1 files changed, 51 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/wabsdev_source.c b/gsl-1.9/statistics/wabsdev_source.c
new file mode 100644
index 0000000..cb86583
--- /dev/null
+++ b/gsl-1.9/statistics/wabsdev_source.c
@@ -0,0 +1,51 @@
+/* statistics/wabsdev_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,wabsdev) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
+{
+  const double wmean = FUNCTION(gsl_stats,wmean)(w, wstride, data, stride, n);
+  return FUNCTION(gsl_stats,wabsdev_m)(w, wstride, data, stride, n, wmean);
+}
+    
+double 
+FUNCTION(gsl_stats,wabsdev_m) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean)
+{
+  /* Compute the weighted absolute deviation of a dataset */
+
+  long double wabsdev = 0;
+  long double W = 0;
+
+  size_t i;
+
+  /* find the sum of the absolute deviations */
+  for (i = 0; i < n; i++)
+    {
+      BASE wi = w[i * wstride];
+      
+      if (wi > 0) {
+        const long double delta = fabs(data[i * stride] - wmean);
+        W += wi ;
+        wabsdev += (delta - wabsdev) * (wi / W);
+      }
+    }
+
+  return wabsdev;
+}
+