vregress.cpp

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/*
 * $Id$
 *
 * Author: David Fournier
 * Copyright (c) 2008-2012 Regents of the University of California
 */
#include <fvar.hpp>

dvariable regression(const dvector& obs, const dvar_vector& pred)
{
  double nobs=double(size_count(obs));
  dvariable vhat=norm2(obs-pred);
  vhat/=nobs;
  return (.5*nobs*log(vhat));
}