You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Fix the two piecewise-linear regression calculation
#66
The current implementation of the regression calculation has these flaws:
When processing (x[0], y[0]), L1 must be any line through (x[0], y[0]) which meets
L2 at a point (x’, y’) where x[0] < x' < x[1]. L1 has no error.
When processing (x[n - 2], y[n - 2]), L2 must be any line through (x[n - 1], y[n - 1])
which meets L1 at a point (x’, y’) where x[n - 2] < x' < x[n - 1]. L2 has no error.
The lambda calculation is incorrect. It includes a term called H which is equal
to C - I. Looking at the algorithm of Kundu/Ubhaya, this should be just C.
lambda should to be used with calculating L1 and (1 - lambda) should to be used
with calculating L2. Currently (1 - lambda) is used in calculating L1 and L2.
The current calculation has this condition if (t1 != t2) continue; This condition
is almost always true even if t1 and t2 are essentiallyEqual.
0 commit comments