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/* statistics/wmean_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, wmean) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t size)
{
/* Compute the weighted arithmetic mean M of a dataset using the
recurrence relation
M(n) = M(n-1) + (data[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;
size_t i;
for (i = 0; i < size; i++)
{
BASE wi = w[i * wstride];
if (wi > 0)
{
W += wi;
wmean += (data[i * stride] - wmean) * (wi / W);
}
}
return wmean;
}
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