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/* statistics/mad_source.c
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*
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* Copyright (C) 2018 Patrick Alken
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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/*
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gsl_stats_mad0()
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Compute median absolute deviation
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Inputs: data - array containing the observations
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stride - stride
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n - length of 'data'
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work - workspace of length n
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Return: MAD statistic (without scale/correction factor)
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*/
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double
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FUNCTION(gsl_stats,mad0) (const BASE data[],
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const size_t stride,
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const size_t n,
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double work[])
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{
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double median, mad;
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size_t i;
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/* copy input data to work */
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for (i = 0; i < n; ++i)
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work[i] = (double) data[i * stride];
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/* compute median of input data using double version */
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median = gsl_stats_median(work, 1, n);
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/* compute absolute deviations from median */
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for (i = 0; i < n; ++i)
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work[i] = fabs((double) data[i * stride] - median);
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mad = gsl_stats_median(work, 1, n);
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return mad;
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}
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double
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FUNCTION(gsl_stats,mad) (const BASE data[],
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const size_t stride,
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const size_t n,
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double work[])
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{
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double mad0 = FUNCTION(gsl_stats,mad0)(data, stride, n, work);
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double mad = 1.482602218505602 * mad0;
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return mad;
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}
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