| /* statistics/covar_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,covariance) (const BASE data1[], const size_t stride1, |
| const BASE data2[], const size_t stride2, |
| const size_t n, |
| const double mean1, const double mean2); |
| |
| static double |
| FUNCTION(compute,covariance) (const BASE data1[], const size_t stride1, |
| const BASE data2[], const size_t stride2, |
| const size_t n, |
| const double mean1, const double mean2) |
| { |
| /* takes a dataset and finds the covariance */ |
| |
| long double covariance = 0 ; |
| |
| size_t i; |
| |
| /* find the sum of the squares */ |
| for (i = 0; i < n; i++) |
| { |
| const long double delta1 = (data1[i * stride1] - mean1); |
| const long double delta2 = (data2[i * stride2] - mean2); |
| covariance += (delta1 * delta2 - covariance) / (i + 1); |
| } |
| |
| return covariance ; |
| } |
| |
| double |
| FUNCTION(gsl_stats,covariance_m) (const BASE data1[], const size_t stride1, |
| const BASE data2[], const size_t stride2, |
| const size_t n, |
| const double mean1, const double mean2) |
| { |
| const double covariance = FUNCTION(compute,covariance) (data1, stride1, |
| data2, stride2, |
| n, |
| mean1, mean2); |
| |
| return covariance * ((double)n / (double)(n - 1)); |
| } |
| |
| double |
| FUNCTION(gsl_stats,covariance) (const BASE data1[], const size_t stride1, |
| const BASE data2[], const size_t stride2, |
| const size_t n) |
| { |
| const double mean1 = FUNCTION(gsl_stats,mean) (data1, stride1, n); |
| const double mean2 = FUNCTION(gsl_stats,mean) (data2, stride2, n); |
| |
| return FUNCTION(gsl_stats,covariance_m)(data1, stride1, |
| data2, stride2, |
| n, |
| mean1, mean2); |
| } |
| |
| |