Re: trendline fit

[Marcus G. Daniels]

>>>>> "TP" == Tamas Papp <address@hidden> writes:

TP> I'm looking for a solution for fitting a trendline (an equation of
TP> the form y=ax+b) on a set of (x,y) pairs. Any library would do,
TP> the problem is that I don't know any (I haven't done it
TP> before). 

TP> It would be nice if it was in some kind of C, and easy to use.

Here's a new C++ library that has some regression features.

ftp://ftp.gnu.org/pub/goose/goose-0.0.9.tar.gz

Below is a demo using it's Guile shell:

$ gooseshell
goose> (define rs1 (make-realset 1 2 3 4))
goose> (define rs2 (make-realset 5 6 7 8))
goose> (linear-regression rs1 rs2)
<linear-regression: y = 1.000000 x + 4.000000, r = 1.000000>

The C++ usage is similiar:

void LinearRegression::model(const RealSet& x, const RealSet& y)

PJ> If you have a nice, quick algorithm to find medians, please give it to
PJ> me, because I've tried pretty hard with this one.

goose> (define rs3 (make-realset 1 1 1 1 1 1 3 4 5 6 8 9 10 11 20 100 100))  
goose> (realset-percentile rs3 .5)
5.0

[But, judging from the source, it uses sorted data.]

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