Hyper-Fit: Fitting Linear Models to Multidimensional Data with Multivariate Gaussian Uncertainties

Abstract: Astronomical data is often uncertain with errors that are heteroscedastic (different for each data point) and covariant between different dimensions. Assuming that a set of D-dimensional data points can be described by a (D - 1)-dimensional plane with intrinsic scatter, we derive the general likelihood function to be maximised to recover the best fitting model. Alongside the mathematical description, we also release the hyper-fit package for the R statistical language (github.com/asgr/hyper.fit) and a user-friendly web interface for online fitting (hyperfit.icrar.org). The hyper-fit package offers access to a large number of fitting routines, includes visualisation tools, and is fully documented in an extensive user manual. Most of the hyper-fit functionality is accessible via the web interface. In this paper we include applications to toy examples and to real astronomical data from the literature: the mass-size, Tully-Fisher, Fundamental Plane, and mass-spin-morphology relations. In most cases the hyper-fit solutions are in good agreement with published values, but uncover more information regarding the fitted model.