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[Bug-gsl] gsl_fit_mul results are WRONG


From: blavy pierre
Subject: [Bug-gsl] gsl_fit_mul results are WRONG
Date: Sun, 29 Jul 2012 17:02:12 +0200
User-agent: Mozilla/5.0 (Windows NT 5.2; WOW64; rv:14.0) Gecko/20120713 Thunderbird/14.0

The doc of gsl_fit_mul states that this functions computes the model : Y = c_1 *X Therefore, if run with x=1,2,3 and y=100,101,102, it should return something around c_1 = 50. But it returns exactly 1. In fact 1 is the result of the gsl_fit_linear function, computed with a not null intercept.

The bug is explained because your implementation assume that c_1's in the two following models are equals, which is of course FALSE.
model 1 : y = c_0 +  c_1*x (whant gsl_fit_linear computes)
model 2 : y= 0 + c_1*x (whant gsl_fit_mul SHOULD compute, in fact it computes model 1 and drop c_0).

Can you please fix it, or patch the doc.



--- gsl_fit_mul  documentation ---
Function: int gsl_fit_mul (const double * x, const size_t xstride, const double * y, const size_t ystride, size_t n, double * c1, double * cov11, double * sumsq) This function computes the best-fit linear regression coefficient c1 of the model Y = c_1 X for the datasets (x, y), two vectors of length n with strides xstride and ystride. The errors on y are assumed unknown so the variance of the parameter c1 is estimated from the scatter of the points around the best-fit line and returned via the parameter cov11. The sum of squares of the residuals from the best-fit line is returned in sumsq.



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