LinearFitErrorsIn2Coord.cc

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#include "CommonTools/Statistics/interface/LinearFitErrorsIn2Coord.h"
#include "CommonTools/Statistics/interface/LinearFit.h"
#include <cmath>

float LinearFitErrorsIn2Coord::slope(const std::vector<float>& x,
                                     const std::vector<float>& y,
                                     int ndat,
                                     const std::vector<float>& sigx,
                                     const std::vector<float>& sigy) const {
  // scale y and sigy, compute scaled errors
  float scale = sqrt(variance(x, ndat) / variance(y, ndat));
  std::vector<float> yScaled = y;
  std::vector<float> sigyScaled = sigy;
  std::vector<float> sig(ndat);
  for (int i = 0; i != ndat; i++) {
    yScaled[i] *= scale;
    sigyScaled[i] *= scale;
    sig[i] = sqrt(sigx[i] * sigx[i] + sigyScaled[i] * sigyScaled[i]);
  }

  // usual linear fit
  LinearFit lf;
  float fs, fi, covss, covii, covsi;
  lf.fit(x, yScaled, ndat, sig, fs, fi, covss, covii, covsi);

  // unscale result
  fs /= scale;
  return fs;
}

float LinearFitErrorsIn2Coord::intercept(const std::vector<float>& x,
                                         const std::vector<float>& y,
                                         int ndat,
                                         const std::vector<float>& sigx,
                                         const std::vector<float>& sigy) const {
  float fs = slope(x, y, ndat, sigx, sigy);
  float fi = 0;
  float sumWi = 0;
  for (int i = 0; i != ndat; i++) {
    float wi = 1. / (sigy[i] + fs * fs * sigx[i]);
    fi += wi * (y[i] - fs * x[i]);
    sumWi += wi;
  }

  return fi / sumWi;
}

float LinearFitErrorsIn2Coord::variance(const std::vector<float>& x, int ndat) const {
  double m1 = 0., m2 = 0.;
  for (int i = 0; i != ndat; i++) {
    m1 += x[i];
    m2 += x[i] * x[i];
  }
  m1 /= ndat;
  m2 /= ndat;

  return float(m2 - m1 * m1);
}