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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) INRIA -
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
function [a,b,sig]=reglin(x,y,dflag)
// Solves a linear regression
// y=a(p,q)*x+b(p,1) + epsilon
// x : matrix (q,n) and y matrix (p,n)
// sig : noise standard deviation
// dflag is optional if 1 a display of the result is done
//!
[lhs,rhs]=argn(0);
if rhs < 2 then
error(msprintf(gettext("%s: Wrong number of input arguments: %d to %d expected.\n"),"reglin",2,3))
end
if rhs <=2;dflag=0;end
[n1,n2]=size(x)
[p1,p2]=size(y)
if n2<>p2 then
error(msprintf(gettext("%s: Incompatible input arguments #%d and #%d: Same column dimensions expected.\n"),"reglin",1,2));
end;
if or(isnan(x)) | or(isnan(y)) then
error(msprintf(_("%s: NaNs detected, please use %s() instead.\n"), "reglin", "nanreglin"))
end
xmoy=sum(x,2)/n2
ymoy=sum(y,2)/n2
// We use armax for appropriate orders which will perform
// nothing but a least square
// We could directly call pinv or \
[arc,la,lb,sig]=armax(0,0,y-ymoy*ones(1,n2),x-xmoy*ones(1,n2),0,dflag);
if typeof(la)=="list" then a=lb(1);else a=lb;end
b=ymoy-a*xmoy;
endfunction
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