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43 lines
1.4 KiB
43 lines
1.4 KiB
/* |
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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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