LinearFit.cc

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#include "CommonTools/Statistics/interface/LinearFit.h"

void LinearFit::fit(const std::vector<float>& x,
                    const std::vector<float>& y,
                    int ndat,
                    const std::vector<float>& sigy,
                    float& slope,
                    float& intercept,
                    float& covss,
                    float& covii,
                    float& covsi) const {
  float g1 = 0, g2 = 0;
  float s11 = 0, s12 = 0, s22 = 0;
  for (int i = 0; i != ndat; i++) {
    float sy2 = sigy[i] * sigy[i];
    g1 += y[i] / sy2;
    g2 += x[i] * y[i] / sy2;
    s11 += 1. / sy2;
    s12 += x[i] / sy2;
    s22 += x[i] * x[i] / sy2;
  }

  float d = s11 * s22 - s12 * s12;
  intercept = (g1 * s22 - g2 * s12) / d;
  slope = (g2 * s11 - g1 * s12) / d;

  covii = s22 / d;
  covss = s11 / d;
  covsi = -s12 / d;
}