forked from tsai/mathnet-numerics
Christoph Ruegg
13 years ago
4 changed files with 71 additions and 9 deletions
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// <copyright file="LeastSquares.fs" company="Math.NET"> |
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// Math.NET Numerics, part of the Math.NET Project |
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// http://numerics.mathdotnet.com |
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// http://github.com/mathnet/mathnet-numerics |
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// http://mathnetnumerics.codeplex.com |
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// |
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// Copyright (c) 2009-2013 Math.NET |
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// |
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// Permission is hereby granted, free of charge, to any person |
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// obtaining a copy of this software and associated documentation |
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// files (the "Software"), to deal in the Software without |
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// restriction, including without limitation the rights to use, |
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// copy, modify, merge, publish, distribute, sublicense, and/or sell |
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// copies of the Software, and to permit persons to whom the |
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// Software is furnished to do so, subject to the following |
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// conditions: |
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// |
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// The above copyright notice and this permission notice shall be |
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// included in all copies or substantial portions of the Software. |
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// |
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, |
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES |
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND |
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT |
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, |
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING |
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR |
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// OTHER DEALINGS IN THE SOFTWARE. |
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// </copyright> |
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namespace MathNet.Numerics |
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open System |
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open MathNet.Numerics.LinearAlgebra.Double |
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open MathNet.Numerics.LinearAlgebra.Generic.Factorization |
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[<CompilationRepresentation(CompilationRepresentationFlags.ModuleSuffix)>] |
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module Fit = |
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let private tofs (f:Func<_,_>) = fun a -> f.Invoke(a) |
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let line x y = let p = LeastSquares.FitToLine(x,y) in (p.[0],p.[1]) |
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let linef x y = LeastSquares.FitToLineFunc(x,y) |> tofs |
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let polynomial order x y = LeastSquares.FitToPolynomial(x,y,order) |
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let polynomialf order x y = LeastSquares.FitToPolynomialFunc(x,y,order) |> tofs |
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let linear functions (x:float[]) (y:float[]) = |
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functions |
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|> List.map (fun f -> List.init (Array.length x) (fun i -> f x.[i])) |
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|> DenseMatrix.ofColumnsList (Array.length x) (List.length functions) |
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|> fun m -> m.QR(QRMethod.Thin).Solve(DenseVector(y)).ToArray() |
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let linearf functions x y = |
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let parameters = linear functions x y |> List.ofArray |
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in fun z -> functions |> List.zip parameters |> List.fold (fun s (p,f) -> s+p*(f z)) 0.0 |
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