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| lsfitlinear error? http://forum.alglib.net/viewtopic.php?f=2&t=824 |
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| Author: | MarcF [ Fri Apr 26, 2013 5:41 pm ] |
| Post subject: | lsfitlinear error? |
Why does the following fail to find a simple linear fit?? Code: double[] y = new double[] { 6.95, 8.57, 10.3, 12.2, 14.0 }; double[,] x = new double[,] {{1},{2},{3},{4},{5}}; int info; double[] c; alglib.lsfitreport rep; alglib.lsfitlinear(y, x, out info, out c, out rep); //rep.r2 value equals 0.25 //c[0] value equals 3.16 //Expected result is 1.77 ????? Regards, MarcF |
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| Author: | Sergey.Bochkanov [ Fri Apr 26, 2013 6:48 pm ] |
| Post subject: | Re: lsfitlinear error? |
Why do you think that it fails? lsfitlinear is a GENERAL least squares solver. In your formulation it solves problem of fitting experimental points by y(x)=c[0]*x - fitting without constant term, because you've specified only linear term in x matrix. And it fits data as good as possible - for c[0]=3.16 we have RSS (residual sum of squares) equal to 23.5, which is many times lower than RSS=129.8 for c[0]=1.77 If you want to perform linear fit by y(x)=c[0]+c[1]*x, you have to pass [[1,1],[1,2],[1,3],[1,4],[1,5]], where first item in each row correspond to constant term, second item - to linear term. Alternatively, you can use http://www.alglib.net/translator/man/manual.cpp.html#sub_polynomialfit to perform polynomial fitting. |
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| Author: | MarcF [ Fri Apr 26, 2013 10:30 pm ] |
| Post subject: | Re: lsfitlinear error? |
thanks for the clarification, it makes sense now. I don't think this is particularly clear in the documentation though. Marc |
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