Example: math_leastsquares_example

C++ example source code:

/*                    _
                     | |    Mobile Robot Programming Toolkit (MRPT)
 _ __ ___  _ __ _ __ | |_
| '_ ` _ \| '__| '_ \| __|          https://www.mrpt.org/
| | | | | | |  | |_) | |_
|_| |_| |_|_|  | .__/ \__|     https://github.com/MRPT/mrpt/
               | |
               |_|

 Copyright (c) 2005-2025, Individual contributors, see AUTHORS file
 See: https://www.mrpt.org/Authors - All rights reserved.
 SPDX-License-Identifier: BSD-3-Clause
*/

#include <mrpt/gui/CDisplayWindowPlots.h>
#include <mrpt/math/utils.h>  // normalize()

#include <iostream>
#include <mrpt/math/interp_fit.hpp>

using namespace mrpt::math;
using namespace mrpt::gui;
using namespace std;

// ------------------------------------------------------
//              TestLeastSquares
// ------------------------------------------------------
void TestLeastSquares()
{
  CVectorDouble x, y;
  normalize(x, y);

  const double X[] = {1, 2, 3, 4};
  const double Y[] = {6, 5, 7, 10};
  loadVector(x, X);
  loadVector(y, Y);

  // x points for plotting the least squres line against.
  CVectorDouble Ts;
  linspace(-3.0, 8.0, 100, Ts);
  CVectorDouble Is;

  mrpt::math::leastSquareLinearFit(Ts, Is, x, y);

  CDisplayWindowPlots win("Result of linear least squares");

  win.plot(Ts, Is);
  win.axis_fit();
  win.axis_equal();

  win.plot(x, y, ".3r", "training_points");

  win.waitForKey();
}

int main(int argc, char** argv)
{
  try
  {
    TestLeastSquares();

    return 0;
  }
  catch (const std::exception& e)
  {
    std::cerr << "MRPT error: " << mrpt::exception_to_str(e) << std::endl;
    return -1;
  }
  catch (...)
  {
    printf("Another exception!!");
    return -1;
  }
}