diff options
Diffstat (limited to 'thirdparty/includes/GSL/gsl/gsl_multifit.h')
-rw-r--r-- | thirdparty/includes/GSL/gsl/gsl_multifit.h | 319 |
1 files changed, 0 insertions, 319 deletions
diff --git a/thirdparty/includes/GSL/gsl/gsl_multifit.h b/thirdparty/includes/GSL/gsl/gsl_multifit.h deleted file mode 100644 index 403e995..0000000 --- a/thirdparty/includes/GSL/gsl/gsl_multifit.h +++ /dev/null @@ -1,319 +0,0 @@ -/* multifit/gsl_multifit.h - * - * Copyright (C) 2000, 2007, 2010 Brian Gough - * Copyright (C) 2013, Patrick Alken - * - * This program 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. - * - * This program 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 this program; if not, write to the Free Software - * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. - */ - -#ifndef __GSL_MULTIFIT_H__ -#define __GSL_MULTIFIT_H__ - -#include <stdlib.h> -#include <gsl/gsl_math.h> -#include <gsl/gsl_vector.h> -#include <gsl/gsl_matrix.h> -#include <gsl/gsl_types.h> - -#undef __BEGIN_DECLS -#undef __END_DECLS -#ifdef __cplusplus -# define __BEGIN_DECLS extern "C" { -# define __END_DECLS } -#else -# define __BEGIN_DECLS /* empty */ -# define __END_DECLS /* empty */ -#endif - -__BEGIN_DECLS - -typedef struct -{ - size_t nmax; /* maximum number of observations */ - size_t pmax; /* maximum number of parameters */ - size_t n; /* number of observations in current SVD decomposition */ - size_t p; /* number of parameters in current SVD decomposition */ - gsl_matrix * A; /* least squares matrix for SVD, n-by-p */ - gsl_matrix * Q; - gsl_matrix * QSI; - gsl_vector * S; - gsl_vector * t; - gsl_vector * xt; - gsl_vector * D; - double rcond; /* reciprocal condition number */ -} -gsl_multifit_linear_workspace; - -gsl_multifit_linear_workspace * -gsl_multifit_linear_alloc (const size_t n, const size_t p); - -void -gsl_multifit_linear_free (gsl_multifit_linear_workspace * w); - -int -gsl_multifit_linear (const gsl_matrix * X, - const gsl_vector * y, - gsl_vector * c, - gsl_matrix * cov, - double * chisq, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_svd (const gsl_matrix * X, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_bsvd (const gsl_matrix * X, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_solve (const double lambda, - const gsl_matrix * X, - const gsl_vector * y, - gsl_vector * c, - double *rnorm, - double *snorm, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_applyW(const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - gsl_matrix * WX, - gsl_vector * Wy); - -int -gsl_multifit_linear_stdform1 (const gsl_vector * L, - const gsl_matrix * X, - const gsl_vector * y, - gsl_matrix * Xs, - gsl_vector * ys, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_wstdform1 (const gsl_vector * L, - const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - gsl_matrix * Xs, - gsl_vector * ys, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_L_decomp (gsl_matrix * L, gsl_vector * tau); - -int -gsl_multifit_linear_stdform2 (const gsl_matrix * LQR, - const gsl_vector * Ltau, - const gsl_matrix * X, - const gsl_vector * y, - gsl_matrix * Xs, - gsl_vector * ys, - gsl_matrix * M, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_wstdform2 (const gsl_matrix * LQR, - const gsl_vector * Ltau, - const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - gsl_matrix * Xs, - gsl_vector * ys, - gsl_matrix * M, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_genform1 (const gsl_vector * L, - const gsl_vector * cs, - gsl_vector * c, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_genform2 (const gsl_matrix * LQR, - const gsl_vector * Ltau, - const gsl_matrix * X, - const gsl_vector * y, - const gsl_vector * cs, - const gsl_matrix * M, - gsl_vector * c, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_wgenform2 (const gsl_matrix * LQR, - const gsl_vector * Ltau, - const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - const gsl_vector * cs, - const gsl_matrix * M, - gsl_vector * c, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_lreg (const double smin, const double smax, - gsl_vector * reg_param); - -int -gsl_multifit_linear_lcurve (const gsl_vector * y, - gsl_vector * reg_param, - gsl_vector * rho, gsl_vector * eta, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_lcorner(const gsl_vector *rho, - const gsl_vector *eta, - size_t *idx); - -int -gsl_multifit_linear_lcorner2(const gsl_vector *reg_param, - const gsl_vector *eta, - size_t *idx); - -int -gsl_multifit_linear_Lk(const