1 /* statistics/wvariance_source.c
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
21 FUNCTION(compute,wvariance) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean);
24 FUNCTION(compute,wtss) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean);
28 FUNCTION(compute,factor) (const BASE w[], const size_t wstride, const size_t n);
31 FUNCTION(compute,wvariance) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean)
33 /* takes a dataset and finds the weighted variance */
35 long double wvariance = 0 ;
40 /* find the sum of the squares */
41 for (i = 0; i < n; i++)
43 BASE wi = w[i * wstride];
46 const long double delta = (data[i * stride] - wmean);
48 wvariance += (delta * delta - wvariance) * (wi / W);
56 FUNCTION(compute,wtss) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean)
58 /* takes a dataset and finds the weighted sum of squares about wmean*/
60 long double wtss = 0 ;
63 /* find the sum of the squares */
64 for (i = 0; i < n; i++)
66 BASE wi = w[i * wstride];
69 const long double delta = (data[i * stride] - wmean);
70 wtss += wi * delta * delta;
79 FUNCTION(compute,factor) (const BASE w[], const size_t wstride, const size_t n)
81 /* Find the factor ``N/(N-1)'' which multiplies the raw std dev */
89 /* find the sum of the squares */
90 for (i = 0; i < n; i++)
92 BASE wi = w[i * wstride];
101 factor = (a*a) / ((a*a) - b);
107 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)
109 const double wvariance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean);
114 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)
116 const double wvariance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean);
117 const double wsd = sqrt (wvariance);
124 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)
126 const double variance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean);
127 const double scale = FUNCTION(compute,factor)(w, wstride, n);
129 return scale * variance;
133 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)
135 const double variance = FUNCTION(compute,wvariance) (w, wstride, data, stride, n, wmean);
136 const double scale = FUNCTION(compute,factor)(w, wstride, n);
137 const double wsd = sqrt(scale * variance) ;
143 FUNCTION(gsl_stats,wsd) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
145 const double wmean = FUNCTION(gsl_stats,wmean) (w, wstride, data, stride, n);
146 return FUNCTION(gsl_stats,wsd_m) (w, wstride, data, stride, n, wmean) ;
150 FUNCTION(gsl_stats,wvariance) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
152 const double wmean = FUNCTION(gsl_stats,wmean) (w, wstride, data, stride, n);
153 return FUNCTION(gsl_stats,wvariance_m)(w, wstride, data, stride, n, wmean);
157 FUNCTION(gsl_stats,wtss_m) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean)
159 const double wtss = FUNCTION(compute,wtss) (w, wstride, data, stride, n, wmean);
164 FUNCTION(gsl_stats,wtss) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)
166 const double wmean = FUNCTION(gsl_stats,wmean) (w, wstride, data, stride, n);
167 return FUNCTION(gsl_stats,wtss_m)(w, wstride, data, stride, n, wmean);