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[Help-gsl] linear regression, f-statistic and vectors

From: Benjamin Otto
Subject: [Help-gsl] linear regression, f-statistic and vectors
Date: Thu, 26 Jul 2007 12:53:36 +0200

Dear list members,

Can I calculate the f-statistic for a linear regression estimated with
gsl_fit_linear() with some of the GSL functions? My current little test
procedure is appended below. What I am still missing or do really look
for is the p-value of the f-statistic. 

gsl_fit_linear expects two array of type double so for my previous tests
I just created some matching arrays. For future calculations I would
like to use vectors. Now can I transform a gsl_vector into such a
"normal" double array so it is accepted by the linear regression
function? I don't find any matching vector view in the manual. Or do I
have to loop over each single element, get the value and copy it into a
new double array?

best regards,

Benjamin Otto

#include <stdio.h>
#include <gsl/gsl_fit.h>
#include <gsl/gsl_randist.h>

main (void)
  int n = 9;
  double x[9] = { 1,2,3,4,5,6,7,8,9 };
  double y[9] = { 2,3,5,4,6,7,9,0,10 };
  double c0, c1, cov00, cov01, cov11, sumsq;
  gsl_fit_linear (x, 1, y, 1, n,
                   &c0, &c1, &cov00, &cov01, &cov11,
  printf ("# best fit: Y = %g + %g X\n", c0, c1);
  printf ("# covariance matrix:\n");
  printf ("# [ %g, %g\n#   %g, %g]\n",
          cov00, cov01, cov01, cov11);
  printf ("# sumsq = %g\n", sumsq);
  return 0;

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