1 files changed, 51 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/skew_source.c b/gsl-1.9/statistics/skew_source.c
new file mode 100644
index 0000000..bbbca45
--- /dev/null
+++ b/gsl-1.9/statistics/skew_source.c
@@ -0,0 +1,51 @@
+/* statistics/skew_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,skew) (const BASE data[], const size_t stride, const size_t n)
+{
+  const double mean = FUNCTION(gsl_stats,mean)(data, stride, n);
+  const double sd = FUNCTION(gsl_stats,sd_m)(data, stride, n, mean);
+  return FUNCTION(gsl_stats,skew_m_sd)(data, stride, n, mean, sd);
+}
+    
+double 
+FUNCTION(gsl_stats,skew_m_sd) (const BASE data[], 
+                               const size_t stride, const size_t n,
+                               const double mean, const double sd)
+{
+  /* takes a dataset and finds the skewness */
+
+  long double skew = 0;
+  size_t i;
+
+  /* find the sum of the cubed deviations, normalized by the sd. */
+
+  /* we use a recurrence relation to stably update a running value so
+     there aren't any large sums that can overflow */
+
+  for (i = 0; i < n; i++)
+    {
+      const long double x = (data[i * stride] - mean) / sd;
+      skew += (x * x * x - skew) / (i + 1);
+    }
+
+  return skew;
+}
+