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/* ocamlgsl - OCaml interface to GSL */
/* Copyright (©) 2002-2005 - Olivier Andrieu */
/* distributed under the terms of the GPL version 2 */
#include <gsl/gsl_fit.h>
#include <gsl/gsl_multifit.h>
#include <caml/alloc.h>
#include <caml/memory.h>
#include <caml/fail.h>
#include "wrappers.h"
#include "mlgsl_matrix_double.h"
#include "mlgsl_vector_double.h"
CAMLprim value ml_gsl_fit_linear(value wo, value x, value y)
{
value r;
size_t N=Double_array_length(x);
double c0,c1,cov00,cov01,cov11,sumsq;
if(Double_array_length(y) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
if(wo == Val_none)
gsl_fit_linear(Double_array_val(x), 1,
Double_array_val(y), 1, N,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
else {
value w=Field(wo, 0);
if(Double_array_length(w) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
gsl_fit_wlinear(Double_array_val(x), 1,
Double_array_val(w), 1,
Double_array_val(y), 1, N,
&c0, &c1, &cov00, &cov01, &cov11, &sumsq);
}
r=alloc_small(6 * Double_wosize, Double_array_tag);
Store_double_field(r, 0, c0);
Store_double_field(r, 1, c1);
Store_double_field(r, 2, cov00);
Store_double_field(r, 3, cov01);
Store_double_field(r, 4, cov11);
Store_double_field(r, 5, sumsq);
return r;
}
CAMLprim value ml_gsl_fit_linear_est(value x, value coeffs)
{
double y,y_err;
gsl_fit_linear_est(Double_val(x),
Double_field(coeffs, 0),
Double_field(coeffs, 1),
Double_field(coeffs, 2),
Double_field(coeffs, 3),
Double_field(coeffs, 4),
&y, &y_err);
return copy_two_double_arr(y, y_err);
}
CAMLprim value ml_gsl_fit_mul(value wo, value x, value y)
{
value r;
size_t N=Double_array_length(x);
double c1,cov11,sumsq;
if(Double_array_length(y) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
if(wo == Val_none)
gsl_fit_mul(Double_array_val(x), 1, Double_array_val(y), 1, N,
&c1, &cov11, &sumsq);
else {
value w=Field(wo, 0);
if(Double_array_length(w) != N)
GSL_ERROR("array sizes differ", GSL_EBADLEN);
gsl_fit_wmul(Double_array_val(x), 1,
Double_array_val(w), 1,
Double_array_val(y), 1, N,
&c1, &cov11, &sumsq);
}
r=alloc_small(3 * Double_wosize, Double_array_tag);
Store_double_field(r, 0, c1);
Store_double_field(r, 1, cov11);
Store_double_field(r, 2, sumsq);
return r;
}
CAMLprim value ml_gsl_fit_mul_est(value x, value coeffs)
{
double y,y_err;
gsl_fit_mul_est(Double_val(x),
Double_field(coeffs, 0),
Double_field(coeffs, 1),
&y, &y_err);
return copy_two_double_arr(y, y_err);
}
/* MULTIFIT */
CAMLprim value ml_gsl_multifit_linear_alloc(value n, value p)
{
value r;
Abstract_ptr(r, gsl_multifit_linear_alloc(Int_val(n), Int_val(p)));
return r;
}
#define MultifitWS_val(v) ((gsl_multifit_linear_workspace *)(Field((v), 0)))
ML1(gsl_multifit_linear_free, MultifitWS_val, Unit)
CAMLprim value ml_gsl_multifit_linear(value wo, value x, value y,
value c, value cov, value ws)
{
double chisq;
_DECLARE_MATRIX2(x,cov);
_DECLARE_VECTOR2(y,c);
_CONVERT_MATRIX2(x,cov);
_CONVERT_VECTOR2(y,c);
if(wo == Val_none)
gsl_multifit_linear(&m_x, &v_y, &v_c, &m_cov,
&chisq, MultifitWS_val(ws));
else {
value w=Field(wo, 0);
_DECLARE_VECTOR(w);
_CONVERT_VECTOR(w);
gsl_multifit_wlinear(&m_x, &v_w, &v_y, &v_c, &m_cov,
&chisq, MultifitWS_val(ws));
}
return copy_double(chisq);
}
CAMLprim value ml_gsl_multifit_linear_bc(value *args, int argc)
{
return ml_gsl_multifit_linear(args[0], args[1], args[2],
args[3], args[4], args[5]);
}
CAMLprim value ml_gsl_multifit_linear_svd(value wo, value x, value y,
value tol, value c, value cov,
value ws)
{
size_t rank;
double chisq;
_DECLARE_MATRIX2(x,cov);
_DECLARE_VECTOR2(y,c);
_CONVERT_MATRIX2(x,cov);
_CONVERT_VECTOR2(y,c);
if(wo == Val_none)
gsl_multifit_linear_svd(&m_x, &v_y,
Double_val(tol), &rank,
&v_c, &m_cov,
&chisq, MultifitWS_val(ws));
else {
value w=Field(wo, 0);
_DECLARE_VECTOR(w);
_CONVERT_VECTOR(w);
gsl_multifit_wlinear_svd(&m_x, &v_w, &v_y,
Double_val(tol), &rank,
&v_c, &m_cov,
&chisq, MultifitWS_val(ws));
}
{
CAMLparam0();
CAMLlocal2(r, v_chisq);
v_chisq = copy_double (chisq);
r = alloc_small (2, 0);
Field (r, 0) = Val_long (rank);
Field (r, 1) = v_chisq;
CAMLreturn(r);
}
}
CAMLprim value ml_gsl_multifit_linear_svd_bc(value *args, int argc)
{
return ml_gsl_multifit_linear_svd(args[0], args[1], args[2],
args[3], args[4], args[5],
args[6]);
}
CAMLprim value ml_gsl_multifit_linear_est (value x, value c, value cov)
{
double y, y_err;
_DECLARE_VECTOR2(x, c);
_DECLARE_MATRIX(cov);
_CONVERT_VECTOR2(x, c);
_CONVERT_MATRIX(cov);
gsl_multifit_linear_est (&v_x, &v_c, &m_cov, &y, &y_err);
return copy_two_double_arr (y, y_err);
}
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