BloombergLP::bdlsta::LineFit

This class provides an efficient online algorithm for calculating linear square line fit. The class also calculates the mean for the X's and Y's, and variance for the X's. These are byproducts of calculating the line fit. The online algorithm is detailed in the implementation notes.

Synopsis

Declared in <bdlsta_linefit.h>

class LineFit;

Enums

NameDescription
Unnamed enum Status codes returned by statistical computations.

Member Functions

NameDescription
LineFit [constructor]Create an empty LineFit object.
add Add the specified (xValue, yValue) point to the data set.
count Returns the number of elements in the data set.
fit Calculate line fit coefficients Y = Alpha + Beta * X, and populate the specified alpha (intercept) and beta (slope). The behavior is undefined if 2 > count or all X's are identical.
fitIfValid Calculate line fit coefficients Y = Alpha + Beta * X, and populate the specified alpha (intercept) and beta (slope). Return 0 on success, and non-zero otherwise. The computations is unsuccessful if 2 > count or all X's are identical.
variance Return the variance of the data set X's. The behavior is undefined unless 2 <= count.
varianceIfValid Load into the specified result, the variance of the data set X's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 2 > count.
xMean Return the mean of the data set X's. The behavior is undefined unless 1 <= count.
xMeanIfValid Load into the specified result, the mean of the data set X's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 1 > count.
yMean Return the mean of the data set Y's. The behavior is undefined unless 1 <= count.
yMeanIfValid Load into the specified result, the mean of the data set Y's. Return 0 on success, and a non-zero value otherwise. Specifically, e_INADEQUATE_DATA is returned if 1 > count.