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size_t pontius_n = 40;
size_t pontius_p = 3;
double pontius_x[] = { 150000, 300000, 450000, 600000, 750000, 900000,
1050000, 1200000, 1350000, 1500000, 1650000, 1800000, 1950000, 2100000,
2250000, 2400000, 2550000, 2700000, 2850000, 3000000, 150000, 300000,
450000, 600000, 750000, 900000, 1050000, 1200000, 1350000, 1500000,
1650000, 1800000, 1950000, 2100000, 2250000, 2400000, 2550000, 2700000,
2850000, 3000000 };
double pontius_y[] = { .11019, .21956, .32949, .43899, .54803, .65694,
.76562, .87487, .98292, 1.09146, 1.20001, 1.30822, 1.41599, 1.52399,
1.63194, 1.73947, 1.84646, 1.95392, 2.06128, 2.16844, .11052, .22018,
.32939, .43886, .54798, .65739, .76596, .87474, .98300, 1.09150,
1.20004, 1.30818, 1.41613, 1.52408, 1.63159, 1.73965, 1.84696,
1.95445, 2.06177, 2.16829 };
static int
test_pontius_results(const char *str,
const gsl_vector *c, const gsl_vector *expected_c,
const gsl_vector *cov_diag, const gsl_vector *expected_sd,
const double chisq, const double chisq_res,
const double expected_chisq)
{
size_t i;
/* test coefficient vector */
for (i = 0; i < pontius_p; ++i)
{
gsl_test_rel (gsl_vector_get(c,i),
gsl_vector_get(expected_c, i),
1.0e-10,
"%s c[%zu]", str, i) ;
if (cov_diag && expected_sd)
{
gsl_test_rel (sqrt(gsl_vector_get(cov_diag, i)),
gsl_vector_get(expected_sd, i),
1e-10,
"%s cov[%zu,%zu]", str, i, i);
}
}
gsl_test_rel (chisq, expected_chisq, 1.0e-10, "%s chisq", str);
gsl_test_rel (chisq_res, expected_chisq, 1.0e-10, "%s chisq residuals", str);
return GSL_SUCCESS;
}
void
test_pontius ()
{
size_t i, j;
gsl_multifit_linear_workspace * work =
gsl_multifit_linear_alloc (pontius_n, pontius_p);
gsl_multifit_robust_workspace * work_rob =
gsl_multifit_robust_alloc (gsl_multifit_robust_ols, pontius_n, pontius_p);
gsl_matrix * X = gsl_matrix_alloc (pontius_n, pontius_p);
gsl_vector_view y = gsl_vector_view_array (pontius_y, pontius_n);
gsl_vector * c = gsl_vector_alloc (pontius_p);
gsl_vector * r = gsl_vector_alloc (pontius_n);
gsl_matrix * cov = gsl_matrix_alloc (pontius_p, pontius_p);
double chisq, chisq_res;
double expected_c[3] = { 0.673565789473684E-03,
0.732059160401003E-06,
-0.316081871345029E-14};
double expected_sd[3] = { 0.107938612033077E-03,
0.157817399981659E-09,
0.486652849992036E-16 };
double expected_chisq = 0.155761768796992E-05;
gsl_vector_view diag = gsl_matrix_diagonal (cov);
gsl_vector_view exp_c = gsl_vector_view_array(expected_c, pontius_p);
gsl_vector_view exp_sd = gsl_vector_view_array(expected_sd, pontius_p);
for (i = 0 ; i < pontius_n; i++)
{
for (j = 0; j < pontius_p; j++)
{
gsl_matrix_set(X, i, j, pow(pontius_x[i], j));
}
}
/* test unweighted least squares */
gsl_multifit_linear (X, &y.vector, c, cov, &chisq, work);
gsl_multifit_linear_residuals(X, &y.vector, c, r);
gsl_blas_ddot(r, r, &chisq_res);
test_pontius_results("pontius gsl_multifit_linear",
c, &exp_c.vector,
&diag.vector, &exp_sd.vector,
chisq, chisq_res, expected_chisq);
/* test robust least squares */
gsl_multifit_robust (X, &y.vector, c, cov, work_rob);
test_pontius_results("pontius gsl_multifit_robust",
c, &exp_c.vector,
&diag.vector, &exp_sd.vector,
1.0, 1.0, 1.0);
/* test weighted least squares */
{
gsl_vector * w = gsl_vector_alloc (pontius_n);
double expected_cov[3][3] ={
{2.76754385964916e-01 , -3.59649122807024e-07, 9.74658869395731e-14},
{-3.59649122807024e-07, 5.91630591630603e-13, -1.77210703526497e-19},
{9.74658869395731e-14, -1.77210703526497e-19, 5.62573661988878e-26} };
gsl_vector_set_all (w, 1.0);
gsl_multifit_wlinear (X, w, &y.vector, c, cov, &chisq, work);
gsl_multifit_linear_residuals(X, &y.vector, c, r);
gsl_blas_ddot(r, r, &chisq_res);
test_pontius_results("pontius gsl_multifit_wlinear",
c, &exp_c.vector,
NULL, NULL,
chisq, chisq_res, expected_chisq);
for (i = 0; i < pontius_p; i++)
{
for (j = 0; j < pontius_p; j++)
{
gsl_test_rel (gsl_matrix_get(cov,i,j), expected_cov[i][j], 1e-10,
"pontius gsl_multifit_wlinear cov(%d,%d)", i, j) ;
}
}
gsl_vector_free(w);
}
gsl_vector_free(c);
gsl_vector_free(r);
gsl_matrix_free(cov);
gsl_matrix_free(X);
gsl_multifit_linear_free (work);
gsl_multifit_robust_free (work_rob);
}
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