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LinearRegression_TheilSen

Header:	FIL.h
Namespace:	fil

Computes linear regression of given point set using TheilSen algorithm.

Syntax

void fil::LinearRegression_TheilSen
(
	const ftl::Array<float>& inYValues,
	ftl::Optional<const ftl::Array<float>&> inXValues,
	fil::TheilSenVariant::Type inVariant,
	fil::LinearFunction& outLinearFunction,
	ftl::Array<float>& outEstimatedValues,
	ftl::Array<float>& outResiduals
)

Parameters

Name	Type	Default	Description
inYValues	const Array<float>&		Sequence of ordinates
inXValues	Optional<const Array<float>&>	NIL	Sequence of abscissae, or {0, 1, 2, ...} by default
inVariant	TheilSenVariant::Type		Switches between Theil-Sen and Siegel methods
outLinearFunction	LinearFunction&		Linear function approximating the given point set
outEstimatedValues	Array<float>&		The result of application of the computed function to the X values
outResiduals	Array<float>&		Difference between an input Y value and the corresponding estimated value

Errors

List of possible exceptions:

Error type	Description
DomainError	Empty array of points in LinearRegression_TheilSen.
DomainError	Inconsistent size of arrays in LinearRegression_TheilSen.