最小二乘线性拟合

在本例中，自变量为序号，1~n，因变量为待测数据

//******************最小二乘线性拟合*************************

double cal_xx(int start, int end, double avg_x);
double cal_yy(int start, int end, double avg_y, double *y);
double cal_xy(int start, int end, double avg_x, double avg_y, double *y);
double average_x(int start, int end);
double average_y(int start, int end, double *y);

void Line_Fit(int start, int end, double *y, double &b, double &a)
{
  double x_avg = average_x(start, end);  //对自变量求平均值
  double y_avg = average_y(start, end, y);  //对因变量求平均值
  double L_xx = cal_xx(start, end, x_avg);  
  double L_yy = cal_yy(start, end, y_avg, y);  
  double L_xy = cal_xy(start, end, x_avg, y_avg, y);

  b = L_xy / L_xx;  //回归系数，即斜率
  a = y_avg - b * x_avg;  //回归常数
}

double average_x(int start, int end)  //相当于求中位数
{
    return (double)start + (end - start)/2.0;
}

double average_y(int start, int end, double *y)
{
    double average = 0;
    for(int i=start; i<=end; i++)
        average += y[i];  
    average /= (end-start+1);
    return average;
}

double cal_xx(int start, int end, double avg_y)
{
    double sum = 0;
    for(int i=start; i<=end; i++)
        sum += pow(i-avg_y, 2);
    return sum;
}

double cal_yy(int start, int end, double avg_y, double *y)
{
    double sum = 0;
    for(int i=start; i<=end; i++)
        sum += pow(y[i]-avg_y, 2);
    return sum;
}

double cal_xy(int start, int end, double avg_x, double avg_y, double *y)
{
    double sum = 0;
    for(int i=start; i<=end; i++)
        sum += (i-avg_x)*(y[i]-avg_y);
    return sum;
}