diff options
Diffstat (limited to 'gsl-1.9/statistics/wvariance_source.c')
-rw-r--r-- | gsl-1.9/statistics/wvariance_source.c | 127 |
1 files changed, 127 insertions, 0 deletions
diff --git a/gsl-1.9/statistics/wvariance_source.c b/gsl-1.9/statistics/wvariance_source.c new file mode 100644 index 0000000..d815b1e --- /dev/null +++ b/gsl-1.9/statistics/wvariance_source.c @@ -0,0 +1,127 @@ +/* statistics/wvariance_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. + */ + +static double +FUNCTION(compute,wvariance) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean); + +static double +FUNCTION(compute,factor) (const BASE w[], const size_t wstride, const size_t n); + +static double +FUNCTION(compute,wvariance) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean) +{ + /* takes a dataset and finds the weighted variance */ + + long double wvariance = 0 ; + long double W = 0; + + size_t i; + + /* find the sum of the squares */ + for (i = 0; i < n; i++) + { + BASE wi = w[i * wstride]; + + if (wi > 0) { + const long double delta = (data[i * stride] - wmean); + W += wi ; + wvariance += (delta * delta - wvariance) * (wi / W); + } + } + + return wvariance ; +} + +static double +FUNCTION(compute,factor) (const BASE w[], const size_t wstride, const size_t n) +{ + /* Find the factor ``N/(N-1)'' which multiplies the raw std dev */ + + long double a = 0 ; + long double b = 0; + long double factor; + + size_t i; + + /* find the sum of the squares */ + for (i = 0; i < n; i++) + { + BASE wi = w[i * wstride]; + + if (wi > 0) + { + a += wi ; + b += wi * wi ; + } + } + + factor = (a*a) / ((a*a) - b); + + return factor ; +} + +double +FUNCTION(gsl_stats,wvariance_with_fixed_mean) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean) +{ + const double wvariance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean); + return wvariance; +} + +double +FUNCTION(gsl_stats,wsd_with_fixed_mean) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean) +{ + const double wvariance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean); + const double wsd = sqrt (wvariance); + + return wsd; +} + + +double +FUNCTION(gsl_stats,wvariance_m) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean) +{ + const double variance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean); + const double scale = FUNCTION(compute,factor)(w, wstride, n); + + return scale * variance; +} + +double +FUNCTION(gsl_stats,wsd_m) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean) +{ + const double variance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean); + const double scale = FUNCTION(compute,factor)(w, wstride, n); + const double wsd = sqrt(scale * variance) ; + + return wsd; +} + +double +FUNCTION(gsl_stats,wsd) (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,wsd_m) (w, wstride, data, stride, n, wmean) ; +} + +double +FUNCTION(gsl_stats,wvariance) (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,wvariance_m)(w, wstride, data, stride, n, wmean); +} |