bdlsta::LineFit Class Reference

#include <bdlsta_linefit.h>

List of all members.

Public Types
enum	{ e_SUCCESS = 0, e_INADEQUATE_DATA = -1 }
Public Member Functions
	LineFit ()
void	add (double xValue, double yValue)
int	count () const
void	fit (double *alpha, double *beta) const
int	fitIfValid (double *alpha, double *beta) const
double	variance () const
int	varianceIfValid (double *result) const
double	xMean () const
int	xMeanIfValid (double *result) const
double	yMean () const
int	yMeanIfValid (double *result) const

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Detailed Description

This class provides an efficient online algorithm for calculating linear square line fit. The class also calculates the mean for the X's and Y's, and variance for the X's. These are byproducts of calculating the line fit. The online algorithm is detailed in the implementation notes.

See Component bdlsta_linefit

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Member Enumeration Documentation

anonymous enum

Enumerator:

e_SUCCESS
e_INADEQUATE_DATA

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Constructor & Destructor Documentation

bdlsta::LineFit::LineFit

(

)

Create an empty LineFit object.

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Member Function Documentation

void bdlsta::LineFit::add	(	double	xValue,
		double	yValue
	)

Add the specified (xValue, yValue) point to the data set.

int bdlsta::LineFit::count

(

)

const

Returns the number of elements in the data set.

void bdlsta::LineFit::fit	(	double *	alpha,
		double *	beta
	)			const

Calculate line fit coefficients Y = Alpha + Beta * X, and populate the specified alpha (intercept) and beta (slope). The behavior is undefined if 2 > count or all X's are identical.

int bdlsta::LineFit::fitIfValid	(	double *	alpha,
		double *	beta
	)			const

Calculate line fit coefficients Y = Alpha + Beta * X, and populate the specified alpha (intercept) and beta (slope). Return 0 on success, and non-zero otherwise. The computations is unsuccessful if 2 > count or all X's are identical.

double bdlsta::LineFit::variance

(

)

const

Return the variance of the data set X's. The behavior is undefined unless 2 <= count.

int bdlsta::LineFit::varianceIfValid

(

double *

result

)

const

Load into the specified result, the variance of the data set X's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 2 > count.

double bdlsta::LineFit::xMean

(

)

const

Return the mean of the data set X's. The behavior is undefined unless 1 <= count.

int bdlsta::LineFit::xMeanIfValid

(

double *

result

)

const

Load into the specified result, the mean of the data set X's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 1 > count.

double bdlsta::LineFit::yMean

(

)

const

Return the mean of the data set Y's. The behavior is undefined unless 1 <= count.

int bdlsta::LineFit::yMeanIfValid

(

double *

result

)

const

Load into the specified result, the mean of the data set Y's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 1 > count.

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The documentation for this class was generated from the following file:

• bdlsta_linefit.h