/usr/include/gsl/gsl_multifit.h is in libgsl0-dev 1.16+dfsg-1ubuntu1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 | /* multifit/gsl_multifit.h
*
* Copyright (C) 2000, 2007, 2010 Brian Gough
* Copyright (C) 2013, Patrick Alken
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#ifndef __GSL_MULTIFIT_H__
#define __GSL_MULTIFIT_H__
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_types.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
typedef struct
{
size_t n; /* number of observations */
size_t p; /* number of parameters */
gsl_matrix * A;
gsl_matrix * Q;
gsl_matrix * QSI;
gsl_vector * S;
gsl_vector * t;
gsl_vector * xt;
gsl_vector * D;
}
gsl_multifit_linear_workspace;
gsl_multifit_linear_workspace *
gsl_multifit_linear_alloc (size_t n, size_t p);
void
gsl_multifit_linear_free (gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear (const gsl_matrix * X,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_svd (const gsl_matrix * X,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_usvd (const gsl_matrix * X,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
gsl_vector * c,
gsl_matrix * cov,
double * chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear_svd (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_wlinear_usvd (const gsl_matrix * X,
const gsl_vector * w,
const gsl_vector * y,
double tol,
size_t * rank,
gsl_vector * c,
gsl_matrix * cov,
double *chisq,
gsl_multifit_linear_workspace * work);
int
gsl_multifit_linear_est (const gsl_vector * x,
const gsl_vector * c,
const gsl_matrix * cov, double *y, double *y_err);
int
gsl_multifit_linear_residuals (const gsl_matrix *X, const gsl_vector *y,
const gsl_vector *c, gsl_vector *r);
typedef struct
{
const char * name; /* method name */
int (*wfun)(const gsl_vector *r, gsl_vector *w);
int (*psi_deriv)(const gsl_vector *r, gsl_vector *dpsi);
double tuning_default; /* default tuning constant */
} gsl_multifit_robust_type;
typedef struct
{
double sigma_ols; /* OLS estimate of sigma */
double sigma_mad; /* MAD estimate of sigma */
double sigma_rob; /* robust estimate of sigma */
double sigma; /* final estimate of sigma */
double Rsq; /* R^2 coefficient of determination */
double adj_Rsq; /* degree of freedom adjusted R^2 */
double rmse; /* root mean squared error */
double sse; /* residual sum of squares */
size_t dof; /* degrees of freedom */
size_t numit; /* number of iterations */
gsl_vector *weights; /* final weights */
gsl_vector *r; /* final residuals y - X c */
} gsl_multifit_robust_stats;
typedef struct
{
size_t n; /* number of observations */
size_t p; /* number of parameters */
size_t numit; /* number of iterations */
size_t maxiter; /* maximum iterations */
const gsl_multifit_robust_type *type;
double tune; /* tuning parameter */
gsl_vector *r; /* residuals at current iteration */
gsl_vector *weights; /* weights at current iteration */
gsl_vector *c_prev; /* coefficients from previous iteration */
gsl_vector *resfac; /* multiplicative factors for residuals */
gsl_vector *psi; /* psi(r) */
gsl_vector *dpsi; /* psi'(r) */
gsl_matrix *QSI; /* Q S^{-1} of original matrix X */
gsl_vector *D; /* balancing parameters of original matrix X */
gsl_vector *workn; /* workspace of length n */
gsl_multifit_robust_stats stats; /* various statistics */
gsl_multifit_linear_workspace *multifit_p;
} gsl_multifit_robust_workspace;
/* available types */
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_default;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_bisquare;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_cauchy;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_fair;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_huber;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_ols;
GSL_VAR const gsl_multifit_robust_type * gsl_multifit_robust_welsch;
gsl_multifit_robust_workspace *gsl_multifit_robust_alloc(const gsl_multifit_robust_type *T,
const size_t n, const size_t p);
void gsl_multifit_robust_free(gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_tune(const double tune, gsl_multifit_robust_workspace *w);
const char *gsl_multifit_robust_name(const gsl_multifit_robust_workspace *w);
gsl_multifit_robust_stats gsl_multifit_robust_statistics(const gsl_multifit_robust_workspace *w);
int gsl_multifit_robust(const gsl_matrix * X, const gsl_vector * y,
gsl_vector * c, gsl_matrix *cov,
gsl_multifit_robust_workspace *w);
int gsl_multifit_robust_est(const gsl_vector * x, const gsl_vector * c,
const gsl_matrix * cov, double *y, double *y_err);
__END_DECLS
#endif /* __GSL_MULTIFIT_H__ */
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