/* rstat/gsl_rstat.h

 * 

 * Copyright (C) 2015 Patrick Alken

 * 

 * 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 3 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.

 */

#ifndef __GSL_RSTAT_H__

#define __GSL_RSTAT_H__

#undef __BEGIN_DECLS

#undef __END_DECLS

#ifdef __cplusplus

# define __BEGIN_DECLS extern "C" {

# define __END_DECLS }

#else

# define __BEGIN_DECLS /* empty */

# define __END_DECLS /* empty */

#endif

__BEGIN_DECLS

typedef struct

{

  double p;        /* p-quantile */

  double q[5];     /* heights q_i */

  int npos[5];     /* positions n_i */

  double np[5];    /* desired positions n_i' */

  double dnp[5];   /* increments dn_i' */

  size_t n;        /* number of data added */

} gsl_rstat_quantile_workspace;

gsl_rstat_quantile_workspace *gsl_rstat_quantile_alloc(const double p);

void gsl_rstat_quantile_free(gsl_rstat_quantile_workspace *w);

int gsl_rstat_quantile_reset(gsl_rstat_quantile_workspace *w);

int gsl_rstat_quantile_add(const double x, gsl_rstat_quantile_workspace *w);

double gsl_rstat_quantile_get(gsl_rstat_quantile_workspace *w);

typedef struct

{

  double min;      /* minimum value added */

  double max;      /* maximum value added */

  double mean;     /* current mean */

  double M2;       /* M_k = sum_{i=1..n} [ x_i - mean_n ]^k */

  double M3;

  double M4;

  size_t n;        /* number of data points added */

  gsl_rstat_quantile_workspace *median_workspace_p; /* median workspace */

} gsl_rstat_workspace;

gsl_rstat_workspace *gsl_rstat_alloc(void);

void gsl_rstat_free(gsl_rstat_workspace *w);

size_t gsl_rstat_n(const gsl_rstat_workspace *w);

int gsl_rstat_add(const double x, gsl_rstat_workspace *w);

double gsl_rstat_min(const gsl_rstat_workspace *w);

double gsl_rstat_max(const gsl_rstat_workspace *w);

double gsl_rstat_mean(const gsl_rstat_workspace *w);

double gsl_rstat_variance(const gsl_rstat_workspace *w);

double gsl_rstat_sd(const gsl_rstat_workspace *w);

double gsl_rstat_rms(const gsl_rstat_workspace *w);

double gsl_rstat_sd_mean(const gsl_rstat_workspace *w);

double gsl_rstat_median(gsl_rstat_workspace *w);

double gsl_rstat_skew(const gsl_rstat_workspace *w);

double gsl_rstat_kurtosis(const gsl_rstat_workspace *w);

int gsl_rstat_reset(gsl_rstat_workspace *w);

__END_DECLS

#endif /* __GSL_RSTAT_H__ */