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[Help-gsl] multivariate model output
From: |
Ken O'Brien |
Subject: |
[Help-gsl] multivariate model output |
Date: |
Mon, 22 Sep 2014 11:07:34 +0100 |
Hi,
I am fitting a multivariate regression using gsl. I would like to output
the model. In my univariate models, I can give a xi values and print the
corresponding y value.
Here is my current attempt to output the multivariate model. The vector
x is full of zeroes as I'm unsure how to pass multivariate parameters.
The vector y are my observations(the dependent variable). The matrix X
is my matrix of training data of dimension observations*parameters.
for (i = 0; i < observations; i++) {
double xi = gsl_vector_get(x, i);
double yi = gsl_vector_get(y, i);
gsl_vector_view v = gsl_matrix_row(X, i);
double y_err0, y_rob;
gsl_multifit_robust_est(&v.vector, c, cov0, &y_rob, &y_err0);
printf("%g %g %g\n", xi, yi, y_rob);
}
My question is, how do I get the xi value for each point in this
function? Currently, I am getting sensible values for yi and y_rob(the
estimate).
Best Regards,
Ken
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