1 files changed, 51 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/lag1_source.c b/gsl-1.9/statistics/lag1_source.c
new file mode 100644
index 0000000..117e6d8
--- /dev/null
+++ b/gsl-1.9/statistics/lag1_source.c
@@ -0,0 +1,51 @@
+/* statistics/lag1_source.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Jim Davies, Brian Gough
+ * 
+ * This program 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 program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+
+double 
+FUNCTION(gsl_stats,lag1_autocorrelation) (const BASE data[], const size_t stride, const size_t n)
+{
+  const double mean = FUNCTION(gsl_stats,mean) (data, stride, n);
+  return FUNCTION(gsl_stats,lag1_autocorrelation_m)(data, stride, n, mean);
+}
+
+double 
+FUNCTION(gsl_stats,lag1_autocorrelation_m) (const BASE data[], const size_t stride, const size_t size, const double mean)
+{
+  /* Compute the lag-1 autocorrelation of a dataset using the
+     recurrence relation */
+
+  size_t i;
+
+  long double r1 ;
+  long double q = 0 ;
+  long double v = (data[0 * stride] - mean) * (data[0 * stride] - mean) ;
+
+  for (i = 1; i < size ; i++)
+    {
+      const long double delta0 = (data[(i-1) * stride] - mean);
+      const long double delta1 = (data[i * stride] - mean);
+      q += (delta0 * delta1 - q)/(i + 1);
+      v += (delta1 * delta1 - v)/(i + 1);
+    }
+
+  r1 = q / v ;
+
+  return r1;
+}