/usr/include/gsl/gsl_multifit.h is in libgsl-dev 2.1+dfsg-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 | /* multifit/gsl_multifit.h
*
* Copyright (C) 2000, 2007, 2010 Brian Gough
* Copyright (C) 2013, Patrick Alken
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#ifndef __GSL_MULTIFIT_H__
#define __GSL_MULTIFIT_H__
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_types.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
typedef struct
{
size_t nmax; /* maximum number of observations */
size_t pmax; /* maximum number of parameters */
size_t n; /* number of observations in current SVD decomposition */
size_t p; /* number of parameters in current SVD decomposition */
gsl_matrix * A; /* least squares matrix for SVD, n-by-p */
gsl_matrix * Q;
gsl_matrix * QSI;
gsl_vector * S;
gsl_vector * t;
gsl_vector * xt;
gsl_vector * D;
double rcond; /* reciprocal condition number */
}
gsl_multifit_linear_workspace;
gsl_multifit_linear_workspace *
gsl_multifit_linear_alloc (const size_t n, const size_t p);
void
gsl_multifit_linear_free (gsl_multifit_linear_workspace * w);
int
gsl_multifit_linear (const gsl_matrix * X,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_svd (const gsl_matrix * X,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_bsvd (const gsl_matrix * X,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_solve (const double lambda,
const gsl_matrix * X,
const gsl_vector * y,
gsl_vector * c,
double *rnorm,
double *snorm,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_applyW(const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_matrix * WX,
gsl_vector * Wy);
int
gsl_multifit_linear_stdform1 (const gsl_vector * L,
const gsl_matrix * X,
const gsl_vector * y,
gsl_matrix * Xs,
gsl_vector * ys,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_wstdform1 (const gsl_vector * L,
const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_matrix * Xs,
gsl_vector * ys,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_L_decomp (gsl_matrix * L, gsl_vector * tau);
int
gsl_multifit_linear_stdform2 (const gsl_matrix * LQR,
const gsl_vector * Ltau,
const gsl_matrix * X,
const gsl_vector * y,
gsl_matrix * Xs,
gsl_vector * ys,
gsl_matrix * M,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_wstdform2 (const gsl_matrix * LQR,
const gsl_vector * Ltau,
const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_matrix * Xs,
gsl_vector * ys,
gsl_matrix * M,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_genform1 (const gsl_vector * L,
const gsl_vector * cs,
gsl_vector * c,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_genform2 (const gsl_matrix * LQR,
const gsl_vector * Ltau,
const gsl_matrix * X,
const gsl_vector * y,
const gsl_vector * cs,
const gsl_matrix * M,
gsl_vector * c,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_wgenform2 (const gsl_matrix * LQR,
const gsl_vector * Ltau,
const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
const gsl_vector * cs,
const gsl_matrix * M,
gsl_vector * c,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_lreg (const double smin, const double smax,
gsl_vector * reg_param);
int
gsl_multifit_linear_lcurve (const gsl_vector * y,
gsl_vector * reg_param,
gsl_vector * rho, gsl_vector * eta,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_lcorner(const gsl_vector *rho,
const gsl_vector *eta,
size_t *idx);
int
gsl_multifit_linear_lcorner2(const gsl_vector *reg_param,
const gsl_vector *eta,
size_t *idx);
int
gsl_multifit_linear_Lk(const size_t p, const size_t k, gsl_matrix *L);
int
gsl_multifit_linear_Lsobolev(const size_t p, const size_t kmax,
const gsl_vector *alpha, gsl_matrix *L,
gsl_multifit_linear_workspace *work);
int
gsl_multifit_wlinear (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear_svd (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear_usvd (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_est (const gsl_vector * x,
const gsl_vector * c,
const gsl_matrix * cov, double *y, double *y_err);
double
gsl_multifit_linear_rcond (const gsl_multifit_linear_workspace * w);
int
gsl_multifit_linear_residuals (const gsl_matrix *X, const gsl_vector *y,
const gsl_vector *c, gsl_vector *r);
typedef struct
{
const char * name; /* method name */
int (*wfun)(const gsl_vector *r, gsl_vector *w);
int (*psi_deriv)(const gsl_vector *r, gsl_vector *dpsi);
double tuning_default; /* default tuning constant */
} gsl_multifit_robust_type;
typedef struct
{
double sigma_ols; /* OLS estimate of sigma */
double sigma_mad; /* MAD estimate of sigma */
double sigma_rob; /* robust estimate of sigma */
double sigma; /* final estimate of sigma */
double Rsq; /* R^2 coefficient of determination */
double adj_Rsq; /* degree of freedom adjusted R^2 */
double rmse; /* root mean squared error */
double sse; /* residual sum of squares */
size_t dof; /* degrees of freedom */
size_t numit; /* number of iterations */
gsl_vector *weights; /* final weights */
gsl_vector *r; /* final residuals y - X c */
} gsl_multifit_robust_stats;
typedef struct
{
size_t n; /* number of observations */
size_t p; /* number of parameters */
size_t numit; /* number of iterations */
size_t maxiter; /* maximum iterations */
const gsl_multifit_robust_type *type;
double tune; /* tuning parameter */
gsl_vector *r; /* residuals at current iteration */
gsl_vector *weights; /* weights at current iteration */
gsl_vector *c_prev; /* coefficients from previous iteration */
gsl_vector *resfac; /* multiplicative factors for residuals */
gsl_vector *psi; /* psi(r) */
gsl_vector *dpsi; /* psi'(r) */
gsl_matrix *QSI; /* Q S^{-1} of original matrix X */
gsl_vector *D; /* balancing parameters of original matrix X */
gsl_vector *workn; /* workspace of length n */
gsl_multifit_robust_stats stats; /* various statistics */
gsl_multifit_linear_workspace *multifit_p;
} gsl_multifit_robust_workspace;
/* available types */
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_default;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_bisquare;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_cauchy;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_fair;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_huber;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_ols;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_welsch;
gsl_multifit_robust_workspace *gsl_multifit_robust_alloc(const gsl_multifit_robust_type *T,
const size_t n, const size_t p);
void gsl_multifit_robust_free(gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_tune(const double tune,
gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_maxiter(const size_t maxiter,
gsl_multifit_robust_workspace *w);
const char *gsl_multifit_robust_name(const gsl_multifit_robust_workspace *w);
gsl_multifit_robust_stats gsl_multifit_robust_statistics(const gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_weights(const gsl_vector *r, gsl_vector *wts,
gsl_multifit_robust_workspace *w);
int gsl_multifit_robust(const gsl_matrix * X, const gsl_vector * y,
gsl_vector * c, gsl_matrix *cov,
gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_est(const gsl_vector * x, const gsl_vector * c,
const gsl_matrix * cov, double *y, double *y_err);
int gsl_multifit_robust_residuals(const gsl_matrix * X,
const gsl_vector * y,
const gsl_vector * c, gsl_vector * r,
gsl_multifit_robust_workspace * w);
__END_DECLS
#endif /* __GSL_MULTIFIT_H__ */
|