/* statistics/mad_source.c

 * 

 * Copyright (C) 2018 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.

 */

/*

gsl_stats_mad0()

  Compute median absolute deviation

Inputs: data    - array containing the observations

        stride  - stride

        n       - length of 'data'

        work    - workspace of length n

Return: MAD statistic (without scale/correction factor)

*/

double

FUNCTION(gsl_stats,mad0) (const BASE data[],

                          const size_t stride,

                          const size_t n,

                          double work[])

{

  double median, mad;

  size_t i;

  /* copy input data to work */

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

    work[i] = (double) data[i * stride];

  /* compute median of input data using double version */

  median = gsl_stats_median(work, 1, n);

  /* compute absolute deviations from median */

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

    work[i] = fabs((double) data[i * stride] - median);

  mad = gsl_stats_median(work, 1, n);

  return mad;

}

double

FUNCTION(gsl_stats,mad) (const BASE data[],

                         const size_t stride,

                         const size_t n,

                         double work[])

{

  double mad0 = FUNCTION(gsl_stats,mad0)(data, stride, n, work);

  double mad = 1.482602218505602 * mad0;

  return mad;

}