GORegression

GORegression

Synopsis

enum                GORegressionResult;
                    go_regression_stat_t;
go_regression_stat_t * go_regression_stat_new           (void);
void                go_regression_stat_destroy          (go_regression_stat_t *stat_);
GORegressionResult  go_linear_regression                (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);
GORegressionResult  go_exponential_regression           (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);
GORegressionResult  go_exponential_regression_as_log    (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);
GORegressionResult  go_power_regression                 (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);
GORegressionResult  go_logarithmic_regression           (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);
#define             GO_LOGFIT_C_ACCURACY
#define             GO_LOGFIT_C_STEP_FACTOR
#define             GO_LOGFIT_C_RANGE_FACTOR
GORegressionResult  go_logarithmic_fit                  (double *xs,
                                                         const double *ys,
                                                         int n,
                                                         double *res);
GORegressionResult  (*GORegressionFunction)             (double *x,
                                                         double *params,
                                                         double *f);
GORegressionResult  go_non_linear_regression            (GORegressionFunction f,
                                                         double **xvals,
                                                         double *par,
                                                         double *yvals,
                                                         double *sigmas,
                                                         int x_dim,
                                                         int p_dim,
                                                         double *chi,
                                                         double *errors);
gboolean            go_matrix_invert                    (double **A,
                                                         int n);
double              go_matrix_determinant               (double *const *const A,
                                                         int n);
GORegressionResult  go_linear_solve                     (double *const *const A,
                                                         const double *b,
                                                         int n,
                                                         double *res);
                    go_regression_stat_tl;
go_regression_stat_tl * go_regression_stat_newl         (void);
void                go_regression_stat_destroyl         (go_regression_stat_tl *stat_);
GORegressionResult  go_linear_regressionl               (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);
GORegressionResult  go_exponential_regressionl          (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);
GORegressionResult  go_exponential_regression_as_logl   (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);
GORegressionResult  go_power_regressionl                (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);
GORegressionResult  go_logarithmic_regressionl          (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);
GORegressionResult  go_logarithmic_fitl                 (long double *xs,
                                                         long double *ys,
                                                         int n,
                                                         long double *res);
GORegressionResult  (*GORegressionFunctionl)            (long double *x,
                                                         long double *params,
                                                         long double *f);
GORegressionResult  go_non_linear_regressionl           (GORegressionFunctionl f,
                                                         long double **xvals,
                                                         long double *par,
                                                         long double *yvals,
                                                         long double *sigmas,
                                                         int x_dim,
                                                         int p_dim,
                                                         long double *chi,
                                                         long double *errors);
gboolean            go_matrix_invertl                   (long double **A,
                                                         int n);
long double         go_matrix_determinantl              (long double *const * const A,
                                                         int n);
GORegressionResult  go_linear_solvel                    (long double *const *const A,
                                                         long double *b,
                                                         int n,
                                                         long double *res);

Description

Details

enum GORegressionResult

typedef enum {
	GO_REG_ok,
	GO_REG_invalid_dimensions,
	GO_REG_invalid_data,
	GO_REG_not_enough_data,
	GO_REG_near_singular_good, /* Probably good result */
	GO_REG_near_singular_bad, 	/* Probably bad result */
	GO_REG_singular
} GORegressionResult;


go_regression_stat_t

typedef struct {
        double *se;		/* SE for each parameter estimator */
        double *t;  		/* t values for each parameter estimator */
        double sqr_r;
	double adj_sqr_r;
        double se_y; 		/* The Standard Error of Y */
        double F;
        int    df_reg;
        int    df_resid;
        int    df_total;
        double ss_reg;
        double ss_resid;
        double ss_total;
        double ms_reg;
        double ms_resid;
	double ybar;
	double *xbar;
	double var; 		/* The variance of the entire regression: sum(errors^2)/(n-xdim) */
} go_regression_stat_t;


go_regression_stat_new ()

go_regression_stat_t * go_regression_stat_new           (void);

Returns :


go_regression_stat_destroy ()

void                go_regression_stat_destroy          (go_regression_stat_t *stat_);

stat_ :


go_linear_regression ()

GORegressionResult  go_linear_regression                (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);

Performs multi-dimensional linear regressions on the input points. Fits to "y = b + a1 * x1 + ... ad * xd".

xss :

x-vectors (i.e. independent data)

dim :

number of x-vectors.

ys :

y-vector. (Dependent data.)

n :

number of data points.

affine :

if true, a non-zero constant is allowed.

res :

output place for constant[0] and slope1[1], slope2[2],... There will be dim+1 results.

stat_ :

non-NULL storage for additional results.

