add numerical recipes library

lib/nr/cpp/recipes/fit.cpp

@@ -0,0 +1,59 @@
+#include <cmath>
+#include "nr.h"
+using namespace std;
+
+void NR::fit(Vec_I_DP &x, Vec_I_DP &y, Vec_I_DP &sig, const bool mwt, DP &a,
+	DP &b, DP &siga, DP &sigb, DP &chi2, DP &q)
+{
+	int i;
+	DP wt,t,sxoss,sx=0.0,sy=0.0,st2=0.0,ss,sigdat;
+
+	int ndata=x.size();
+	b=0.0;
+	if (mwt) {
+		ss=0.0;
+		for (i=0;i<ndata;i++) {
+			wt=1.0/SQR(sig[i]);
+			ss += wt;
+			sx += x[i]*wt;
+			sy += y[i]*wt;
+		}
+	} else {
+		for (i=0;i<ndata;i++) {
+			sx += x[i];
+			sy += y[i];
+		}
+		ss=ndata;
+	}
+	sxoss=sx/ss;
+	if (mwt) {
+		for (i=0;i<ndata;i++) {
+			t=(x[i]-sxoss)/sig[i];
+			st2 += t*t;
+			b += t*y[i]/sig[i];
+		}
+	} else {
+		for (i=0;i<ndata;i++) {
+			t=x[i]-sxoss;
+			st2 += t*t;
+			b += t*y[i];
+		}
+	}
+	b /= st2;
+	a=(sy-sx*b)/ss;
+	siga=sqrt((1.0+sx*sx/(ss*st2))/ss);
+	sigb=sqrt(1.0/st2);
+	chi2=0.0;
+	q=1.0;
+	if (!mwt) {
+		for (i=0;i<ndata;i++)
+			chi2 += SQR(y[i]-a-b*x[i]);
+		sigdat=sqrt(chi2/(ndata-2));
+		siga *= sigdat;
+		sigb *= sigdat;
+	} else {
+		for (i=0;i<ndata;i++)
+			chi2 += SQR((y[i]-a-b*x[i])/sig[i]);
+		if (ndata>2) q=gammq(0.5*(ndata-2),0.5*chi2);
+	}
+}