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#include "CommonTools/Statistics/interface/LinearFitErrorsIn2Coord.h"
#include "CommonTools/Statistics/interface/LinearFit.h"
#include <cmath>
float LinearFitErrorsIn2Coord::slope(const std::vector<float>& x,
const std::vector<float>& y,
int ndat,
const std::vector<float>& sigx,
const std::vector<float>& sigy) const {
// scale y and sigy, compute scaled errors
float scale = sqrt(variance(x, ndat) / variance(y, ndat));
std::vector<float> yScaled = y;
std::vector<float> sigyScaled = sigy;
std::vector<float> sig(ndat);
for (int i = 0; i != ndat; i++) {
yScaled[i] *= scale;
sigyScaled[i] *= scale;
sig[i] = sqrt(sigx[i] * sigx[i] + sigyScaled[i] * sigyScaled[i]);
}
// usual linear fit
LinearFit lf;
float fs, fi, covss, covii, covsi;
lf.fit(x, yScaled, ndat, sig, fs, fi, covss, covii, covsi);
// unscale result
fs /= scale;
return fs;
}
float LinearFitErrorsIn2Coord::intercept(const std::vector<float>& x,
const std::vector<float>& y,
int ndat,
const std::vector<float>& sigx,
const std::vector<float>& sigy) const {
float fs = slope(x, y, ndat, sigx, sigy);
float fi = 0;
float sumWi = 0;
for (int i = 0; i != ndat; i++) {
float wi = 1. / (sigy[i] + fs * fs * sigx[i]);
fi += wi * (y[i] - fs * x[i]);
sumWi += wi;
}
return fi / sumWi;
}
float LinearFitErrorsIn2Coord::variance(const std::vector<float>& x, int ndat) const {
double m1 = 0., m2 = 0.;
for (int i = 0; i != ndat; i++) {
m1 += x[i];
m2 += x[i] * x[i];
}
m1 /= ndat;
m2 /= ndat;
return float(m2 - m1 * m1);
}
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