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Introduce Deming/Orthogonal regression #1017

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JesperGr
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Deming/Orthogonal regression, least-Squares fitting the points in the 2D dataset (x,y) to a line
a*x + b*y + c = 0
For delta equal 1 (the default value), this is performing orthogonal regression, minimizing the sum of squared perpendicular distances from the data points to the regression line.

Discussed/suggested here:
#786

Questions:

  • Is Fit.Line2D a good name?
  • Where to put StandardLineToYxLine?

@jkalias
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jkalias commented Jun 24, 2023

  • Is Fit.Line2D a good name?

I think that Fit.Deming would be more appropriate. Line2D seems like it performs the "usual" least squares fitting

  • Where to put StandardLineToYxLine?

This is used purely for testing purposes, I think it is more appropriate in the testing class FitTests.StandardLineToYxLine

src/Numerics/LinearRegression/DemingRegression.cs Outdated Show resolved Hide resolved
src/Numerics/LinearRegression/DemingRegression.cs Outdated Show resolved Hide resolved
/// <param name="delta">Ratio of variances of x and y data, var(y)/var(x). Default value is 1</param>
/// <returns> returning its best fitting parameters as (a, b, c) tuple.</returns>
/// <remarks>
/// Solution algorithm as described from:
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I couldn't find the reference, only a wikipedia linke. Could you provide a pdf link or something similar?

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That was the best link I could find.

src/Numerics/LinearRegression/DemingRegression.cs Outdated Show resolved Hide resolved
@JesperGr
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JesperGr commented Aug 8, 2023

I like the Line in the name, because it is very similar to the SimpleRegression. But I am fine with Deming as well, so I have updated the Fit.Line2D to Fit.Deming. And moved the StandardLineToYxLine to the FitTests - I will then just keep my own line tools alive.

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