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Re: test a cloud of 2D points for linearity


From: Georg P. Israel
Subject: Re: test a cloud of 2D points for linearity
Date: Wed, 27 May 2009 18:02:41 +0200

Dear Joe,

thanks for the pointer.
But I am still not sure if this is correct.
The best fit line in 2D space is just an intermediate result.
At the end, I need to look along this line and compute the root mean
square orthogonal distance of the points from the cloud to the best
fitting line.

And, this RMS error function has to be independent of the major angle of
this cloud.
Hence, the result has to be the same if I rotate the cloud by 90 degree
or any other angle.
But to my knowledge, the normal regression functions compute the
vertical distance of the cloud point to the estimated line.

Anyhow,
thanks for your suggestion

Georg



On Wed, 2009-05-27 at 11:37 -0400, Joe Craig wrote:
> The topic you need to study is "Linear Regression."
> 
> On Wed, May 27, 2009 at 10:56 AM, Georg P. Israel
> <address@hidden> wrote:
>         Dear all,
>         
>         I am almost ashamed to ask this stupid question,
>         but with all this wealth of function, i seem to not find the
>         right
>         stuff. Even thought, I know that it is there, probably just
>         under my
>         nose.
>         
>         here my problem:
>         
>         I have a number of points in a plain (2D points)
>         This points can have an arbitrary distribution.
>         I would like to have a function that will fit the line through
>         this
>         cloud of points.
>         
>         I expect that one point of this line is the mean of all points
>         plus some
>         direction vector.
>         
>         The next thing that I like to have now is the RMS of all the
>         distances
>         of the points along this line. This is basically a variance as
>         seen
>         along this line.
>         
>         Now, I can certainly start to clumsily develop this function,
>         but I am
>         sure that I am just overlooking the right function.
>         
>         Hence,
>         please point my nose this this function ...
>         
>         Best regards
>         
>         Georg P. Israel
>         
>         
>         
>         _______________________________________________
>         Help-octave mailing list
>         address@hidden
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> 
> 
> 
> -- 
> Joe
> http://stockcentral.com
> 
> Join me in Salt Lake City, August 7-9, 2009 for
> InvestEd 2009 (http://www.investor-education.org)



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