| /* 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; |
| } |
| |
