* wpylib.math.fitting.linear: for linear fit methods.

First method: linregr2d_SZ() from Shiwei's email in 2006.

math/fitting/linear.py

@@ -0,0 +1,104 @@
+#
+# wpylib.math.fitting.linear module
+# Created: 20121015
+# Wirawan Purwanto
+#
+
+"""
+wpylib.math.fitting.linear module
+
+Linear fitting tools.
+"""
+
+import numpy
+from wpylib.math.fitting import fit_result
+
+def linregr2d_SZ(x, y, sigma=None):
+  """Performs a linear least square regression to according to a
+  linear model
+
+    y(x) = a + b*x ,
+
+  where the input y has uncertainty given by sigma.
+  """
+  from numpy import sum, sqrt
+
+  # Based on Shiwei's regr.F code (from email received 20060102).
+  # See Linear-regression.txt in my repository of Shiwei's files.
+  # See also Numerical Recipes in C, 2nd ed, Sec. 15.2.
+  xx = numpy.array(x, copy=False)
+  yy = numpy.array(y, copy=False)
+  if sigma == None:
+    # My addition -- can be dangerous
+    # In case of no errorbar, we proceed as if all measurement
+    # data have the same uncertainty, taken to be 1.
+    ww = numpy.ones_like(y)
+  else:
+    ww = numpy.array(sigma, copy=False)
+    ww **= -2      # make 1/sigma**2 array
+
+  e1 = sum(xx * yy * ww)
+  e2 = sum(yy * ww)
+  d11 = sum(xx * ww)
+  d12 = sum(xx**2 * ww)
+  d21 = sum(ww)
+  d22 = d11
+
+  detinv = 1.0 / (d11*d22 - d12*d21)
+  a = (e1*d22 - e2*d12) * detinv
+  b = (e2*d11 - e1*d21) * detinv
+  varsum = sum((xx*d11 - d12)**2 * ww)
+  var = varsum * detinv**2
+  sigma = sqrt(var)
+
+  return fit_result(
+    fit_method='linregr2d_SZ',
+    fit_model='linear',
+    a=a,
+    b=b,
+    sigma=sigma,
+  )
+
+
+
+def Test_1():
+  """Testcase 1.
+
+      >>> wpylib.math.fitting.linear.Test_1()
+      ...
+      {'a': -1392.3182324234213,
+       'b': -0.82241012516149792,
+       'fit_method': 'linregr2d_SZ',
+       'fit_model': 'linear',
+       'sigma': 0.00048320905704467775}
+
+  My wlinreg tool (via 'dtextrap' shell script alias gives:
+
+      a stats:
+      Total number of data     : 100000
+      Average                  : -1392.32
+      Sample standard deviation: 0.000460341
+      Error of the average     : 1.45573e-06 (-1.046e-07%)
+      b stats:
+      Total number of data     : 100000
+      Average                  : -0.822099
+      Sample standard deviation: 0.0803118
+      Error of the average     : 0.00025397 (-0.03089%)
+      Summary
+      a =      -1392.31823569246 +/-   0.000460341146124978 = -1392.31824(46)
+      b =     -0.822098515674071 +/-     0.0803118207916705 = -0.822(80)
+
+  """
+  from wpylib.text_tools import make_matrix as mtx
+  M = mtx("""
+  # Source: Co+ QMC/CAS(8,11)d26 cc-pwCVQZ-DK result dated 20121015
+   0.01    -1392.32619 0.00047
+   0.005   -1392.32284 0.00037
+   0.0025  -1392.31994 0.00038
+  """)
+  x = M[:,0]
+  y = M[:,1]
+  dy = M[:,2]
+  rslt = linregr2d_SZ(x,y,dy)
+  print rslt
+  return rslt