#include <stdio.h>

#include <stdlib.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_movstat.h>

#include <gsl/gsl_rng.h>

#include <gsl/gsl_randist.h>

#include <gsl/gsl_vector.h>

#include <gsl/gsl_sort.h>

#include <gsl/gsl_statistics.h>

double

func(const size_t n, double x[], void * params)

{

  const double alpha = *(double *) params;

  gsl_sort(x, 1, n);

  return gsl_stats_trmean_from_sorted_data(alpha, x, 1, n);

}

int

main(void)

{

  const size_t N = 1000;                /* length of time series */

  const size_t K = 11;                  /* window size */

  double alpha = 0.1;                   /* trimmed mean parameter */

  gsl_vector *x = gsl_vector_alloc(N);  /* input vector */

  gsl_vector *y = gsl_vector_alloc(N);  /* filtered output vector for alpha1 */

  gsl_rng *r = gsl_rng_alloc(gsl_rng_default);

  gsl_movstat_workspace *w = gsl_movstat_alloc(K);

  gsl_movstat_function F;

  size_t i;

  double sum = 0.0;

  /* generate input signal */

  for (i = 0; i < N; ++i)

    {

      double ui = gsl_ran_gaussian(r, 1.0);

      double outlier = (gsl_rng_uniform(r) < 0.01) ? 10.0*GSL_SIGN(ui) : 0.0;

      sum += ui;

      gsl_vector_set(x, i, sum + outlier);

    }

  /* apply moving window function */

  F.function = func;

  F.params = α

  gsl_movstat_apply(GSL_MOVSTAT_END_PADVALUE, &F, x, y, w);

  /* print results */

  for (i = 0; i < N; ++i)

    {

      double xi = gsl_vector_get(x, i);

      double yi = gsl_vector_get(y, i);

      printf("%f %f\n", xi, yi);

    }

  gsl_vector_free(x);

  gsl_vector_free(y);

  gsl_rng_free(r);

  gsl_movstat_free(w);

  return 0;

}