Returns :

GORegressionResult as above.

go_exponential_regression ()

GORegressionResult  go_exponential_regression           (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);

Performs one-dimensional linear regressions on the input points. Fits to "y = b * m1^x1 * ... * md^xd " or equivalently to "log y = log b + x1 * log m1 + ... + xd * log md".

xss :

x-vectors (i.e. independent data)

dim :

number of x-vectors

ys :

y-vector (dependent data)

n :

number of data points

affine :

if TRUE, a non-one multiplier is allowed

res :

output place for constant[0] and root1[1], root2[2],... There will be dim+1 results.

stat_ :

non-NULL storage for additional results.

Returns :

GORegressionResult as above.

go_exponential_regression_as_log ()

GORegressionResult  go_exponential_regression_as_log    (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);

Performs one-dimensional linear regressions on the input points as go_exponential_regression, but returns the logarithm of the coefficients instead or the coefficients themselves. Fits to "y = b * exp (m1*x1) * ... * exp (md*xd) " or equivalently to "ln y = ln b + x1 * m1 + ... + xd * md".

xss :

x-vectors (i.e. independent data)

dim :

number of x-vectors

ys :

y-vector (dependent data)

n :

number of data points

affine :

if TRUE, a non-one multiplier is allowed

res :

output place for constant[0] and root1[1], root2[2],... There will be dim+1 results.

stat_ :

non-NULL storage for additional results.

Returns :

GORegressionResult as above.

go_power_regression ()

GORegressionResult  go_power_regression                 (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);

Performs one-dimensional linear regressions on the input points. Fits to "y = b * x1^m1 * ... * xd^md " or equivalently to "log y = log b + m1 * log x1 + ... + md * log xd".

xss :

x-vectors (i.e. independent data)

dim :

number of x-vectors

ys :

y-vector (dependent data)

n :

number of data points

affine :

if TRUE, a non-one multiplier is allowed

res :

output place for constant[0] and root1[1], root2[2],... There will be dim+1 results.

stat_ :

non-NULL storage for additional results.

Returns :

GORegressionResult as above.

go_logarithmic_regression ()

GORegressionResult  go_logarithmic_regression           (double **xss,
                                                         int dim,
                                                         const double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         double *res,
                                                         go_regression_stat_t *stat_);

This is almost a copy of linear_regression and produces multi-dimensional linear regressions on the input points after transforming xss to ln(xss). Fits to "y = b + a1 * z1 + ... ad * zd" with "zi = ln (xi)". Problems with arrays in the calling function: see comment to gnumeric_linest, which is also valid for gnumeric_logreg.

(Errors: less than two points, all points on a vertical line, non-positive x data.)

xss :

x-vectors (i.e. independent data)

dim :

number of x-vectors

ys :

y-vector (dependent data)

n :

number of data points

affine :

if TRUE, a non-zero constant is allowed

res :

output place for constant[0] and factor1[1], factor2[2],... There will be dim+1 results.

stat_ :

non-NULL storage for additional results.

Returns :

GORegressionResult as above.

GO_LOGFIT_C_ACCURACY

#define GO_LOGFIT_C_ACCURACY 0.000001


GO_LOGFIT_C_STEP_FACTOR

#define GO_LOGFIT_C_STEP_FACTOR 0.05


GO_LOGFIT_C_RANGE_FACTOR

#define GO_LOGFIT_C_RANGE_FACTOR 100


go_logarithmic_fit ()

GORegressionResult  go_logarithmic_fit                  (double *xs,
                                                         const double *ys,
                                                         int n,
                                                         double *res);

Performs a two-dimensional non-linear fitting on the input points. Fits to "y = a + b * ln (sign * (x - c))", with sign in {-1, +1}. The graph is a logarithmic curve moved horizontally by c and possibly mirrored across the y-axis (if sign = -1).

Fits c (and sign) by iterative trials, but seems to be fast enough even for automatic recomputation.

Adapts c until a local minimum of squared residuals is reached. For each new c tried out the corresponding a and b are calculated by linear regression. If no local minimum is found, an error is returned. If there is more than one local minimum, the one found is not necessarily the smallest (i.e., there might be cases in which the returned fit is not the best possible). If the shape of the point cloud is to different from ``logarithmic'', either sign can not be determined (error returned) or no local minimum will be found.

(Requires: at least 3 different x values, at least 3 different y values.)

xs :

x-vector (i.e. independent data)

ys :

y-vector (dependent data)

n :

number of data points

res :

output place for sign[0], a[1], b[2], c[3], and sum of squared residuals[4].

