multifit.hpp File Reference

#include <cmath>
#include <gsl/gsl_multifit.h>
#include "vector.hpp"
#include "matrix.hpp"

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Classes
class	gsl::multifit::linear_workspace
	Workspace for general linear least squares with p parameters and n observations. More...
class	gsl::multifit::robust_workspace
	Workspace for robust linear least squares with p parameters and n observations. More...

Namespaces
namespace	gsl
	The gsl package creates an interface to the GNU Scientific Library for C++.
namespace	gsl::multifit
	This namespace gives access to all the gsl_fit functions and allows us to use gsl::vector and gsl::matrix shared pointers.

Typedefs
typedef gsl_multifit_robust_type const *	gsl::multifit::robust_type
	Convenience typedef. More...
typedef gsl_multifit_robust_stats	gsl::multifit::robust_stats
	Convenience tyepdef. More...

Functions
int	gsl::multifit::linear (matrix const &X, vector const &y, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_linear(). More...
int	gsl::multifit::linear_svd (matrix const &X, linear_workspace &work)
	C++ version of gsl_multifit_linear_svd(). More...
int	gsl::multifit::wlinear (matrix const &X, vector const &w, vector const &y, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear(). More...
int	gsl::multifit::wlinear_svd (matrix const &X, vector const &w, vector const &y, double tol, size_t &rank, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_svd(). More...
int	gsl::multifit::wlinear_usvd (matrix const &X, vector const &w, vector const &y, double tol, size_t &rank, vector &c, matrix &cov, double &chisq, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_usvd(). More...
int	gsl::multifit::linear_est (vector const &x, vector const &c, matrix const &cov, double &y, double &y_err)
	C++ version of gsl_multifit_linear_est(). More...
int	gsl::multifit::linear_residuals (matrix const &X, vector const &y, vector const &c, vector &r)
	C++ version of gsl_multifit_linear_residuals(). More...
int	gsl::multifit::robust_tune (double const tune, robust_workspace &w)
	C++ version of gsl_multifit_robust_tune(). More...
char const *	gsl::multifit::robust_name (robust_workspace const &w)
	C++ version of gsl_multifit_robust_name(). More...
robust_stats	gsl::multifit::robust_statistics (robust_workspace const &w)
	C++ version of gsl_multifit_robust_statistics(). More...
int	gsl::multifit::robust (matrix const &X, vector const &y, vector &c, matrix &cov, robust_workspace &w)
	C++ version of gsl_multifit_robust(). More...
int	gsl::multifit::robust_est (vector const &x, vector const &c, matrix const &cov, double &y, double &y_err)
	C++ version of gsl_multifit_robust_est(). More...
int	gsl::multifit::linear_bsvd (matrix const &X, linear_workspace &work)
	C++ version of gsl_multifit_linear_bsvd(). More...
size_t	gsl::multifit::linear_rank (double const tol, linear_workspace const &work)
	C++ version of gsl_multifit_linear_rank(). More...
int	gsl::multifit::linear_solve (double const lambda, matrix const &X, vector const &y, vector &c, double &rnorm, double &snorm, linear_workspace &work)
	C++ version of gsl_multifit_linear_solve(). More...
int	gsl::multifit::linear_applyW (matrix const &X, vector const &w, vector const &y, matrix &WX, vector &Wy)
	C++ version of gsl_multifit_linear_applyW(). More...
int	gsl::multifit::linear_stdform1 (vector const &L, matrix const &X, vector const &y, matrix &Xs, vector &ys, linear_workspace &work)
	C++ version of gsl_multifit_linear_stdform1(). More...
int	gsl::multifit::linear_wstdform1 (vector const &L, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, linear_workspace &work)
	C++ version of gsl_multifit_linear_wstdform1(). More...
int	gsl::multifit::linear_L_decomp (matrix &L, vector &tau)
	C++ version of gsl_multifit_linear_L_decomp(). More...
int	gsl::multifit::linear_stdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &y, matrix &Xs, vector &ys, matrix &M, linear_workspace &work)
	C++ version of gsl_multifit_linear_stdform2(). More...
int	gsl::multifit::linear_wstdform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &w, vector const &y, matrix &Xs, vector &ys, matrix &M, linear_workspace &work)
