/*
chronyd/chronyc - Programs for keeping computer clocks accurate.
**********************************************************************
* Copyright (C) Richard P. Curnow 1997-2002
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of version 2 of the GNU General Public License as
* published by the Free Software Foundation.
*
* 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.
*
**********************************************************************
=======================================================================
Header file for regression routine(s)
*/
#ifndef GOT_REGRESS_H
#define GOT_REGRESS_H
extern void
RGR_WeightedRegression
(double *x, /* independent variable */
double *y, /* measured data */
double *w, /* weightings (large => data
less reliable) */
int n, /* number of data points */
/* And now the results */
double *b0, /* estimated y axis intercept */
double *b1, /* estimated slope */
double *s2, /* estimated variance (weighted) of
data points */
double *sb0, /* estimated standard deviation of
intercept */
double *sb1 /* estimated standard deviation of
slope */
/* Could add correlation stuff later if required */
);
/* Return the weighting to apply to the standard deviation to get a
given size of confidence interval assuming a T distribution */
extern double RGR_GetTCoef(int dof);
/* Return the value to apply to the variance to make an upper one-sided
test assuming a chi-square distribution. */
extern double RGR_GetChi2Coef(int dof);
/* Maximum ratio of number of points used for runs test to number of regression
points */
#define REGRESS_RUNS_RATIO 2
/* Minimum number of samples for regression */
#define MIN_SAMPLES_FOR_REGRESS 3
/* Return a status indicating whether there were enough points to
carry out the regression */
extern int
RGR_FindBestRegression
(double *x, /* independent variable */
double *y, /* measured data */
double *w, /* weightings (large => data
less reliable) */
int n, /* number of data points */
int m, /* number of extra samples in x and y arrays
(negative index) which can be used to
extend runs test */
int min_samples, /* minimum number of samples to be kept after
changing the starting index to pass the runs
test */
/* And now the results */
double *b0, /* estimated y axis intercept */
double *b1, /* estimated slope */
double *s2, /* estimated variance of data points */
double *sb0, /* estimated standard deviation of
intercept */
double *sb1, /* estimated standard deviation of
slope */
int *new_start, /* the new starting index to make the
residuals pass the two tests */
int *n_runs, /* number of runs amongst the residuals */
int *dof /* degrees of freedom in statistics (needed
to get confidence intervals later) */
);
int
RGR_FindBestRobustRegression
(double *x,
double *y,
int n,
double tol,
double *b0,
double *b1,
int *n_runs,
int *best_start);
int
RGR_MultipleRegress
(double *x1, /* first independent variable */
double *x2, /* second independent variable */
double *y, /* measured data */
int n, /* number of data points */
/* The results */
double *b2 /* estimated second slope */
);
/* Return the median value from an array */
extern double RGR_FindMedian(double *x, int n);
#endif /* GOT_REGRESS_H */