/*
Least squares method
Original from Rainer Hegger, Last modified: Aug 13th, 1998
Modified (for personal style and context) by Paul Bourke
*/
int ARLeastSquare(
double *inputseries,
int length,
int degree,
double *coefficients)
{
int i,j,k,hj,hi;
double **mat;
if ((mat = (double **)malloc(degree*sizeof(double *))) == NULL) {
fprintf(stderr,"Unable to malloc memory - fatal!\n");
exit(-1);
}
for (i=0;i<degree;i++) {
if ((mat[i] = (double *)malloc(degree*sizeof(double))) == NULL) {
fprintf(stderr,"Unable to malloc memory - fatal!\n");
exit(-1);
}
}
for (i=0;i<degree;i++) {
coefficients[i] = 0.0;
for (j=0;j<degree;j++)
mat[i][j] = 0.0;
}
for (i=degree-1;i<length-1;i++) {
hi = i + 1;
for (j=0;j<degree;j++) {
hj = i - j;
coefficients[j] += (inputseries[hi] * inputseries[hj]);
for (k=j;k<degree;k++)
mat[j][k] += (inputseries[hj] * inputseries[i-k]);
}
}
for (i=0;i<degree;i++) {
coefficients[i] /= (length - degree);
for (j=i;j<degree;j++) {
mat[i][j] /= (length - degree);
mat[j][i] = mat[i][j];
}
}
/* Solve the linear equations */
if (!SolveLE(mat,coefficients,degree)) {
fprintf(stderr,"Linear solver failed - fatal!\n");
exit(-1);
}
for (i=0;i<degree;i++)
if (mat[i] != NULL)
free(mat[i]);
if (mat != NULL)
free(mat);
return(TRUE);
}
/*
Least squares method
Original from Rainer Hegger, Last modified: Aug 13th, 1998
Modified (for personal style and context) by Paul Bourke
*/
int ARLeastSquare(
double *inputseries,
int length,
int degree,
double *coefficients)
{
int i,j,k,hj,hi;
int success = TRUE;
double **mat;
mat = (double **)malloc(sizeof(double *)*degree);
for (i=0;i<degree;i++)
mat[i] = (double*)malloc(sizeof(double)*degree);
for (i=0;i<degree;i++) {
coefficients[i] = 0.0;
for (j=0;j<degree;j++)
mat[i][j] = 0.0;
}
for (i=degree-1;i<length-1;i++) {
hi = i + 1;
for (j=0;j<degree;j++) {
hj = i - j;
coefficients[j] += (inputseries[hi] * inputseries[hj]);
for (k=j;k<degree;k++)
mat[j][k] += (inputseries[hj] * inputseries[i-k]);
}
}
for (i=0;i<degree;i++) {
coefficients[i] /= (length - degree);
for (j=i;j<degree;j++) {
mat[i][j] /= (length - degree);
mat[j][i] = mat[i][j];
}
}
/* Solve the linear equations */
success = SolveLE(mat,coefficients,degree);
for (i=0;i<degree;i++)
if (mat[i] != NULL)
free(mat[i]);
if (mat != NULL)
free(mat);
return(success);
}
