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Diffstat (limited to 'gsl-1.9/histogram/stat.c')
-rw-r--r-- | gsl-1.9/histogram/stat.c | 140 |
1 files changed, 140 insertions, 0 deletions
diff --git a/gsl-1.9/histogram/stat.c b/gsl-1.9/histogram/stat.c new file mode 100644 index 0000000..5ee9e9c --- /dev/null +++ b/gsl-1.9/histogram/stat.c @@ -0,0 +1,140 @@ +/* gsl_histogram_stat.c + * Copyright (C) 2000 Simone Piccardi + * + * This library is free software; you can redistribute it and/or + * modify it under the terms of the GNU General Public License as + * published by the Free Software Foundation; either version 2 of the + * License, or (at your option) any later version. + * + * This program is distributed in the hope that it will be useful, + * but WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public + * License along with this library; if not, write to the + * Free Software Foundation, Inc., 59 Temple Place - Suite 330, + * Boston, MA 02111-1307, USA. + */ +/*************************************************************** + * + * File gsl_histogram_stat.c: + * Routines for statisticalcomputations on histograms. + * Need GSL library and header. + * Contains the routines: + * gsl_histogram_mean compute histogram mean + * gsl_histogram_sigma compute histogram sigma + * + * Author: S. Piccardi + * Jan. 2000 + * + ***************************************************************/ +#include <config.h> +#include <stdlib.h> +#include <math.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_histogram.h> + +/* FIXME: We skip negative values in the histogram h->bin[i] < 0, + since those correspond to negative weights (BJG) */ + +double +gsl_histogram_mean (const gsl_histogram * h) +{ + const size_t n = h->n; + size_t i; + + /* Compute the bin-weighted arithmetic mean M of a histogram using the + recurrence relation + + M(n) = M(n-1) + (x[n] - M(n-1)) (w(n)/(W(n-1) + w(n))) + W(n) = W(n-1) + w(n) + + */ + + long double wmean = 0; + long double W = 0; + + for (i = 0; i < n; i++) + { + double xi = (h->range[i + 1] + h->range[i]) / 2; + double wi = h->bin[i]; + + if (wi > 0) + { + W += wi; + wmean += (xi - wmean) * (wi / W); + } + } + + return wmean; +} + +double +gsl_histogram_sigma (const gsl_histogram * h) +{ + const size_t n = h->n; + size_t i; + + long double wvariance = 0 ; + long double wmean = 0; + long double W = 0; + + /* FIXME: should use a single pass formula here, as given in + N.J.Higham 'Accuracy and Stability of Numerical Methods', p.12 */ + + /* Compute the mean */ + + for (i = 0; i < n; i++) + { + double xi = (h->range[i + 1] + h->range[i]) / 2; + double wi = h->bin[i]; + + if (wi > 0) + { + W += wi; + wmean += (xi - wmean) * (wi / W); + } + } + + /* Compute the variance */ + + W = 0.0; + + for (i = 0; i < n; i++) + { + double xi = ((h->range[i + 1]) + (h->range[i])) / 2; + double wi = h->bin[i]; + + if (wi > 0) { + const long double delta = (xi - wmean); + W += wi ; + wvariance += (delta * delta - wvariance) * (wi / W); + } + } + + { + double sigma = sqrt (wvariance) ; + return sigma; + } +} + + +/* + sum up all bins of histogram + */ + +double +gsl_histogram_sum(const gsl_histogram * h) +{ + double sum=0; + size_t i=0; + size_t n; + n=h->n; + + while(i < n) + sum += h->bin[i++]; + + return sum; +} + |