JBLINFIT
Name
JBLINFIT
Purpose
Performs least squares fitting to a straight line, but can perform it over
one particular dimension for a multi-dimensional data set. Acts like the
built-in function LINFIT if DIMENSION is not set.
Category
Math
Calling Sequence
Result = JBLINFIT(X, Y)
Inputs
X: Array containing the independent variable values.
Y: Array containing the dependent variable values.
Keyword Parameters
DIMENSION: If X and Y are multi-dimensional arrays, perform the fitting
accross this dimension.
CHISQR: Output variable containing the chi squared values.
COVAR: Output variable containing the covariance matrix.
MEASURE_ERRORS: Array containing the measurement errors in Y.
PROB: Output variable containing the probability of obtaining a fit
with at least this chi squared value.
SIGMA: Output variable containing uncertainties in fit parameters.
YFIT: Output variable containing the values of the dependent variable at
the X locations, according to the fit.
Outputs
Returns the parameters of the linear fit. If X has dimensions [D1, D2, D3... DM],
and DIMENSION=N, then Result has dimensions [2, D1...DN-1, DN+1...DM].
Result[0,....] contains the constant term and Result[1,...] contains the slope.
Example
seed = 43l
n = 10000L
x = 1e-3 * findgen(n)
y1 = x + randomn(seed, n)
y2 = 10. - 2 * x + 0.5 * randomn(seed, n)
x = [[x],[x]]
y = [[y1],[y2]]
result = jblinfit(x, y, sigma=sigma, yfit=yfit, dimension=1)
xax = [0,10]
cgplot, psym=3, x, y1, yrange=minmax(y), color='red'
cgplot, /overplot, psym=3, x, y2, color='blue'
cgplot, /overplot, xax, result[0,0] + result[1,0]*xax, color='red'
cgplot, /overplot, xax, result[0,1] + result[1,1]*xax, color='blue'
cgtext, x[9000], yfit[9000,0] + 2, color='red', align=1, $
string(result[0,0], sigma[0,0], result[1,0], sigma[1,0], $
format='(%"y = (%0.2f +/- %0.2f) + (%0.3f +/- %0.3f) x")'), $
charsize=1.5
cgtext, x[9000], yfit[9000,1] - 3, color='blue', align=1, $
string(result[0,1], sigma[0,1], result[1,1], sigma[1,1], $
format='(%"y = (%0.2f +/- %0.2f) + (%0.3f +/- %0.3f) x")'), $
charsize=1.5
Modification History
Written by: Jeremy Bailin
28 March 2011 Initial writing.