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2013-09-27T00:26:41.117
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<p>Try this code. It fits <code>y = mx + b</code> to your (x,y) data.</p> <p>The arguments to <code>linreg</code> are</p> <pre><code>linreg(int n, REAL x[], REAL y[], REAL* b, REAL* m, REAL* r) n = number of data points x,y = arrays of data *b = output intercept *m = output slope *r = output correlation coefficient (can be NULL if you don't want it) </code></pre> <p>The return value is 0 on success, !=0 on failure.</p> <p>Here's the code</p> <pre><code>#include "linreg.h" #include <stdlib.h> #include <math.h> /* math functions */ //#define REAL float #define REAL double inline static REAL sqr(REAL x) { return x*x; } int linreg(int n, const REAL x[], const REAL y[], REAL* m, REAL* b, REAL* r){ REAL sumx = 0.0; /* sum of x */ REAL sumx2 = 0.0; /* sum of x**2 */ REAL sumxy = 0.0; /* sum of x * y */ REAL sumy = 0.0; /* sum of y */ REAL sumy2 = 0.0; /* sum of y**2 */ for (int i=0;i<n;i++){ sumx += x[i]; sumx2 += sqr(x[i]); sumxy += x[i] * y[i]; sumy += y[i]; sumy2 += sqr(y[i]); } REAL denom = (n * sumx2 - sqr(sumx)); if (denom == 0) { // singular matrix. can't solve the problem. *m = 0; *b = 0; if (r) *r = 0; return 1; } *m = (n * sumxy - sumx * sumy) / denom; *b = (sumy * sumx2 - sumx * sumxy) / denom; if (r!=NULL) { *r = (sumxy - sumx * sumy / n) / /* compute correlation coeff */ sqrt((sumx2 - sqr(sumx)/n) * (sumy2 - sqr(sumy)/n)); } return 0; } </code></pre> <h1>Example</h1> <p>You can run <a href="http://www.tutorialspoint.com/compile_c_online.php?PID=0Bw_CjBb95KQMeXVFb1ZGRERGak0" rel="noreferrer">this example online</a>.</p> <pre><code>int main() { int n = 6; REAL x[6]= {1, 2, 4, 5, 10, 20}; REAL y[6]= {4, 6, 12, 15, 34, 68}; REAL m,b,r; linreg(n,x,y,&m,&b,&r); printf("m=%g b=%g r=%g\n",m,b,r); return 0; } </code></pre> <h2>Here is the output</h2> <pre><code>m=3.43651 b=-0.888889 r=0.999192 </code></pre> <h2>Here is the Excel plot and linear fit (for verification).</h2> <p>All values agree exactly with the C code above (note C code returns <code>r</code> while Excel returns <code>R**2</code>).</p> <p><a href="https://i.stack.imgur.com/2xSvb.jpg" rel="noreferrer"><img src="https://i.stack.imgur.com/2xSvb.jpg" alt="Excel version of fit"></a></p>
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1. POfast & efficient least squares fit algorithm in C?
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1. USMark Lakata
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