Created
March 28, 2022 22:07
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Linear fit on x and y, in y = mx + b form
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function fit(x,y) | |
x̄ = mean(x) | |
ȳ = mean(y) | |
# Calculation of fit parameters | |
m = sum([(xi - x̄) * yi for (xi, yi) ∈ zip(x, y)]) / sum([(xi - x̄)^2 for xi ∈ x]) | |
b = ȳ - m*x̄ | |
# Calculation of standard error | |
D = sum([(xi - x̄)^2 for xi ∈ x]) | |
F = sum([(yi - ȳ)^2 for yi ∈ y]) | |
E = sum([(xi - x̄) * yi for (xi, yi) ∈ zip(x, y)]) | |
n = length(x) | |
Δm² = (1 / (n - 2)) * ((F*D - E^2) / D^2) | |
Δb² = (1 / (n - 2)) * (D / n + x̄^2) * ((F*D - E^2) / D^2) | |
Δm = sqrt(Δm²) | |
Δb = sqrt(Δb²) | |
Dict([:m => m, :Δm => Δm, :b => b, :Δb => b]) | |
end |
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