Blame statistics/covariance.c

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#include <config.h>
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#include <math.h>
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#include <gsl/gsl_statistics.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_sort_vector.h>
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static int compute_rank(gsl_vector *v);
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#define BASE_LONG_DOUBLE
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_LONG_DOUBLE
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#define BASE_DOUBLE
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_DOUBLE
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#define BASE_FLOAT
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_FLOAT
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#define BASE_ULONG
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_ULONG
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#define BASE_LONG
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_LONG
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#define BASE_UINT
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_UINT
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#define BASE_INT
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_INT
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#define BASE_USHORT
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_USHORT
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#define BASE_SHORT
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_SHORT
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#define BASE_UCHAR
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_UCHAR
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#define BASE_CHAR
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#include "templates_on.h"
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#include "covariance_source.c"
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#include "templates_off.h"
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#undef  BASE_CHAR
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/*
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compute_rank()
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  Compute rank of a sorted vector
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Inputs: v - sorted data vector on input; rank vector on output
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Notes: ranks are always computed in double precision
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*/
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static int
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compute_rank(gsl_vector *v)
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{
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  const size_t n = v->size;
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  size_t i = 0;
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  while (i < n - 1)
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    {
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      double vi = gsl_vector_get(v, i);
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      if (vi == gsl_vector_get(v, i + 1))
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        {
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          size_t j = i + 2;
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          size_t k;
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          double rank = 0.0;
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          /* we have detected a tie, find number of equal elements */
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          while (j < n && vi == gsl_vector_get(v, j))
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            ++j;
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          /* compute rank */
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          for (k = i; k < j; ++k)
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            rank += k + 1.0;
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          /* divide by number of ties */
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          rank /= (double) (j - i);
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          for (k = i; k < j; ++k)
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            gsl_vector_set(v, k, rank);
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          i = j;
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        }
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      else
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        {
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          /* no tie - set rank to natural ordered position */
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          gsl_vector_set(v, i, i + 1.0);
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          ++i;
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        }
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    }
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  if (i == n - 1)
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    gsl_vector_set(v, n - 1, (double) n);
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  return GSL_SUCCESS;
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} /* compute_rank() */