| /* 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; |
| } |