00001 #include "CommonTools/Statistics/interface/LinearFit.h"
00002
00003 void LinearFit::fit(const std::vector<float> & x, const std::vector<float> & y,
00004 int ndat, const std::vector<float> & sigy,
00005 float& slope, float& intercept,
00006 float& covss, float& covii, float& covsi) const
00007 {
00008
00009 float g1 = 0, g2 = 0;
00010 float s11 = 0, s12 = 0, s22 = 0;
00011 for (int i = 0; i != ndat; i++) {
00012 float sy2 = sigy[i] * sigy[i];
00013 g1 += y[i] / sy2;
00014 g2 += x[i]*y[i] / sy2;
00015 s11 += 1. / sy2;
00016 s12 += x[i] / sy2;
00017 s22 += x[i]*x[i] / sy2;
00018 }
00019
00020 float d = s11*s22 - s12*s12;
00021 intercept = (g1*s22 - g2*s12) / d;
00022 slope = (g2*s11 - g1*s12) / d;
00023
00024 covii = s22 / d;
00025 covss = s11 / d;
00026 covsi = -s12 / d;
00027
00028 }
1.5.4