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/*
* linear least squares model
*
* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
*/
#ifndef LLS_H
#define LLS_H
#define MAX_VARS 32
//FIXME avoid direct access to LLSModel from outside
/**
* Linear least squares model.
*/
typedef struct LLSModel{
double covariance[MAX_VARS+1][MAX_VARS+1];
double coeff[MAX_VARS][MAX_VARS];
double variance[MAX_VARS];
int indep_count;
}LLSModel;
void av_init_lls(LLSModel *m, int indep_count);
void av_update_lls(LLSModel *m, double *param, double decay);
void av_solve_lls(LLSModel *m, double threshold, int min_order);
double av_evaluate_lls(LLSModel *m, double *param, int order);
#endif
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