	C++ version of gsl_multifit_linear_wstdform2(). More...
int	gsl::multifit::linear_genform1 (vector const &L, vector const &cs, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_genform1(). More...
int	gsl::multifit::linear_genform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &y, vector const &cs, matrix const &M, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_genform2(). More...
int	gsl::multifit::linear_wgenform2 (matrix const &LQR, vector const &Ltau, matrix const &X, vector const &w, vector const &y, vector const &cs, matrix const &M, vector &c, linear_workspace &work)
	C++ version of gsl_multifit_linear_wgenform2(). More...
int	gsl::multifit::linear_lcurve (vector const &y, vector &reg_param, vector &rho, vector &eta, linear_workspace &work)
	C++ version of gsl_multifit_linear_lcurve(). More...
int	gsl::multifit::linear_lcurvature (vector const &y, vector const &reg_param, vector const &rho, vector const &eta, vector &kappa, linear_workspace &work)
	C++ version of gsl_multifit_linear_lcurvature(). More...
int	gsl::multifit::linear_lcorner (vector const &rho, vector const &eta, size_t *idx)
	C++ version of gsl_multifit_linear_lcorner(). More...
int	gsl::multifit::linear_lcorner (vector const &rho, vector const &eta, size_t &idx)
	C++ version of gsl_multifit_linear_lcorner(). More...
int	gsl::multifit::linear_lcorner2 (vector const &reg_param, vector const &eta, size_t *idx)
	C++ version of gsl_multifit_linear_lcorner2(). More...
int	gsl::multifit::linear_lcorner2 (vector const &reg_param, vector const &eta, size_t &idx)
	C++ version of gsl_multifit_linear_lcorner2(). More...
int	gsl::multifit::linear_Lk (size_t const p, size_t const k, matrix &L)
	C++ version of gsl_multifit_linear_Lk(). More...
int	gsl::multifit::linear_Lsobolev (size_t const p, size_t const kmax, vector const &alpha, matrix &L, linear_workspace &work)
	C++ version of gsl_multifit_linear_Lsobolev(). More...
int	gsl::multifit::wlinear_tsvd (matrix const &X, vector const &w, vector const &y, double const tol, vector &c, matrix &cov, double &chisq, size_t &rank, linear_workspace &work)
	C++ version of gsl_multifit_wlinear_tsvd(). More...
double	gsl::multifit::linear_rcond (linear_workspace const &w)
	C++ version of gsl_multifit_linear_rcond(). More...
int	gsl::multifit::linear_gcv_init (vector const &y, vector &reg_param, vector &UTy, double &delta0, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_init(). More...
int	gsl::multifit::linear_gcv_curve (vector const &reg_param, vector const &UTy, double const delta0, vector &G, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_curve(). More...
int	gsl::multifit::linear_gcv_min (vector const &reg_param, vector const &UTy, vector const &G, double const delta0, double &lambda, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_min(). More...
double	gsl::multifit::linear_gcv_calc (double const lambda, vector const &UTy, double const delta0, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv_calc(). More...
int	gsl::multifit::linear_gcv (vector const &y, vector &reg_param, vector &G, double &lambda, double &G_lambda, linear_workspace &work)
	C++ version of gsl_multifit_linear_gcv(). More...
int	gsl::multifit::robust_maxiter (size_t const maxiter, robust_workspace &w)
	C++ version of gsl_multifit_robust_maxiter(). More...
int	gsl::multifit::robust_weights (vector const &r, vector &wts, robust_workspace &w)
	C++ version of gsl_multifit_robust_weights(). More...
int	gsl::multifit::robust_residuals (matrix const &X, vector const &y, vector const &c, vector &r, robust_workspace &w)
	C++ version of gsl_multifit_robust_residuals(). More...
static robust_type	gsl::multifit::robust_default ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_bisquare ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_cauchy ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_fair ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_huber ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_ols ()
	Robust linear static type. More...
static robust_type	gsl::multifit::robust_welsch ()
	Robust linear static type. More...