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44 lines
1.4 KiB
C
44 lines
1.4 KiB
C
/*
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* linear least squares model
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*
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* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
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*/
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#ifndef LLS_H
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#define LLS_H
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#define MAX_VARS 32
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//FIXME avoid direct access to LLSModel from outside
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/**
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* Linear least squares model.
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*/
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typedef struct LLSModel{
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double covariance[MAX_VARS+1][MAX_VARS+1];
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double coeff[MAX_VARS][MAX_VARS];
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double variance[MAX_VARS];
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int indep_count;
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}LLSModel;
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void av_init_lls(LLSModel *m, int indep_count);
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void av_update_lls(LLSModel *m, double *param, double decay);
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void av_solve_lls(LLSModel *m, double threshold, int min_order);
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double av_evaluate_lls(LLSModel *m, double *param, int order);
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#endif
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