size_t p, const size_t k, gsl_matrix *L); - -int -gsl_multifit_linear_Lsobolev(const size_t p, const size_t kmax, - const gsl_vector *alpha, gsl_matrix *L, - gsl_multifit_linear_workspace *work); - -int -gsl_multifit_wlinear (const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - gsl_vector * c, - gsl_matrix * cov, - double * chisq, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_wlinear_svd (const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - double tol, - size_t * rank, - gsl_vector * c, - gsl_matrix * cov, - double *chisq, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_wlinear_usvd (const gsl_matrix * X, - const gsl_vector * w, - const gsl_vector * y, - double tol, - size_t * rank, - gsl_vector * c, - gsl_matrix * cov, - double *chisq, - gsl_multifit_linear_workspace * work); - -int -gsl_multifit_linear_est (const gsl_vector * x, - const gsl_vector * c, - const gsl_matrix * cov, double *y, double *y_err); - -double -gsl_multifit_linear_rcond (const gsl_multifit_linear_workspace * w); - -int -gsl_multifit_linear_residuals (const gsl_matrix *X, const gsl_vector *y, - const gsl_vector *c, gsl_vector *r); - -typedef struct -{ - const char * name; /* method name */ - int (*wfun)(const gsl_vector *r, gsl_vector *w); - int (*psi_deriv)(const gsl_vector *r, gsl_vector *dpsi); - double tuning_default; /* default tuning constant */ -} gsl_multifit_robust_type; - -typedef struct -{ - double sigma_ols; /* OLS estimate of sigma */ - double sigma_mad; /* MAD estimate of sigma */ - double sigma_rob; /* robust estimate of sigma */ - double sigma; /* final estimate of sigma */ - double Rsq; /* R^2 coefficient of determination */ - double adj_Rsq; /* degree of freedom adjusted R^2 */ - double rmse; /* root mean squared error */ - double sse; /* residual sum of squares */ - size_t dof; /* degrees of freedom */ - size_t numit; /* number of iterations */ - gsl_vector *weights; /* final weights */ - gsl_vector *r; /* final residuals y - X c */ -} gsl_multifit_robust_stats; - -typedef struct -{ - size_t n; /* number of observations */ - size_t p; /* number of parameters */ - size_t numit; /* number of iterations */ - size_t maxiter; /* maximum iterations */ - const gsl_multifit_robust_type *type; - double tune; /* tuning parameter */ - - gsl_vector *r; /* residuals at current iteration */ - gsl_vector *weights; /* weights at current iteration */ - gsl_vector *c_prev; /* coefficients from previous iteration */ - gsl_vector *resfac; /* multiplicative factors for residuals */ - - gsl_vector *psi; /* psi(r) */ - gsl_vector *dpsi; /* psi'(r) */ - - gsl_matrix *QSI; /* Q S^{-1} of original matrix X */ - gsl_vector *D; /* balancing parameters of original matrix X */ - - gsl_vector *workn; /* workspace of length n */ - - gsl_multifit_robust_stats stats; /* various statistics */ - - gsl_multifit_linear_workspace *multifit_p; -} gsl_multifit_robust_workspace; - -/* available types */ -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_default; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_bisquare; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_cauchy; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_fair; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_huber; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_ols; -GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_welsch; - -gsl_multifit_robust_workspace *gsl_multifit_robust_alloc(const gsl_multifit_robust_type *T, - const size_t n, const size_t p); -void gsl_multifit_robust_free(gsl_multifit_robust_workspace *w); -int gsl_multifit_robust_tune(const double tune, - gsl_multifit_robust_workspace *w); -int gsl_multifit_robust_maxiter(const size_t maxiter, - gsl_multifit_robust_workspace *w); -const char *gsl_multifit_robust_name(const gsl_multifit_robust_workspace *w); -gsl_multifit_robust_stats gsl_multifit_robust_statistics(const gsl_multifit_robust_workspace *w); -int gsl_multifit_robust_weights(const gsl_vector *r, gsl_vector *wts, - gsl_multifit_robust_workspace *w); -int gsl_multifit_robust(const gsl_matrix * X, const gsl_vector * y, - gsl_vector * c, gsl_matrix *cov, - gsl_multifit_robust_workspace *w); -int gsl_multifit_robust_est(const gsl_vector * x, const gsl_vector * c, - const gsl_matrix * cov, double *y, double *y_err); -int gsl_multifit_robust_residuals(const gsl_matrix * X, - const gsl_vector * y, - const gsl_vector * c, gsl_vector * r, - gsl_multifit_robust_workspace * w); - -__END_DECLS - -#endif /* __GSL_MULTIFIT_H__ */ |