Linear.hs

{-# OPTIONS_GHC -fglasgow-exts #-}
-----------------------------------------------------------------------------
-- |
-- Module      :  Numeric.GSL.Fitting.Linear
-- Copyright   :  (c) Alexander Vivian Hugh McPhail 2010
-- License     :  GPL-style
--
-- Maintainer  :  haskell.vivian.mcphail <at> gmail <dot> com
-- Stability   :  provisional
-- Portability :  uses ffi
--
-- GSL linear regression functions
--
-----------------------------------------------------------------------------

module Numeric.GSL.Fitting.Linear (
                                   linear, linear_w
                             ) where

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import Data.Packed.Vector
import Data.Packed.Matrix
import Data.Packed.Development

--import Numeric.LinearAlgebra.Linear

--import Control.Monad(when)

import Foreign
import Foreign.ForeignPtr
--import Foreign.Marshal.Alloc(alloca)
import Foreign.C.Types(CInt)
--import Foreign.C.String(newCString,peekCString)

--import GHC.ForeignPtr           (mallocPlainForeignPtrBytes)

--import GHC.Base
--import GHC.IOBase

--import Prelude hiding(reverse)

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-- | fits the model Y = C X
linear :: Vector Double    -- ^ x data
       -> Vector Double    -- ^ y data
       -> (Vector Double,Vector Double,Matrix Double,Matrix Double,Matrix Double,Matrix Double) -- ^ (c_0,c_1,cov_00,cov_01,cov_11,chi_sq)
linear x y = unsafePerformIO $ do
           let s = dim x
           c0 <- createVector 1
           c1 <- createVector 1
           cov00 <- createMatrix RowMajor s s
           cov01 <- createMatrix RowMajor s s
           cov11 <- createMatrix RowMajor s s
           chi_sq <- createMatrix RowMajor s s
           app8 fitting_linear vec x vec y vec c0 vec c1 mat cov00 mat cov01 mat cov11 mat chi_sq "linear"
           return (c0,c1,cov00,cov01,cov11,chi_sq)


-----------------------------------------------------------------------------

foreign import ccall "fitting-aux.h linear" fitting_linear :: CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> IO CInt

-----------------------------------------------------------------------------

-- | fits the model Y = C X, with x data weighted
linear_w :: Vector Double    -- ^ x data
         -> Vector Double    -- ^ x weights
         -> Vector Double    -- ^ y data
         -> (Vector Double,Vector Double,Matrix Double,Matrix Double,Matrix Double,Matrix Double) -- ^ (c_0,c_1,cov_00,cov_01,cov_11,chi_sq)
linear_w x w y = unsafePerformIO $ do
             let s = dim x
             c0 <- createVector 1
             c1 <- createVector 1
             cov00 <- createMatrix RowMajor s s
             cov01 <- createMatrix RowMajor s s
             cov11 <- createMatrix RowMajor s s
             chi_sq <- createMatrix RowMajor s s
             app9 fitting_linear_w vec x vec w vec y vec c0 vec c1 mat cov00 mat cov01 mat cov11 mat chi_sq "linear_w"
             return (c0,c1,cov00,cov01,cov11,chi_sq)


-----------------------------------------------------------------------------

foreign import ccall "fitting-aux.h linear_weighted" fitting_linear_w :: CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> CInt -> CInt -> Ptr Double -> IO CInt

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