44 lines
1.4 KiB
C
44 lines
1.4 KiB
C
/*
|
|
* linear least squares model
|
|
*
|
|
* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
|
|
*
|
|
* This library is free software; you can redistribute it and/or
|
|
* modify it under the terms of the GNU Lesser General Public
|
|
* License as published by the Free Software Foundation; either
|
|
* version 2 of the License, or (at your option) any later version.
|
|
*
|
|
* This library 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
|
|
* Lesser General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU Lesser General Public
|
|
* License along with this library; if not, write to the Free Software
|
|
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
|
|
*/
|
|
|
|
#ifndef LLS_H
|
|
#define LLS_H
|
|
|
|
#define MAX_VARS 32
|
|
|
|
//FIXME avoid direct access to LLSModel from outside
|
|
|
|
/**
|
|
* Linear least squares model.
|
|
*/
|
|
typedef struct LLSModel{
|
|
double covariance[MAX_VARS+1][MAX_VARS+1];
|
|
double coeff[MAX_VARS][MAX_VARS];
|
|
double variance[MAX_VARS];
|
|
int indep_count;
|
|
}LLSModel;
|
|
|
|
void av_init_lls(LLSModel *m, int indep_count);
|
|
void av_update_lls(LLSModel *m, double *param, double decay);
|
|
void av_solve_lls(LLSModel *m, double threshold, int min_order);
|
|
double av_evaluate_lls(LLSModel *m, double *param, int order);
|
|
|
|
#endif
|