StraightLine.h

//-*-C++-*-
/***************************************************************************
 *
 *   Copyright (C) 2008 by Willem van Straten
 *   Licensed under the Academic Free License version 2.1
 *
 ***************************************************************************/
 
// psrchive/Util/genutil/StraightLine.h
 
#ifndef __StraightLine_h
#define __StraightLine_h
 
#include "Estimate.h"
 
 
template<typename T, typename U=T>
class StraightLine
{
public:
 
  StraightLine () { S = S_x = S_y = S_xx = S_xy = 0; }
 
  void add_coordinate (double x, const Estimate<T,U>& d)
  {
    T y = d.get_value();
    U w = 1.0/d.get_variance();
    S += w;
    S_x += x * w;
    S_y += y * w;
    S_xx += x*x * w;
    S_xy += x*y * w;
  }
 
  Estimate<T,U> get_intercept () const
  {
    T delta = S * S_xx - S_x * S_x;
    T slope = (S_xx * S_y - S_x * S_xy) / delta;
    T var = S_xx / delta;
    return Estimate<T,U> (slope, var);
  }
 
  Estimate<T,U> get_slope () const
  {
    T delta = S * S_xx - S_x * S_x;
    T intercept = (S * S_xy - S_x * S_y) / delta;
    T var = S / delta;
    return Estimate<T,U> (intercept, var);
  }
 
protected:
  T S, S_x, S_y, S_xx, S_xy;
};
 
#endif