LinearFit.cc

Go to the documentation of this file.

#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;
  
}