Returns :

GORegressionResult as above.

GORegressionFunction ()

GORegressionResult  (*GORegressionFunction)             (double *x,
                                                         double *params,
                                                         double *f);

x :

params :

f :

Returns :


go_non_linear_regression ()

GORegressionResult  go_non_linear_regression            (GORegressionFunction f,
                                                         double **xvals,
                                                         double *par,
                                                         double *yvals,
                                                         double *sigmas,
                                                         int x_dim,
                                                         int p_dim,
                                                         double *chi,
                                                         double *errors);

f :

xvals :

par :

yvals :

sigmas :

x_dim :

p_dim :

chi :

errors :

Returns :


go_matrix_invert ()

gboolean            go_matrix_invert                    (double **A,
                                                         int n);

A :

n :

Returns :


go_matrix_determinant ()

double              go_matrix_determinant               (double *const *const A,
                                                         int n);

A :

n :

Returns :


go_linear_solve ()

GORegressionResult  go_linear_solve                     (double *const *const A,
                                                         const double *b,
                                                         int n,
                                                         double *res);

A :

b :

n :

res :

Returns :


go_regression_stat_tl

typedef struct {
        long double *se; /*SE for each parameter estimator*/
        long double *t;  /*t values for each parameter estimator*/
        long double sqr_r;
	long double adj_sqr_r;
        long double se_y; /* The Standard Error of Y */
        long double F;
        int        df_reg;
        int        df_resid;
        int        df_total;
        long double ss_reg;
        long double ss_resid;
        long double ss_total;
        long double ms_reg;
        long double ms_resid;
	long double ybar;
	long double *xbar;
	long double var; /* The variance of the entire regression:
			sum(errors^2)/(n-xdim) */
} go_regression_stat_tl;


go_regression_stat_newl ()

go_regression_stat_tl * go_regression_stat_newl         (void);

Returns :


go_regression_stat_destroyl ()

void                go_regression_stat_destroyl         (go_regression_stat_tl *stat_);

stat_ :


go_linear_regressionl ()

GORegressionResult  go_linear_regressionl               (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);

xss :

dim :

ys :

n :

affine :

res :

stat_ :

Returns :


go_exponential_regressionl ()

GORegressionResult  go_exponential_regressionl          (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);

xss :

dim :

ys :

n :

affine :

res :

stat_ :

Returns :


go_exponential_regression_as_logl ()

GORegressionResult  go_exponential_regression_as_logl   (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);

xss :

dim :

ys :

n :

affine :

res :

stat_ :

Returns :


go_power_regressionl ()

GORegressionResult  go_power_regressionl                (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);

xss :

dim :

ys :

n :

affine :

res :

stat_ :

Returns :


go_logarithmic_regressionl ()

GORegressionResult  go_logarithmic_regressionl          (long double **xss,
                                                         int dim,
                                                         long double *ys,
                                                         int n,
                                                         gboolean affine,
                                                         long double *res,
                                                         go_regression_stat_tl *stat_);

xss :

dim :

ys :

n :

affine :

res :

stat_ :

Returns :


go_logarithmic_fitl ()

GORegressionResult  go_logarithmic_fitl                 (long double *xs,
                                                         long double *ys,
                                                         int n,
                                                         long double *res);

xs :

ys :

n :

res :

Returns :


GORegressionFunctionl ()

GORegressionResult  (*GORegressionFunctionl)            (long double *x,
                                                         long double *params,
                                                         long double *f);

x :

params :

f :

Returns :


go_non_linear_regressionl ()

GORegressionResult  go_non_linear_regressionl           (GORegressionFunctionl f,
                                                         long double **xvals,
                                                         long double *par,
                                                         long double *yvals,
                                                         long double *sigmas,
                                                         int x_dim,
                                                         int p_dim,
                                                         long double *chi,
                                                         long double *errors);

f :

xvals :

par :

yvals :

sigmas :

x_dim :

p_dim :

chi :

errors :

Returns :


go_matrix_invertl ()

gboolean            go_matrix_invertl                   (long double **A,
                                                         int n);

A :

n :

Returns :


go_matrix_determinantl ()

long double         go_matrix_determinantl              (long double *const * const A,
                                                         int n);

A :

n :

Returns :


go_linear_solvel ()

GORegressionResult  go_linear_solvel                    (long double *const *const A,
                                                         long double *b,
                                                         int n,
                                                         long double *res);

A :

b :

n :

res :

Returns :