);
  }
  a = num/den;
  b = fm-a*xm;
}